CME Swiss Franc Future June 2023
| Trading Metrics calculated at close of trading on 15-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2023 |
15-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1056 |
1.1100 |
0.0045 |
0.4% |
1.1024 |
| High |
1.1160 |
1.1228 |
0.0068 |
0.6% |
1.1141 |
| Low |
1.1043 |
1.1045 |
0.0002 |
0.0% |
1.0981 |
| Close |
1.1121 |
1.1224 |
0.0104 |
0.9% |
1.1082 |
| Range |
0.0118 |
0.0183 |
0.0066 |
55.7% |
0.0160 |
| ATR |
0.0090 |
0.0096 |
0.0007 |
7.5% |
0.0000 |
| Volume |
26,059 |
7,410 |
-18,649 |
-71.6% |
112,608 |
|
| Daily Pivots for day following 15-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1714 |
1.1652 |
1.1325 |
|
| R3 |
1.1531 |
1.1469 |
1.1274 |
|
| R2 |
1.1348 |
1.1348 |
1.1258 |
|
| R1 |
1.1286 |
1.1286 |
1.1241 |
1.1317 |
| PP |
1.1165 |
1.1165 |
1.1165 |
1.1181 |
| S1 |
1.1103 |
1.1103 |
1.1207 |
1.1134 |
| S2 |
1.0982 |
1.0982 |
1.1190 |
|
| S3 |
1.0799 |
1.0920 |
1.1174 |
|
| S4 |
1.0616 |
1.0737 |
1.1123 |
|
|
| 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 |
1.1228 |
1.0986 |
0.0242 |
2.2% |
0.0111 |
1.0% |
99% |
True |
False |
27,727 |
| 10 |
1.1228 |
1.0981 |
0.0247 |
2.2% |
0.0101 |
0.9% |
99% |
True |
False |
24,019 |
| 20 |
1.1228 |
1.0955 |
0.0273 |
2.4% |
0.0091 |
0.8% |
99% |
True |
False |
21,537 |
| 40 |
1.1394 |
1.0955 |
0.0440 |
3.9% |
0.0089 |
0.8% |
61% |
False |
False |
20,952 |
| 60 |
1.1394 |
1.0922 |
0.0473 |
4.2% |
0.0089 |
0.8% |
64% |
False |
False |
20,301 |
| 80 |
1.1394 |
1.0714 |
0.0680 |
6.1% |
0.0093 |
0.8% |
75% |
False |
False |
18,912 |
| 100 |
1.1394 |
1.0714 |
0.0680 |
6.1% |
0.0088 |
0.8% |
75% |
False |
False |
15,136 |
| 120 |
1.1394 |
1.0714 |
0.0680 |
6.1% |
0.0085 |
0.8% |
75% |
False |
False |
12,616 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2005 |
|
2.618 |
1.1707 |
|
1.618 |
1.1524 |
|
1.000 |
1.1411 |
|
0.618 |
1.1341 |
|
HIGH |
1.1228 |
|
0.618 |
1.1158 |
|
0.500 |
1.1136 |
|
0.382 |
1.1114 |
|
LOW |
1.1045 |
|
0.618 |
1.0931 |
|
1.000 |
1.0862 |
|
1.618 |
1.0748 |
|
2.618 |
1.0565 |
|
4.250 |
1.0267 |
|
|
| Fisher Pivots for day following 15-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1195 |
1.1189 |
| PP |
1.1165 |
1.1153 |
| S1 |
1.1136 |
1.1118 |
|