CME Swiss Franc Future September 2023
| Trading Metrics calculated at close of trading on 31-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2023 |
31-May-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1177 |
1.1174 |
-0.0004 |
0.0% |
1.1270 |
| High |
1.1217 |
1.1174 |
-0.0043 |
-0.4% |
1.1321 |
| Low |
1.1150 |
1.1070 |
-0.0080 |
-0.7% |
1.1160 |
| Close |
1.1172 |
1.1109 |
-0.0063 |
-0.6% |
1.1193 |
| Range |
0.0067 |
0.0104 |
0.0037 |
55.6% |
0.0162 |
| ATR |
0.0070 |
0.0072 |
0.0002 |
3.5% |
0.0000 |
| Volume |
77 |
264 |
187 |
242.9% |
939 |
|
| Daily Pivots for day following 31-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1428 |
1.1372 |
1.1166 |
|
| R3 |
1.1325 |
1.1269 |
1.1137 |
|
| R2 |
1.1221 |
1.1221 |
1.1128 |
|
| R1 |
1.1165 |
1.1165 |
1.1118 |
1.1141 |
| PP |
1.1118 |
1.1118 |
1.1118 |
1.1106 |
| S1 |
1.1062 |
1.1062 |
1.1100 |
1.1038 |
| S2 |
1.1014 |
1.1014 |
1.1090 |
|
| S3 |
1.0911 |
1.0958 |
1.1081 |
|
| S4 |
1.0807 |
1.0855 |
1.1052 |
|
|
| Weekly Pivots for week ending 26-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1709 |
1.1612 |
1.1281 |
|
| R3 |
1.1547 |
1.1451 |
1.1237 |
|
| R2 |
1.1386 |
1.1386 |
1.1222 |
|
| R1 |
1.1289 |
1.1289 |
1.1207 |
1.1257 |
| PP |
1.1224 |
1.1224 |
1.1224 |
1.1208 |
| S1 |
1.1128 |
1.1128 |
1.1178 |
1.1095 |
| S2 |
1.1063 |
1.1063 |
1.1163 |
|
| S3 |
1.0901 |
1.0966 |
1.1148 |
|
| S4 |
1.0740 |
1.0805 |
1.1104 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1613 |
|
2.618 |
1.1444 |
|
1.618 |
1.1341 |
|
1.000 |
1.1277 |
|
0.618 |
1.1237 |
|
HIGH |
1.1174 |
|
0.618 |
1.1134 |
|
0.500 |
1.1122 |
|
0.382 |
1.1110 |
|
LOW |
1.1070 |
|
0.618 |
1.1006 |
|
1.000 |
1.0967 |
|
1.618 |
1.0903 |
|
2.618 |
1.0799 |
|
4.250 |
1.0630 |
|
|
| Fisher Pivots for day following 31-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1122 |
1.1148 |
| PP |
1.1118 |
1.1135 |
| S1 |
1.1113 |
1.1122 |
|