CME Swiss Franc Future September 2023
| Trading Metrics calculated at close of trading on 11-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2023 |
11-May-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1398 |
1.1404 |
0.0006 |
0.0% |
1.1335 |
| High |
1.1413 |
1.1404 |
-0.0009 |
-0.1% |
1.1492 |
| Low |
1.1390 |
1.1320 |
-0.0070 |
-0.6% |
1.1290 |
| Close |
1.1401 |
1.1337 |
-0.0064 |
-0.6% |
1.1398 |
| Range |
0.0023 |
0.0084 |
0.0061 |
263.0% |
0.0202 |
| ATR |
0.0069 |
0.0070 |
0.0001 |
1.5% |
0.0000 |
| Volume |
141 |
418 |
277 |
196.5% |
504 |
|
| Daily Pivots for day following 11-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1604 |
1.1554 |
1.1383 |
|
| R3 |
1.1521 |
1.1471 |
1.1360 |
|
| R2 |
1.1437 |
1.1437 |
1.1352 |
|
| R1 |
1.1387 |
1.1387 |
1.1345 |
1.1370 |
| PP |
1.1354 |
1.1354 |
1.1354 |
1.1345 |
| S1 |
1.1304 |
1.1304 |
1.1329 |
1.1287 |
| S2 |
1.1270 |
1.1270 |
1.1322 |
|
| S3 |
1.1187 |
1.1220 |
1.1314 |
|
| S4 |
1.1103 |
1.1137 |
1.1291 |
|
|
| Weekly Pivots for week ending 05-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1999 |
1.1900 |
1.1509 |
|
| R3 |
1.1797 |
1.1698 |
1.1453 |
|
| R2 |
1.1595 |
1.1595 |
1.1435 |
|
| R1 |
1.1496 |
1.1496 |
1.1416 |
1.1546 |
| PP |
1.1393 |
1.1393 |
1.1393 |
1.1418 |
| S1 |
1.1294 |
1.1294 |
1.1379 |
1.1344 |
| S2 |
1.1191 |
1.1191 |
1.1360 |
|
| S3 |
1.0989 |
1.1092 |
1.1342 |
|
| S4 |
1.0787 |
1.0890 |
1.1286 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1758 |
|
2.618 |
1.1622 |
|
1.618 |
1.1539 |
|
1.000 |
1.1487 |
|
0.618 |
1.1455 |
|
HIGH |
1.1404 |
|
0.618 |
1.1372 |
|
0.500 |
1.1362 |
|
0.382 |
1.1352 |
|
LOW |
1.1320 |
|
0.618 |
1.1268 |
|
1.000 |
1.1237 |
|
1.618 |
1.1185 |
|
2.618 |
1.1101 |
|
4.250 |
1.0965 |
|
|
| Fisher Pivots for day following 11-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1362 |
1.1366 |
| PP |
1.1354 |
1.1357 |
| S1 |
1.1345 |
1.1347 |
|