CME Swiss Franc Future September 2023
| Trading Metrics calculated at close of trading on 16-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2023 |
16-May-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1285 |
1.1320 |
0.0035 |
0.3% |
1.1400 |
| High |
1.1330 |
1.1357 |
0.0028 |
0.2% |
1.1430 |
| Low |
1.1284 |
1.1306 |
0.0023 |
0.2% |
1.1282 |
| Close |
1.1327 |
1.1315 |
-0.0012 |
-0.1% |
1.1293 |
| Range |
0.0046 |
0.0051 |
0.0005 |
10.9% |
0.0148 |
| ATR |
0.0071 |
0.0070 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
33 |
65 |
32 |
97.0% |
1,349 |
|
| Daily Pivots for day following 16-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1479 |
1.1448 |
1.1343 |
|
| R3 |
1.1428 |
1.1397 |
1.1329 |
|
| R2 |
1.1377 |
1.1377 |
1.1324 |
|
| R1 |
1.1346 |
1.1346 |
1.1320 |
1.1336 |
| PP |
1.1326 |
1.1326 |
1.1326 |
1.1321 |
| S1 |
1.1295 |
1.1295 |
1.1310 |
1.1285 |
| S2 |
1.1275 |
1.1275 |
1.1306 |
|
| S3 |
1.1224 |
1.1244 |
1.1301 |
|
| S4 |
1.1173 |
1.1193 |
1.1287 |
|
|
| 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 |
1.1574 |
|
2.618 |
1.1491 |
|
1.618 |
1.1440 |
|
1.000 |
1.1408 |
|
0.618 |
1.1389 |
|
HIGH |
1.1357 |
|
0.618 |
1.1338 |
|
0.500 |
1.1332 |
|
0.382 |
1.1325 |
|
LOW |
1.1306 |
|
0.618 |
1.1274 |
|
1.000 |
1.1255 |
|
1.618 |
1.1223 |
|
2.618 |
1.1172 |
|
4.250 |
1.1089 |
|
|
| Fisher Pivots for day following 16-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1332 |
1.1338 |
| PP |
1.1326 |
1.1330 |
| S1 |
1.1321 |
1.1323 |
|