CME Swiss Franc Future September 2023
| Trading Metrics calculated at close of trading on 06-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2023 |
06-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1127 |
1.1165 |
0.0039 |
0.3% |
1.1177 |
| High |
1.1175 |
1.1199 |
0.0024 |
0.2% |
1.1217 |
| Low |
1.1095 |
1.1120 |
0.0025 |
0.2% |
1.1070 |
| Close |
1.1172 |
1.1146 |
-0.0026 |
-0.2% |
1.1134 |
| Range |
0.0081 |
0.0079 |
-0.0002 |
-1.9% |
0.0147 |
| ATR |
0.0072 |
0.0073 |
0.0000 |
0.7% |
0.0000 |
| Volume |
439 |
643 |
204 |
46.5% |
1,015 |
|
| Daily Pivots for day following 06-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1392 |
1.1348 |
1.1189 |
|
| R3 |
1.1313 |
1.1269 |
1.1167 |
|
| R2 |
1.1234 |
1.1234 |
1.1160 |
|
| R1 |
1.1190 |
1.1190 |
1.1153 |
1.1172 |
| PP |
1.1155 |
1.1155 |
1.1155 |
1.1146 |
| S1 |
1.1111 |
1.1111 |
1.1138 |
1.1093 |
| S2 |
1.1076 |
1.1076 |
1.1131 |
|
| S3 |
1.0997 |
1.1032 |
1.1124 |
|
| S4 |
1.0918 |
1.0953 |
1.1102 |
|
|
| Weekly Pivots for week ending 02-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1580 |
1.1503 |
1.1214 |
|
| R3 |
1.1433 |
1.1357 |
1.1174 |
|
| R2 |
1.1287 |
1.1287 |
1.1160 |
|
| R1 |
1.1210 |
1.1210 |
1.1147 |
1.1175 |
| PP |
1.1140 |
1.1140 |
1.1140 |
1.1123 |
| S1 |
1.1064 |
1.1064 |
1.1120 |
1.1029 |
| S2 |
1.0994 |
1.0994 |
1.1107 |
|
| S3 |
1.0847 |
1.0917 |
1.1093 |
|
| S4 |
1.0701 |
1.0771 |
1.1053 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1199 |
1.1070 |
0.0129 |
1.2% |
0.0080 |
0.7% |
59% |
True |
False |
404 |
| 10 |
1.1279 |
1.1070 |
0.0209 |
1.9% |
0.0070 |
0.6% |
36% |
False |
False |
277 |
| 20 |
1.1413 |
1.1070 |
0.0343 |
3.1% |
0.0069 |
0.6% |
22% |
False |
False |
224 |
| 40 |
1.1492 |
1.1070 |
0.0422 |
3.8% |
0.0066 |
0.6% |
18% |
False |
False |
174 |
| 60 |
1.1492 |
1.0920 |
0.0572 |
5.1% |
0.0056 |
0.5% |
39% |
False |
False |
119 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1534 |
|
2.618 |
1.1405 |
|
1.618 |
1.1326 |
|
1.000 |
1.1278 |
|
0.618 |
1.1247 |
|
HIGH |
1.1199 |
|
0.618 |
1.1168 |
|
0.500 |
1.1159 |
|
0.382 |
1.1150 |
|
LOW |
1.1120 |
|
0.618 |
1.1071 |
|
1.000 |
1.1041 |
|
1.618 |
1.0992 |
|
2.618 |
1.0913 |
|
4.250 |
1.0784 |
|
|
| Fisher Pivots for day following 06-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1159 |
1.1147 |
| PP |
1.1155 |
1.1146 |
| S1 |
1.1150 |
1.1146 |
|