CME Swiss Franc Future September 2023
| Trading Metrics calculated at close of trading on 27-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2023 |
27-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1252 |
1.1265 |
0.0013 |
0.1% |
1.1291 |
| High |
1.1320 |
1.1303 |
-0.0017 |
-0.2% |
1.1327 |
| Low |
1.1249 |
1.1245 |
-0.0004 |
0.0% |
1.1192 |
| Close |
1.1273 |
1.1296 |
0.0023 |
0.2% |
1.1244 |
| Range |
0.0072 |
0.0059 |
-0.0013 |
-18.2% |
0.0135 |
| ATR |
0.0087 |
0.0085 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
17,117 |
15,295 |
-1,822 |
-10.6% |
72,118 |
|
| Daily Pivots for day following 27-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1457 |
1.1435 |
1.1328 |
|
| R3 |
1.1398 |
1.1376 |
1.1312 |
|
| R2 |
1.1340 |
1.1340 |
1.1306 |
|
| R1 |
1.1318 |
1.1318 |
1.1301 |
1.1329 |
| PP |
1.1281 |
1.1281 |
1.1281 |
1.1287 |
| S1 |
1.1259 |
1.1259 |
1.1290 |
1.1270 |
| S2 |
1.1223 |
1.1223 |
1.1285 |
|
| S3 |
1.1164 |
1.1201 |
1.1279 |
|
| S4 |
1.1106 |
1.1142 |
1.1263 |
|
|
| 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 |
1.1327 |
1.1192 |
0.0135 |
1.2% |
0.0079 |
0.7% |
77% |
False |
False |
16,586 |
| 10 |
1.1341 |
1.1115 |
0.0226 |
2.0% |
0.0092 |
0.8% |
80% |
False |
False |
19,748 |
| 20 |
1.1341 |
1.1070 |
0.0271 |
2.4% |
0.0089 |
0.8% |
83% |
False |
False |
11,610 |
| 40 |
1.1492 |
1.1070 |
0.0422 |
3.7% |
0.0078 |
0.7% |
53% |
False |
False |
5,882 |
| 60 |
1.1492 |
1.1070 |
0.0422 |
3.7% |
0.0069 |
0.6% |
53% |
False |
False |
3,952 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1552 |
|
2.618 |
1.1456 |
|
1.618 |
1.1398 |
|
1.000 |
1.1362 |
|
0.618 |
1.1339 |
|
HIGH |
1.1303 |
|
0.618 |
1.1281 |
|
0.500 |
1.1274 |
|
0.382 |
1.1267 |
|
LOW |
1.1245 |
|
0.618 |
1.1208 |
|
1.000 |
1.1186 |
|
1.618 |
1.1150 |
|
2.618 |
1.1091 |
|
4.250 |
1.0996 |
|
|
| Fisher Pivots for day following 27-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1288 |
1.1282 |
| PP |
1.1281 |
1.1269 |
| S1 |
1.1274 |
1.1256 |
|