CME Swiss Franc Future September 2023
| Trading Metrics calculated at close of trading on 03-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2023 |
03-May-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1310 |
1.1372 |
0.0062 |
0.5% |
1.1410 |
| High |
1.1367 |
1.1480 |
0.0114 |
1.0% |
1.1470 |
| Low |
1.1290 |
1.1371 |
0.0081 |
0.7% |
1.1316 |
| Close |
1.1366 |
1.1462 |
0.0097 |
0.8% |
1.1360 |
| Range |
0.0077 |
0.0110 |
0.0033 |
43.1% |
0.0154 |
| ATR |
0.0069 |
0.0072 |
0.0003 |
4.7% |
0.0000 |
| Volume |
24 |
128 |
104 |
433.3% |
1,305 |
|
| Daily Pivots for day following 03-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1766 |
1.1724 |
1.1522 |
|
| R3 |
1.1657 |
1.1614 |
1.1492 |
|
| R2 |
1.1547 |
1.1547 |
1.1482 |
|
| R1 |
1.1505 |
1.1505 |
1.1472 |
1.1526 |
| PP |
1.1438 |
1.1438 |
1.1438 |
1.1448 |
| S1 |
1.1395 |
1.1395 |
1.1452 |
1.1416 |
| S2 |
1.1328 |
1.1328 |
1.1442 |
|
| S3 |
1.1219 |
1.1286 |
1.1432 |
|
| S4 |
1.1109 |
1.1176 |
1.1402 |
|
|
| Weekly Pivots for week ending 28-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1844 |
1.1756 |
1.1445 |
|
| R3 |
1.1690 |
1.1602 |
1.1402 |
|
| R2 |
1.1536 |
1.1536 |
1.1388 |
|
| R1 |
1.1448 |
1.1448 |
1.1374 |
1.1415 |
| PP |
1.1382 |
1.1382 |
1.1382 |
1.1366 |
| S1 |
1.1294 |
1.1294 |
1.1346 |
1.1261 |
| S2 |
1.1228 |
1.1228 |
1.1332 |
|
| S3 |
1.1074 |
1.1140 |
1.1318 |
|
| S4 |
1.0920 |
1.0986 |
1.1275 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1945 |
|
2.618 |
1.1767 |
|
1.618 |
1.1657 |
|
1.000 |
1.1590 |
|
0.618 |
1.1548 |
|
HIGH |
1.1480 |
|
0.618 |
1.1438 |
|
0.500 |
1.1425 |
|
0.382 |
1.1412 |
|
LOW |
1.1371 |
|
0.618 |
1.1303 |
|
1.000 |
1.1261 |
|
1.618 |
1.1193 |
|
2.618 |
1.1084 |
|
4.250 |
1.0905 |
|
|
| Fisher Pivots for day following 03-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1450 |
1.1436 |
| PP |
1.1438 |
1.1411 |
| S1 |
1.1425 |
1.1385 |
|