CME Swiss Franc Future September 2023
| Trading Metrics calculated at close of trading on 30-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2023 |
30-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1244 |
1.1208 |
-0.0037 |
-0.3% |
1.1252 |
| High |
1.1274 |
1.1281 |
0.0007 |
0.1% |
1.1320 |
| Low |
1.1200 |
1.1179 |
-0.0021 |
-0.2% |
1.1179 |
| Close |
1.1206 |
1.1264 |
0.0058 |
0.5% |
1.1264 |
| Range |
0.0074 |
0.0102 |
0.0028 |
37.8% |
0.0141 |
| ATR |
0.0083 |
0.0085 |
0.0001 |
1.6% |
0.0000 |
| Volume |
17,375 |
18,852 |
1,477 |
8.5% |
83,899 |
|
| Daily Pivots for day following 30-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1547 |
1.1507 |
1.1320 |
|
| R3 |
1.1445 |
1.1405 |
1.1292 |
|
| R2 |
1.1343 |
1.1343 |
1.1282 |
|
| R1 |
1.1303 |
1.1303 |
1.1273 |
1.1323 |
| PP |
1.1241 |
1.1241 |
1.1241 |
1.1251 |
| S1 |
1.1201 |
1.1201 |
1.1254 |
1.1221 |
| S2 |
1.1139 |
1.1139 |
1.1245 |
|
| S3 |
1.1037 |
1.1099 |
1.1235 |
|
| S4 |
1.0935 |
1.0997 |
1.1207 |
|
|
| Weekly Pivots for week ending 30-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1677 |
1.1611 |
1.1341 |
|
| R3 |
1.1536 |
1.1470 |
1.1302 |
|
| R2 |
1.1395 |
1.1395 |
1.1289 |
|
| R1 |
1.1329 |
1.1329 |
1.1276 |
1.1362 |
| PP |
1.1254 |
1.1254 |
1.1254 |
1.1271 |
| S1 |
1.1188 |
1.1188 |
1.1251 |
1.1221 |
| S2 |
1.1113 |
1.1113 |
1.1238 |
|
| S3 |
1.0972 |
1.1047 |
1.1225 |
|
| S4 |
1.0831 |
1.0906 |
1.1186 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1320 |
1.1179 |
0.0141 |
1.3% |
0.0075 |
0.7% |
60% |
False |
True |
16,779 |
| 10 |
1.1341 |
1.1179 |
0.0162 |
1.4% |
0.0079 |
0.7% |
52% |
False |
True |
17,335 |
| 20 |
1.1341 |
1.1092 |
0.0249 |
2.2% |
0.0089 |
0.8% |
69% |
False |
False |
14,146 |
| 40 |
1.1492 |
1.1070 |
0.0422 |
3.7% |
0.0080 |
0.7% |
46% |
False |
False |
7,165 |
| 60 |
1.1492 |
1.1070 |
0.0422 |
3.7% |
0.0071 |
0.6% |
46% |
False |
False |
4,809 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1715 |
|
2.618 |
1.1548 |
|
1.618 |
1.1446 |
|
1.000 |
1.1383 |
|
0.618 |
1.1344 |
|
HIGH |
1.1281 |
|
0.618 |
1.1242 |
|
0.500 |
1.1230 |
|
0.382 |
1.1218 |
|
LOW |
1.1179 |
|
0.618 |
1.1116 |
|
1.000 |
1.1077 |
|
1.618 |
1.1014 |
|
2.618 |
1.0912 |
|
4.250 |
1.0746 |
|
|
| Fisher Pivots for day following 30-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1252 |
1.1254 |
| PP |
1.1241 |
1.1245 |
| S1 |
1.1230 |
1.1236 |
|