CME Swiss Franc Future September 2023
| Trading Metrics calculated at close of trading on 15-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2023 |
15-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1163 |
1.1208 |
0.0046 |
0.4% |
1.1127 |
| High |
1.1267 |
1.1334 |
0.0067 |
0.6% |
1.1247 |
| Low |
1.1150 |
1.1148 |
-0.0002 |
0.0% |
1.1095 |
| Close |
1.1226 |
1.1330 |
0.0104 |
0.9% |
1.1189 |
| Range |
0.0117 |
0.0186 |
0.0069 |
58.5% |
0.0153 |
| ATR |
0.0082 |
0.0090 |
0.0007 |
9.0% |
0.0000 |
| Volume |
18,774 |
30,090 |
11,316 |
60.3% |
20,967 |
|
| Daily Pivots for day following 15-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1827 |
1.1764 |
1.1432 |
|
| R3 |
1.1641 |
1.1578 |
1.1381 |
|
| R2 |
1.1456 |
1.1456 |
1.1364 |
|
| R1 |
1.1393 |
1.1393 |
1.1347 |
1.1424 |
| PP |
1.1270 |
1.1270 |
1.1270 |
1.1286 |
| S1 |
1.1207 |
1.1207 |
1.1312 |
1.1239 |
| S2 |
1.1085 |
1.1085 |
1.1295 |
|
| S3 |
1.0899 |
1.1022 |
1.1278 |
|
| S4 |
1.0714 |
1.0836 |
1.1227 |
|
|
| 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 |
1.1334 |
1.1092 |
0.0242 |
2.1% |
0.0111 |
1.0% |
98% |
True |
False |
19,725 |
| 10 |
1.1334 |
1.1092 |
0.0242 |
2.1% |
0.0099 |
0.9% |
98% |
True |
False |
10,958 |
| 20 |
1.1334 |
1.1070 |
0.0264 |
2.3% |
0.0085 |
0.8% |
98% |
True |
False |
5,570 |
| 40 |
1.1492 |
1.1070 |
0.0422 |
3.7% |
0.0075 |
0.7% |
61% |
False |
False |
2,871 |
| 60 |
1.1492 |
1.1036 |
0.0457 |
4.0% |
0.0063 |
0.6% |
64% |
False |
False |
1,921 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2122 |
|
2.618 |
1.1819 |
|
1.618 |
1.1634 |
|
1.000 |
1.1519 |
|
0.618 |
1.1448 |
|
HIGH |
1.1334 |
|
0.618 |
1.1263 |
|
0.500 |
1.1241 |
|
0.382 |
1.1219 |
|
LOW |
1.1148 |
|
0.618 |
1.1033 |
|
1.000 |
1.0963 |
|
1.618 |
1.0848 |
|
2.618 |
1.0662 |
|
4.250 |
1.0360 |
|
|
| Fisher Pivots for day following 15-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1300 |
1.1294 |
| PP |
1.1270 |
1.1259 |
| S1 |
1.1241 |
1.1224 |
|