CME Swiss Franc Future September 2023
| Trading Metrics calculated at close of trading on 15-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2023 |
15-May-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1360 |
1.1285 |
-0.0075 |
-0.7% |
1.1400 |
| High |
1.1394 |
1.1330 |
-0.0065 |
-0.6% |
1.1430 |
| Low |
1.1282 |
1.1284 |
0.0002 |
0.0% |
1.1282 |
| Close |
1.1293 |
1.1327 |
0.0034 |
0.3% |
1.1293 |
| Range |
0.0112 |
0.0046 |
-0.0066 |
-58.9% |
0.0148 |
| ATR |
0.0073 |
0.0071 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
567 |
33 |
-534 |
-94.2% |
1,349 |
|
| Daily Pivots for day following 15-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1451 |
1.1435 |
1.1352 |
|
| R3 |
1.1405 |
1.1389 |
1.1340 |
|
| R2 |
1.1359 |
1.1359 |
1.1335 |
|
| R1 |
1.1343 |
1.1343 |
1.1331 |
1.1351 |
| PP |
1.1313 |
1.1313 |
1.1313 |
1.1317 |
| S1 |
1.1297 |
1.1297 |
1.1323 |
1.1305 |
| S2 |
1.1267 |
1.1267 |
1.1319 |
|
| S3 |
1.1221 |
1.1251 |
1.1314 |
|
| S4 |
1.1175 |
1.1205 |
1.1302 |
|
|
| 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 |
1.1525 |
|
2.618 |
1.1450 |
|
1.618 |
1.1404 |
|
1.000 |
1.1376 |
|
0.618 |
1.1358 |
|
HIGH |
1.1330 |
|
0.618 |
1.1312 |
|
0.500 |
1.1307 |
|
0.382 |
1.1301 |
|
LOW |
1.1284 |
|
0.618 |
1.1255 |
|
1.000 |
1.1238 |
|
1.618 |
1.1209 |
|
2.618 |
1.1163 |
|
4.250 |
1.1088 |
|
|
| Fisher Pivots for day following 15-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1320 |
1.1343 |
| PP |
1.1313 |
1.1338 |
| S1 |
1.1307 |
1.1332 |
|