CME Swiss Franc Future June 2023
| Trading Metrics calculated at close of trading on 16-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2023 |
16-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1100 |
1.1218 |
0.0118 |
1.1% |
1.1080 |
| High |
1.1228 |
1.1235 |
0.0007 |
0.1% |
1.1235 |
| Low |
1.1045 |
1.1194 |
0.0150 |
1.4% |
1.0986 |
| Close |
1.1224 |
1.1195 |
-0.0029 |
-0.3% |
1.1195 |
| Range |
0.0183 |
0.0041 |
-0.0143 |
-77.9% |
0.0249 |
| ATR |
0.0096 |
0.0092 |
-0.0004 |
-4.1% |
0.0000 |
| Volume |
7,410 |
582 |
-6,828 |
-92.1% |
112,904 |
|
| Daily Pivots for day following 16-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1329 |
1.1303 |
1.1217 |
|
| R3 |
1.1289 |
1.1262 |
1.1206 |
|
| R2 |
1.1248 |
1.1248 |
1.1202 |
|
| R1 |
1.1222 |
1.1222 |
1.1199 |
1.1215 |
| PP |
1.1208 |
1.1208 |
1.1208 |
1.1204 |
| S1 |
1.1181 |
1.1181 |
1.1191 |
1.1174 |
| S2 |
1.1167 |
1.1167 |
1.1188 |
|
| S3 |
1.1127 |
1.1141 |
1.1184 |
|
| S4 |
1.1086 |
1.1100 |
1.1173 |
|
|
| Weekly Pivots for week ending 16-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1884 |
1.1788 |
1.1332 |
|
| R3 |
1.1636 |
1.1540 |
1.1263 |
|
| R2 |
1.1387 |
1.1387 |
1.1241 |
|
| R1 |
1.1291 |
1.1291 |
1.1218 |
1.1339 |
| PP |
1.1139 |
1.1139 |
1.1139 |
1.1163 |
| S1 |
1.1043 |
1.1043 |
1.1172 |
1.1091 |
| S2 |
1.0890 |
1.0890 |
1.1149 |
|
| S3 |
1.0642 |
1.0794 |
1.1127 |
|
| S4 |
1.0393 |
1.0546 |
1.1058 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1235 |
1.0986 |
0.0249 |
2.2% |
0.0105 |
0.9% |
84% |
True |
False |
22,580 |
| 10 |
1.1235 |
1.0981 |
0.0254 |
2.3% |
0.0098 |
0.9% |
84% |
True |
False |
22,551 |
| 20 |
1.1235 |
1.0955 |
0.0280 |
2.5% |
0.0088 |
0.8% |
86% |
True |
False |
20,645 |
| 40 |
1.1394 |
1.0955 |
0.0440 |
3.9% |
0.0088 |
0.8% |
55% |
False |
False |
20,512 |
| 60 |
1.1394 |
1.0940 |
0.0455 |
4.1% |
0.0087 |
0.8% |
56% |
False |
False |
20,064 |
| 80 |
1.1394 |
1.0714 |
0.0680 |
6.1% |
0.0093 |
0.8% |
71% |
False |
False |
18,919 |
| 100 |
1.1394 |
1.0714 |
0.0680 |
6.1% |
0.0088 |
0.8% |
71% |
False |
False |
15,142 |
| 120 |
1.1394 |
1.0714 |
0.0680 |
6.1% |
0.0085 |
0.8% |
71% |
False |
False |
12,621 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1407 |
|
2.618 |
1.1341 |
|
1.618 |
1.1300 |
|
1.000 |
1.1275 |
|
0.618 |
1.1260 |
|
HIGH |
1.1235 |
|
0.618 |
1.1219 |
|
0.500 |
1.1214 |
|
0.382 |
1.1209 |
|
LOW |
1.1194 |
|
0.618 |
1.1169 |
|
1.000 |
1.1154 |
|
1.618 |
1.1128 |
|
2.618 |
1.1088 |
|
4.250 |
1.1022 |
|
|
| Fisher Pivots for day following 16-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1214 |
1.1176 |
| PP |
1.1208 |
1.1157 |
| S1 |
1.1201 |
1.1139 |
|