CME Swiss Franc Future September 2023
| Trading Metrics calculated at close of trading on 22-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2023 |
22-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1240 |
1.1301 |
0.0061 |
0.5% |
1.1188 |
| High |
1.1312 |
1.1327 |
0.0015 |
0.1% |
1.1341 |
| Low |
1.1215 |
1.1246 |
0.0031 |
0.3% |
1.1092 |
| Close |
1.1304 |
1.1259 |
-0.0045 |
-0.4% |
1.1296 |
| Range |
0.0097 |
0.0081 |
-0.0016 |
-16.5% |
0.0249 |
| ATR |
0.0088 |
0.0088 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
13,200 |
19,809 |
6,609 |
50.1% |
105,700 |
|
| Daily Pivots for day following 22-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1520 |
1.1471 |
1.1304 |
|
| R3 |
1.1439 |
1.1390 |
1.1281 |
|
| R2 |
1.1358 |
1.1358 |
1.1274 |
|
| R1 |
1.1309 |
1.1309 |
1.1266 |
1.1293 |
| PP |
1.1277 |
1.1277 |
1.1277 |
1.1269 |
| S1 |
1.1228 |
1.1228 |
1.1252 |
1.1212 |
| S2 |
1.1196 |
1.1196 |
1.1244 |
|
| S3 |
1.1115 |
1.1147 |
1.1237 |
|
| S4 |
1.1034 |
1.1066 |
1.1214 |
|
|
| 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% |
0.0102 |
0.9% |
58% |
False |
False |
20,406 |
| 10 |
1.1341 |
1.1092 |
0.0249 |
2.2% |
0.0101 |
0.9% |
67% |
False |
False |
17,962 |
| 20 |
1.1341 |
1.1070 |
0.0271 |
2.4% |
0.0087 |
0.8% |
70% |
False |
False |
9,130 |
| 40 |
1.1492 |
1.1070 |
0.0422 |
3.7% |
0.0078 |
0.7% |
45% |
False |
False |
4,664 |
| 60 |
1.1492 |
1.1036 |
0.0457 |
4.1% |
0.0067 |
0.6% |
49% |
False |
False |
3,120 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1671 |
|
2.618 |
1.1539 |
|
1.618 |
1.1458 |
|
1.000 |
1.1408 |
|
0.618 |
1.1377 |
|
HIGH |
1.1327 |
|
0.618 |
1.1296 |
|
0.500 |
1.1286 |
|
0.382 |
1.1276 |
|
LOW |
1.1246 |
|
0.618 |
1.1195 |
|
1.000 |
1.1165 |
|
1.618 |
1.1114 |
|
2.618 |
1.1033 |
|
4.250 |
1.0901 |
|
|
| Fisher Pivots for day following 22-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1286 |
1.1269 |
| PP |
1.1277 |
1.1266 |
| S1 |
1.1268 |
1.1262 |
|