CME Swiss Franc Future September 2023
| Trading Metrics calculated at close of trading on 17-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2023 |
17-May-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1320 |
1.1309 |
-0.0011 |
-0.1% |
1.1400 |
| High |
1.1357 |
1.1313 |
-0.0044 |
-0.4% |
1.1430 |
| Low |
1.1306 |
1.1230 |
-0.0076 |
-0.7% |
1.1282 |
| Close |
1.1315 |
1.1276 |
-0.0039 |
-0.3% |
1.1293 |
| Range |
0.0051 |
0.0083 |
0.0032 |
62.7% |
0.0148 |
| ATR |
0.0070 |
0.0071 |
0.0001 |
1.6% |
0.0000 |
| Volume |
65 |
53 |
-12 |
-18.5% |
1,349 |
|
| Daily Pivots for day following 17-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1522 |
1.1482 |
1.1322 |
|
| R3 |
1.1439 |
1.1399 |
1.1299 |
|
| R2 |
1.1356 |
1.1356 |
1.1291 |
|
| R1 |
1.1316 |
1.1316 |
1.1284 |
1.1295 |
| PP |
1.1273 |
1.1273 |
1.1273 |
1.1262 |
| S1 |
1.1233 |
1.1233 |
1.1268 |
1.1212 |
| S2 |
1.1190 |
1.1190 |
1.1261 |
|
| S3 |
1.1107 |
1.1150 |
1.1253 |
|
| S4 |
1.1024 |
1.1067 |
1.1230 |
|
|
| 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 |
1.1666 |
|
2.618 |
1.1530 |
|
1.618 |
1.1447 |
|
1.000 |
1.1396 |
|
0.618 |
1.1364 |
|
HIGH |
1.1313 |
|
0.618 |
1.1281 |
|
0.500 |
1.1272 |
|
0.382 |
1.1262 |
|
LOW |
1.1230 |
|
0.618 |
1.1179 |
|
1.000 |
1.1147 |
|
1.618 |
1.1096 |
|
2.618 |
1.1013 |
|
4.250 |
1.0877 |
|
|
| Fisher Pivots for day following 17-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1275 |
1.1294 |
| PP |
1.1273 |
1.1288 |
| S1 |
1.1272 |
1.1282 |
|