CME Swiss Franc Future September 2023
| Trading Metrics calculated at close of trading on 14-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2023 |
14-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1117 |
1.1163 |
0.0046 |
0.4% |
1.1127 |
| High |
1.1186 |
1.1267 |
0.0081 |
0.7% |
1.1247 |
| Low |
1.1115 |
1.1150 |
0.0035 |
0.3% |
1.1095 |
| Close |
1.1153 |
1.1226 |
0.0074 |
0.7% |
1.1189 |
| Range |
0.0071 |
0.0117 |
0.0047 |
66.0% |
0.0153 |
| ATR |
0.0080 |
0.0082 |
0.0003 |
3.4% |
0.0000 |
| Volume |
26,755 |
18,774 |
-7,981 |
-29.8% |
20,967 |
|
| Daily Pivots for day following 14-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1565 |
1.1513 |
1.1290 |
|
| R3 |
1.1448 |
1.1396 |
1.1258 |
|
| R2 |
1.1331 |
1.1331 |
1.1247 |
|
| R1 |
1.1279 |
1.1279 |
1.1237 |
1.1305 |
| PP |
1.1214 |
1.1214 |
1.1214 |
1.1227 |
| S1 |
1.1162 |
1.1162 |
1.1215 |
1.1188 |
| S2 |
1.1097 |
1.1097 |
1.1205 |
|
| S3 |
1.0980 |
1.1045 |
1.1194 |
|
| S4 |
1.0863 |
1.0928 |
1.1162 |
|
|
| 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 |
1.1267 |
1.1092 |
0.0175 |
1.6% |
0.0101 |
0.9% |
77% |
True |
False |
15,517 |
| 10 |
1.1267 |
1.1092 |
0.0175 |
1.6% |
0.0088 |
0.8% |
77% |
True |
False |
7,991 |
| 20 |
1.1321 |
1.1070 |
0.0251 |
2.2% |
0.0080 |
0.7% |
62% |
False |
False |
4,068 |
| 40 |
1.1492 |
1.1070 |
0.0422 |
3.8% |
0.0071 |
0.6% |
37% |
False |
False |
2,119 |
| 60 |
1.1492 |
1.1036 |
0.0457 |
4.1% |
0.0062 |
0.5% |
42% |
False |
False |
1,420 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1764 |
|
2.618 |
1.1573 |
|
1.618 |
1.1456 |
|
1.000 |
1.1384 |
|
0.618 |
1.1339 |
|
HIGH |
1.1267 |
|
0.618 |
1.1222 |
|
0.500 |
1.1208 |
|
0.382 |
1.1194 |
|
LOW |
1.1150 |
|
0.618 |
1.1077 |
|
1.000 |
1.1033 |
|
1.618 |
1.0960 |
|
2.618 |
1.0843 |
|
4.250 |
1.0652 |
|
|
| Fisher Pivots for day following 14-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1220 |
1.1210 |
| PP |
1.1214 |
1.1195 |
| S1 |
1.1208 |
1.1179 |
|