CME Swiss Franc Future September 2023
| Trading Metrics calculated at close of trading on 20-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2023 |
20-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1320 |
1.1291 |
-0.0029 |
-0.3% |
1.1188 |
| High |
1.1341 |
1.1298 |
-0.0044 |
-0.4% |
1.1341 |
| Low |
1.1281 |
1.1212 |
-0.0069 |
-0.6% |
1.1092 |
| Close |
1.1296 |
1.1240 |
-0.0056 |
-0.5% |
1.1296 |
| Range |
0.0060 |
0.0086 |
0.0026 |
42.5% |
0.0249 |
| ATR |
0.0087 |
0.0087 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
17,335 |
21,599 |
4,264 |
24.6% |
105,700 |
|
| Daily Pivots for day following 20-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1506 |
1.1459 |
1.1287 |
|
| R3 |
1.1421 |
1.1373 |
1.1264 |
|
| R2 |
1.1335 |
1.1335 |
1.1256 |
|
| R1 |
1.1288 |
1.1288 |
1.1248 |
1.1269 |
| PP |
1.1250 |
1.1250 |
1.1250 |
1.1240 |
| S1 |
1.1202 |
1.1202 |
1.1232 |
1.1183 |
| S2 |
1.1164 |
1.1164 |
1.1224 |
|
| S3 |
1.1079 |
1.1117 |
1.1216 |
|
| S4 |
1.0993 |
1.1031 |
1.1193 |
|
|
| 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 |
1.1115 |
0.0226 |
2.0% |
0.0104 |
0.9% |
55% |
False |
False |
22,910 |
| 10 |
1.1341 |
1.1092 |
0.0249 |
2.2% |
0.0099 |
0.9% |
59% |
False |
False |
14,782 |
| 20 |
1.1341 |
1.1070 |
0.0271 |
2.4% |
0.0084 |
0.7% |
63% |
False |
False |
7,511 |
| 40 |
1.1492 |
1.1070 |
0.0422 |
3.8% |
0.0076 |
0.7% |
40% |
False |
False |
3,841 |
| 60 |
1.1492 |
1.1036 |
0.0457 |
4.1% |
0.0064 |
0.6% |
45% |
False |
False |
2,570 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1661 |
|
2.618 |
1.1521 |
|
1.618 |
1.1436 |
|
1.000 |
1.1383 |
|
0.618 |
1.1350 |
|
HIGH |
1.1298 |
|
0.618 |
1.1265 |
|
0.500 |
1.1255 |
|
0.382 |
1.1245 |
|
LOW |
1.1212 |
|
0.618 |
1.1159 |
|
1.000 |
1.1127 |
|
1.618 |
1.1074 |
|
2.618 |
1.0988 |
|
4.250 |
1.0849 |
|
|
| Fisher Pivots for day following 20-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1255 |
1.1245 |
| PP |
1.1250 |
1.1243 |
| S1 |
1.1245 |
1.1242 |
|