CME Swiss Franc Future September 2023
| Trading Metrics calculated at close of trading on 12-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2023 |
12-May-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1404 |
1.1360 |
-0.0044 |
-0.4% |
1.1400 |
| High |
1.1404 |
1.1394 |
-0.0010 |
-0.1% |
1.1430 |
| Low |
1.1320 |
1.1282 |
-0.0038 |
-0.3% |
1.1282 |
| Close |
1.1337 |
1.1293 |
-0.0044 |
-0.4% |
1.1293 |
| Range |
0.0084 |
0.0112 |
0.0029 |
34.1% |
0.0148 |
| ATR |
0.0070 |
0.0073 |
0.0003 |
4.3% |
0.0000 |
| Volume |
418 |
567 |
149 |
35.6% |
1,349 |
|
| Daily Pivots for day following 12-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1659 |
1.1588 |
1.1355 |
|
| R3 |
1.1547 |
1.1476 |
1.1324 |
|
| R2 |
1.1435 |
1.1435 |
1.1314 |
|
| R1 |
1.1364 |
1.1364 |
1.1303 |
1.1344 |
| PP |
1.1323 |
1.1323 |
1.1323 |
1.1313 |
| S1 |
1.1252 |
1.1252 |
1.1283 |
1.1232 |
| S2 |
1.1211 |
1.1211 |
1.1272 |
|
| S3 |
1.1099 |
1.1140 |
1.1262 |
|
| S4 |
1.0987 |
1.1028 |
1.1231 |
|
|
| Weekly Pivots for week ending 12-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1779 |
1.1684 |
1.1374 |
|
| R3 |
1.1631 |
1.1536 |
1.1334 |
|
| R2 |
1.1483 |
1.1483 |
1.1320 |
|
| R1 |
1.1388 |
1.1388 |
1.1307 |
1.1362 |
| PP |
1.1335 |
1.1335 |
1.1335 |
1.1322 |
| S1 |
1.1240 |
1.1240 |
1.1279 |
1.1214 |
| S2 |
1.1187 |
1.1187 |
1.1266 |
|
| S3 |
1.1039 |
1.1092 |
1.1252 |
|
| S4 |
1.0891 |
1.0944 |
1.1212 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1870 |
|
2.618 |
1.1687 |
|
1.618 |
1.1575 |
|
1.000 |
1.1506 |
|
0.618 |
1.1463 |
|
HIGH |
1.1394 |
|
0.618 |
1.1351 |
|
0.500 |
1.1338 |
|
0.382 |
1.1325 |
|
LOW |
1.1282 |
|
0.618 |
1.1213 |
|
1.000 |
1.1170 |
|
1.618 |
1.1101 |
|
2.618 |
1.0989 |
|
4.250 |
1.0806 |
|
|
| Fisher Pivots for day following 12-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1338 |
1.1347 |
| PP |
1.1323 |
1.1329 |
| S1 |
1.1308 |
1.1311 |
|