CME Swiss Franc Future September 2023
| Trading Metrics calculated at close of trading on 23-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2023 |
23-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1301 |
1.1276 |
-0.0025 |
-0.2% |
1.1291 |
| High |
1.1327 |
1.1280 |
-0.0047 |
-0.4% |
1.1327 |
| Low |
1.1246 |
1.1192 |
-0.0054 |
-0.5% |
1.1192 |
| Close |
1.1259 |
1.1244 |
-0.0015 |
-0.1% |
1.1244 |
| Range |
0.0081 |
0.0089 |
0.0008 |
9.3% |
0.0135 |
| ATR |
0.0088 |
0.0088 |
0.0000 |
0.1% |
0.0000 |
| Volume |
19,809 |
17,510 |
-2,299 |
-11.6% |
72,118 |
|
| Daily Pivots for day following 23-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1504 |
1.1463 |
1.1293 |
|
| R3 |
1.1416 |
1.1374 |
1.1268 |
|
| R2 |
1.1327 |
1.1327 |
1.1260 |
|
| R1 |
1.1286 |
1.1286 |
1.1252 |
1.1262 |
| PP |
1.1239 |
1.1239 |
1.1239 |
1.1227 |
| S1 |
1.1197 |
1.1197 |
1.1236 |
1.1174 |
| S2 |
1.1150 |
1.1150 |
1.1228 |
|
| S3 |
1.1062 |
1.1109 |
1.1220 |
|
| S4 |
1.0973 |
1.1020 |
1.1195 |
|
|
| Weekly Pivots for week ending 23-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1659 |
1.1587 |
1.1318 |
|
| R3 |
1.1524 |
1.1452 |
1.1281 |
|
| R2 |
1.1389 |
1.1389 |
1.1269 |
|
| R1 |
1.1317 |
1.1317 |
1.1256 |
1.1285 |
| PP |
1.1254 |
1.1254 |
1.1254 |
1.1238 |
| S1 |
1.1182 |
1.1182 |
1.1232 |
1.1150 |
| S2 |
1.1119 |
1.1119 |
1.1219 |
|
| S3 |
1.0984 |
1.1047 |
1.1207 |
|
| S4 |
1.0849 |
1.0912 |
1.1170 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1341 |
1.1192 |
0.0150 |
1.3% |
0.0082 |
0.7% |
35% |
False |
True |
17,890 |
| 10 |
1.1341 |
1.1092 |
0.0249 |
2.2% |
0.0097 |
0.9% |
61% |
False |
False |
18,807 |
| 20 |
1.1341 |
1.1070 |
0.0271 |
2.4% |
0.0088 |
0.8% |
64% |
False |
False |
10,001 |
| 40 |
1.1492 |
1.1070 |
0.0422 |
3.8% |
0.0078 |
0.7% |
41% |
False |
False |
5,095 |
| 60 |
1.1492 |
1.1070 |
0.0422 |
3.8% |
0.0068 |
0.6% |
41% |
False |
False |
3,412 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1656 |
|
2.618 |
1.1512 |
|
1.618 |
1.1423 |
|
1.000 |
1.1369 |
|
0.618 |
1.1335 |
|
HIGH |
1.1280 |
|
0.618 |
1.1246 |
|
0.500 |
1.1236 |
|
0.382 |
1.1225 |
|
LOW |
1.1192 |
|
0.618 |
1.1137 |
|
1.000 |
1.1103 |
|
1.618 |
1.1048 |
|
2.618 |
1.0960 |
|
4.250 |
1.0815 |
|
|
| Fisher Pivots for day following 23-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1241 |
1.1259 |
| PP |
1.1239 |
1.1254 |
| S1 |
1.1236 |
1.1249 |
|