CME Swiss Franc Future September 2023
| Trading Metrics calculated at close of trading on 21-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2023 |
21-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1291 |
1.1240 |
-0.0051 |
-0.5% |
1.1188 |
| High |
1.1298 |
1.1312 |
0.0015 |
0.1% |
1.1341 |
| Low |
1.1212 |
1.1215 |
0.0003 |
0.0% |
1.1092 |
| Close |
1.1240 |
1.1304 |
0.0064 |
0.6% |
1.1296 |
| Range |
0.0086 |
0.0097 |
0.0012 |
13.5% |
0.0249 |
| ATR |
0.0087 |
0.0088 |
0.0001 |
0.8% |
0.0000 |
| Volume |
21,599 |
13,200 |
-8,399 |
-38.9% |
105,700 |
|
| Daily Pivots for day following 21-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1568 |
1.1533 |
1.1357 |
|
| R3 |
1.1471 |
1.1436 |
1.1330 |
|
| R2 |
1.1374 |
1.1374 |
1.1321 |
|
| R1 |
1.1339 |
1.1339 |
1.1312 |
1.1356 |
| PP |
1.1277 |
1.1277 |
1.1277 |
1.1286 |
| S1 |
1.1242 |
1.1242 |
1.1295 |
1.1259 |
| S2 |
1.1180 |
1.1180 |
1.1286 |
|
| S3 |
1.1083 |
1.1145 |
1.1277 |
|
| S4 |
1.0986 |
1.1048 |
1.1250 |
|
|
| 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 |
1.1148 |
0.0193 |
1.7% |
0.0109 |
1.0% |
81% |
False |
False |
20,199 |
| 10 |
1.1341 |
1.1092 |
0.0249 |
2.2% |
0.0101 |
0.9% |
85% |
False |
False |
16,038 |
| 20 |
1.1341 |
1.1070 |
0.0271 |
2.4% |
0.0086 |
0.8% |
86% |
False |
False |
8,157 |
| 40 |
1.1492 |
1.1070 |
0.0422 |
3.7% |
0.0078 |
0.7% |
55% |
False |
False |
4,171 |
| 60 |
1.1492 |
1.1036 |
0.0457 |
4.0% |
0.0066 |
0.6% |
59% |
False |
False |
2,790 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1724 |
|
2.618 |
1.1566 |
|
1.618 |
1.1469 |
|
1.000 |
1.1409 |
|
0.618 |
1.1372 |
|
HIGH |
1.1312 |
|
0.618 |
1.1275 |
|
0.500 |
1.1264 |
|
0.382 |
1.1252 |
|
LOW |
1.1215 |
|
0.618 |
1.1155 |
|
1.000 |
1.1118 |
|
1.618 |
1.1058 |
|
2.618 |
1.0961 |
|
4.250 |
1.0803 |
|
|
| Fisher Pivots for day following 21-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1290 |
1.1295 |
| PP |
1.1277 |
1.1286 |
| S1 |
1.1264 |
1.1277 |
|