CME Swiss Franc Future September 2023
| Trading Metrics calculated at close of trading on 29-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2023 |
29-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1289 |
1.1244 |
-0.0045 |
-0.4% |
1.1291 |
| High |
1.1293 |
1.1274 |
-0.0019 |
-0.2% |
1.1327 |
| Low |
1.1223 |
1.1200 |
-0.0023 |
-0.2% |
1.1192 |
| Close |
1.1254 |
1.1206 |
-0.0048 |
-0.4% |
1.1244 |
| Range |
0.0071 |
0.0074 |
0.0004 |
5.0% |
0.0135 |
| ATR |
0.0084 |
0.0083 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
15,260 |
17,375 |
2,115 |
13.9% |
72,118 |
|
| Daily Pivots for day following 29-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1449 |
1.1401 |
1.1246 |
|
| R3 |
1.1375 |
1.1327 |
1.1226 |
|
| R2 |
1.1301 |
1.1301 |
1.1219 |
|
| R1 |
1.1253 |
1.1253 |
1.1212 |
1.1240 |
| PP |
1.1227 |
1.1227 |
1.1227 |
1.1220 |
| S1 |
1.1179 |
1.1179 |
1.1199 |
1.1166 |
| S2 |
1.1153 |
1.1153 |
1.1192 |
|
| S3 |
1.1079 |
1.1105 |
1.1185 |
|
| S4 |
1.1005 |
1.1031 |
1.1165 |
|
|
| 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 |
1.1320 |
1.1192 |
0.0129 |
1.1% |
0.0073 |
0.6% |
11% |
False |
False |
16,511 |
| 10 |
1.1341 |
1.1148 |
0.0193 |
1.7% |
0.0087 |
0.8% |
30% |
False |
False |
18,459 |
| 20 |
1.1341 |
1.1092 |
0.0249 |
2.2% |
0.0088 |
0.8% |
46% |
False |
False |
13,225 |
| 40 |
1.1492 |
1.1070 |
0.0422 |
3.8% |
0.0080 |
0.7% |
32% |
False |
False |
6,697 |
| 60 |
1.1492 |
1.1070 |
0.0422 |
3.8% |
0.0070 |
0.6% |
32% |
False |
False |
4,496 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1589 |
|
2.618 |
1.1468 |
|
1.618 |
1.1394 |
|
1.000 |
1.1348 |
|
0.618 |
1.1320 |
|
HIGH |
1.1274 |
|
0.618 |
1.1246 |
|
0.500 |
1.1237 |
|
0.382 |
1.1228 |
|
LOW |
1.1200 |
|
0.618 |
1.1154 |
|
1.000 |
1.1126 |
|
1.618 |
1.1080 |
|
2.618 |
1.1006 |
|
4.250 |
1.0886 |
|
|
| Fisher Pivots for day following 29-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1237 |
1.1252 |
| PP |
1.1227 |
1.1236 |
| S1 |
1.1216 |
1.1221 |
|