CME Swiss Franc Future September 2023
| Trading Metrics calculated at close of trading on 07-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2023 |
07-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1165 |
1.1145 |
-0.0020 |
-0.2% |
1.1177 |
| High |
1.1199 |
1.1182 |
-0.0017 |
-0.2% |
1.1217 |
| Low |
1.1120 |
1.1105 |
-0.0015 |
-0.1% |
1.1070 |
| Close |
1.1146 |
1.1117 |
-0.0029 |
-0.3% |
1.1134 |
| Range |
0.0079 |
0.0077 |
-0.0002 |
-2.5% |
0.0147 |
| ATR |
0.0073 |
0.0073 |
0.0000 |
0.4% |
0.0000 |
| Volume |
643 |
572 |
-71 |
-11.0% |
1,015 |
|
| Daily Pivots for day following 07-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1365 |
1.1318 |
1.1159 |
|
| R3 |
1.1288 |
1.1241 |
1.1138 |
|
| R2 |
1.1211 |
1.1211 |
1.1131 |
|
| R1 |
1.1164 |
1.1164 |
1.1124 |
1.1149 |
| PP |
1.1134 |
1.1134 |
1.1134 |
1.1127 |
| S1 |
1.1087 |
1.1087 |
1.1109 |
1.1072 |
| S2 |
1.1057 |
1.1057 |
1.1102 |
|
| S3 |
1.0980 |
1.1010 |
1.1095 |
|
| S4 |
1.0903 |
1.0933 |
1.1074 |
|
|
| 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 |
1.1095 |
0.0104 |
0.9% |
0.0075 |
0.7% |
21% |
False |
False |
465 |
| 10 |
1.1245 |
1.1070 |
0.0175 |
1.6% |
0.0072 |
0.6% |
27% |
False |
False |
298 |
| 20 |
1.1413 |
1.1070 |
0.0343 |
3.1% |
0.0070 |
0.6% |
14% |
False |
False |
250 |
| 40 |
1.1492 |
1.1070 |
0.0422 |
3.8% |
0.0067 |
0.6% |
11% |
False |
False |
189 |
| 60 |
1.1492 |
1.0920 |
0.0572 |
5.1% |
0.0057 |
0.5% |
34% |
False |
False |
128 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1509 |
|
2.618 |
1.1383 |
|
1.618 |
1.1306 |
|
1.000 |
1.1259 |
|
0.618 |
1.1229 |
|
HIGH |
1.1182 |
|
0.618 |
1.1152 |
|
0.500 |
1.1143 |
|
0.382 |
1.1134 |
|
LOW |
1.1105 |
|
0.618 |
1.1057 |
|
1.000 |
1.1028 |
|
1.618 |
1.0980 |
|
2.618 |
1.0903 |
|
4.250 |
1.0777 |
|
|
| Fisher Pivots for day following 07-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1143 |
1.1147 |
| PP |
1.1134 |
1.1137 |
| S1 |
1.1125 |
1.1127 |
|