CME Swiss Franc Future September 2023
| Trading Metrics calculated at close of trading on 09-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2023 |
09-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1116 |
1.1240 |
0.0124 |
1.1% |
1.1127 |
| High |
1.1242 |
1.1247 |
0.0005 |
0.0% |
1.1247 |
| Low |
1.1105 |
1.1180 |
0.0075 |
0.7% |
1.1095 |
| Close |
1.1240 |
1.1189 |
-0.0051 |
-0.4% |
1.1189 |
| Range |
0.0138 |
0.0068 |
-0.0070 |
-50.9% |
0.0153 |
| ATR |
0.0078 |
0.0077 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
9,052 |
10,261 |
1,209 |
13.4% |
20,967 |
|
| Daily Pivots for day following 09-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1408 |
1.1366 |
1.1226 |
|
| R3 |
1.1340 |
1.1298 |
1.1208 |
|
| R2 |
1.1273 |
1.1273 |
1.1201 |
|
| R1 |
1.1231 |
1.1231 |
1.1195 |
1.1218 |
| PP |
1.1205 |
1.1205 |
1.1205 |
1.1199 |
| S1 |
1.1163 |
1.1163 |
1.1183 |
1.1151 |
| S2 |
1.1138 |
1.1138 |
1.1177 |
|
| S3 |
1.1070 |
1.1096 |
1.1170 |
|
| S4 |
1.1003 |
1.1028 |
1.1152 |
|
|
| Weekly Pivots for week ending 09-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1634 |
1.1564 |
1.1273 |
|
| R3 |
1.1482 |
1.1412 |
1.1231 |
|
| R2 |
1.1329 |
1.1329 |
1.1217 |
|
| R1 |
1.1259 |
1.1259 |
1.1203 |
1.1294 |
| PP |
1.1177 |
1.1177 |
1.1177 |
1.1194 |
| S1 |
1.1107 |
1.1107 |
1.1175 |
1.1142 |
| S2 |
1.1024 |
1.1024 |
1.1161 |
|
| S3 |
1.0872 |
1.0954 |
1.1147 |
|
| S4 |
1.0719 |
1.0802 |
1.1105 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1247 |
1.1095 |
0.0153 |
1.4% |
0.0088 |
0.8% |
62% |
True |
False |
4,193 |
| 10 |
1.1247 |
1.1070 |
0.0177 |
1.6% |
0.0082 |
0.7% |
67% |
True |
False |
2,210 |
| 20 |
1.1394 |
1.1070 |
0.0324 |
2.9% |
0.0075 |
0.7% |
37% |
False |
False |
1,188 |
| 40 |
1.1492 |
1.1070 |
0.0422 |
3.8% |
0.0067 |
0.6% |
28% |
False |
False |
664 |
| 60 |
1.1492 |
1.0989 |
0.0504 |
4.5% |
0.0058 |
0.5% |
40% |
False |
False |
449 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1534 |
|
2.618 |
1.1424 |
|
1.618 |
1.1356 |
|
1.000 |
1.1315 |
|
0.618 |
1.1289 |
|
HIGH |
1.1247 |
|
0.618 |
1.1221 |
|
0.500 |
1.1213 |
|
0.382 |
1.1205 |
|
LOW |
1.1180 |
|
0.618 |
1.1138 |
|
1.000 |
1.1112 |
|
1.618 |
1.1070 |
|
2.618 |
1.1003 |
|
4.250 |
1.0893 |
|
|
| Fisher Pivots for day following 09-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1213 |
1.1185 |
| PP |
1.1205 |
1.1180 |
| S1 |
1.1197 |
1.1176 |
|