CME Swiss Franc Future June 2023
| Trading Metrics calculated at close of trading on 14-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2023 |
14-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1013 |
1.1056 |
0.0043 |
0.4% |
1.1024 |
| High |
1.1079 |
1.1160 |
0.0081 |
0.7% |
1.1141 |
| Low |
1.1009 |
1.1043 |
0.0034 |
0.3% |
1.0981 |
| Close |
1.1047 |
1.1121 |
0.0074 |
0.7% |
1.1082 |
| Range |
0.0071 |
0.0118 |
0.0047 |
66.7% |
0.0160 |
| ATR |
0.0087 |
0.0090 |
0.0002 |
2.5% |
0.0000 |
| Volume |
44,005 |
26,059 |
-17,946 |
-40.8% |
112,608 |
|
| Daily Pivots for day following 14-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1460 |
1.1408 |
1.1185 |
|
| R3 |
1.1343 |
1.1290 |
1.1153 |
|
| R2 |
1.1225 |
1.1225 |
1.1142 |
|
| R1 |
1.1173 |
1.1173 |
1.1131 |
1.1199 |
| PP |
1.1108 |
1.1108 |
1.1108 |
1.1121 |
| S1 |
1.1055 |
1.1055 |
1.1110 |
1.1082 |
| S2 |
1.0990 |
1.0990 |
1.1099 |
|
| S3 |
1.0873 |
1.0938 |
1.1088 |
|
| S4 |
1.0755 |
1.0820 |
1.1056 |
|
|
| Weekly Pivots for week ending 09-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1546 |
1.1473 |
1.1169 |
|
| R3 |
1.1387 |
1.1314 |
1.1125 |
|
| R2 |
1.1227 |
1.1227 |
1.1111 |
|
| R1 |
1.1154 |
1.1154 |
1.1096 |
1.1191 |
| PP |
1.1068 |
1.1068 |
1.1068 |
1.1086 |
| S1 |
1.0995 |
1.0995 |
1.1067 |
1.1031 |
| S2 |
1.0908 |
1.0908 |
1.1052 |
|
| S3 |
1.0749 |
1.0835 |
1.1038 |
|
| S4 |
1.0589 |
1.0676 |
1.0994 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1160 |
1.0986 |
0.0174 |
1.6% |
0.0103 |
0.9% |
77% |
True |
False |
33,778 |
| 10 |
1.1160 |
1.0981 |
0.0179 |
1.6% |
0.0090 |
0.8% |
78% |
True |
False |
25,495 |
| 20 |
1.1219 |
1.0955 |
0.0265 |
2.4% |
0.0086 |
0.8% |
63% |
False |
False |
22,197 |
| 40 |
1.1394 |
1.0955 |
0.0440 |
4.0% |
0.0086 |
0.8% |
38% |
False |
False |
21,153 |
| 60 |
1.1394 |
1.0847 |
0.0548 |
4.9% |
0.0088 |
0.8% |
50% |
False |
False |
20,402 |
| 80 |
1.1394 |
1.0714 |
0.0680 |
6.1% |
0.0091 |
0.8% |
60% |
False |
False |
18,819 |
| 100 |
1.1394 |
1.0714 |
0.0680 |
6.1% |
0.0087 |
0.8% |
60% |
False |
False |
15,062 |
| 120 |
1.1394 |
1.0714 |
0.0680 |
6.1% |
0.0084 |
0.8% |
60% |
False |
False |
12,554 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1659 |
|
2.618 |
1.1468 |
|
1.618 |
1.1350 |
|
1.000 |
1.1278 |
|
0.618 |
1.1233 |
|
HIGH |
1.1160 |
|
0.618 |
1.1115 |
|
0.500 |
1.1101 |
|
0.382 |
1.1087 |
|
LOW |
1.1043 |
|
0.618 |
1.0970 |
|
1.000 |
1.0925 |
|
1.618 |
1.0852 |
|
2.618 |
1.0735 |
|
4.250 |
1.0543 |
|
|
| Fisher Pivots for day following 14-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1114 |
1.1105 |
| PP |
1.1108 |
1.1089 |
| S1 |
1.1101 |
1.1073 |
|