CME Swiss Franc Future September 2023
| Trading Metrics calculated at close of trading on 16-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2023 |
16-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1208 |
1.1320 |
0.0112 |
1.0% |
1.1188 |
| High |
1.1334 |
1.1341 |
0.0008 |
0.1% |
1.1341 |
| Low |
1.1148 |
1.1281 |
0.0133 |
1.2% |
1.1092 |
| Close |
1.1330 |
1.1296 |
-0.0034 |
-0.3% |
1.1296 |
| Range |
0.0186 |
0.0060 |
-0.0126 |
-67.7% |
0.0249 |
| ATR |
0.0090 |
0.0087 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
30,090 |
17,335 |
-12,755 |
-42.4% |
105,700 |
|
| Daily Pivots for day following 16-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1486 |
1.1451 |
1.1329 |
|
| R3 |
1.1426 |
1.1391 |
1.1312 |
|
| R2 |
1.1366 |
1.1366 |
1.1307 |
|
| R1 |
1.1331 |
1.1331 |
1.1301 |
1.1318 |
| PP |
1.1306 |
1.1306 |
1.1306 |
1.1300 |
| S1 |
1.1271 |
1.1271 |
1.1290 |
1.1258 |
| S2 |
1.1246 |
1.1246 |
1.1285 |
|
| S3 |
1.1186 |
1.1211 |
1.1279 |
|
| S4 |
1.1126 |
1.1151 |
1.1263 |
|
|
| Weekly Pivots for week ending 16-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1990 |
1.1892 |
1.1432 |
|
| R3 |
1.1741 |
1.1643 |
1.1364 |
|
| R2 |
1.1492 |
1.1492 |
1.1341 |
|
| R1 |
1.1394 |
1.1394 |
1.1318 |
1.1443 |
| PP |
1.1243 |
1.1243 |
1.1243 |
1.1267 |
| S1 |
1.1145 |
1.1145 |
1.1273 |
1.1194 |
| S2 |
1.0994 |
1.0994 |
1.1250 |
|
| S3 |
1.0745 |
1.0896 |
1.1227 |
|
| S4 |
1.0496 |
1.0647 |
1.1159 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1341 |
1.1092 |
0.0249 |
2.2% |
0.0109 |
1.0% |
82% |
True |
False |
21,140 |
| 10 |
1.1341 |
1.1092 |
0.0249 |
2.2% |
0.0099 |
0.9% |
82% |
True |
False |
12,666 |
| 20 |
1.1341 |
1.1070 |
0.0271 |
2.4% |
0.0084 |
0.7% |
83% |
True |
False |
6,435 |
| 40 |
1.1492 |
1.1070 |
0.0422 |
3.7% |
0.0075 |
0.7% |
53% |
False |
False |
3,302 |
| 60 |
1.1492 |
1.1036 |
0.0457 |
4.0% |
0.0063 |
0.6% |
57% |
False |
False |
2,210 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1596 |
|
2.618 |
1.1498 |
|
1.618 |
1.1438 |
|
1.000 |
1.1401 |
|
0.618 |
1.1378 |
|
HIGH |
1.1341 |
|
0.618 |
1.1318 |
|
0.500 |
1.1311 |
|
0.382 |
1.1304 |
|
LOW |
1.1281 |
|
0.618 |
1.1244 |
|
1.000 |
1.1221 |
|
1.618 |
1.1184 |
|
2.618 |
1.1124 |
|
4.250 |
1.1026 |
|
|
| Fisher Pivots for day following 16-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1311 |
1.1279 |
| PP |
1.1306 |
1.1262 |
| S1 |
1.1301 |
1.1245 |
|