CME Swiss Franc Future September 2023
Trading Metrics calculated at close of trading on 01-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2023 |
01-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
1.1174 |
1.1114 |
-0.0060 |
-0.5% |
1.1270 |
High |
1.1174 |
1.1174 |
0.0000 |
0.0% |
1.1321 |
Low |
1.1070 |
1.1104 |
0.0034 |
0.3% |
1.1160 |
Close |
1.1109 |
1.1169 |
0.0060 |
0.5% |
1.1193 |
Range |
0.0104 |
0.0070 |
-0.0034 |
-32.4% |
0.0162 |
ATR |
0.0072 |
0.0072 |
0.0000 |
-0.2% |
0.0000 |
Volume |
264 |
419 |
155 |
58.7% |
939 |
|
Daily Pivots for day following 01-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1359 |
1.1334 |
1.1207 |
|
R3 |
1.1289 |
1.1264 |
1.1188 |
|
R2 |
1.1219 |
1.1219 |
1.1181 |
|
R1 |
1.1194 |
1.1194 |
1.1175 |
1.1206 |
PP |
1.1149 |
1.1149 |
1.1149 |
1.1155 |
S1 |
1.1124 |
1.1124 |
1.1162 |
1.1136 |
S2 |
1.1079 |
1.1079 |
1.1156 |
|
S3 |
1.1009 |
1.1054 |
1.1149 |
|
S4 |
1.0939 |
1.0984 |
1.1130 |
|
|
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 |
1.1471 |
2.618 |
1.1357 |
1.618 |
1.1287 |
1.000 |
1.1244 |
0.618 |
1.1217 |
HIGH |
1.1174 |
0.618 |
1.1147 |
0.500 |
1.1139 |
0.382 |
1.1130 |
LOW |
1.1104 |
0.618 |
1.1060 |
1.000 |
1.1034 |
1.618 |
1.0990 |
2.618 |
1.0920 |
4.250 |
1.0806 |
|
|
Fisher Pivots for day following 01-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
1.1159 |
1.1160 |
PP |
1.1149 |
1.1152 |
S1 |
1.1139 |
1.1143 |
|