CME Swiss Franc Future December 2023
Trading Metrics calculated at close of trading on 12-Apr-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2023 |
12-Apr-2023 |
Change |
Change % |
Previous Week |
Open |
1.1341 |
1.1350 |
0.0009 |
0.1% |
1.1150 |
High |
1.1353 |
1.1450 |
0.0098 |
0.9% |
1.1340 |
Low |
1.1341 |
1.1350 |
0.0009 |
0.1% |
1.1150 |
Close |
1.1353 |
1.1446 |
0.0094 |
0.8% |
1.1340 |
Range |
0.0012 |
0.0100 |
0.0089 |
769.6% |
0.0190 |
ATR |
0.0057 |
0.0060 |
0.0003 |
5.3% |
0.0000 |
Volume |
1 |
22 |
21 |
2,100.0% |
20 |
|
Daily Pivots for day following 12-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1715 |
1.1681 |
1.1501 |
|
R3 |
1.1615 |
1.1581 |
1.1474 |
|
R2 |
1.1515 |
1.1515 |
1.1464 |
|
R1 |
1.1481 |
1.1481 |
1.1455 |
1.1498 |
PP |
1.1415 |
1.1415 |
1.1415 |
1.1424 |
S1 |
1.1381 |
1.1381 |
1.1437 |
1.1398 |
S2 |
1.1315 |
1.1315 |
1.1428 |
|
S3 |
1.1215 |
1.1281 |
1.1419 |
|
S4 |
1.1115 |
1.1181 |
1.1391 |
|
|
Weekly Pivots for week ending 07-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1847 |
1.1783 |
1.1444 |
|
R3 |
1.1657 |
1.1593 |
1.1392 |
|
R2 |
1.1467 |
1.1467 |
1.1374 |
|
R1 |
1.1403 |
1.1403 |
1.1357 |
1.1435 |
PP |
1.1277 |
1.1277 |
1.1277 |
1.1292 |
S1 |
1.1213 |
1.1213 |
1.1322 |
1.1245 |
S2 |
1.1087 |
1.1087 |
1.1305 |
|
S3 |
1.0897 |
1.1023 |
1.1287 |
|
S4 |
1.0707 |
1.0833 |
1.1235 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1450 |
1.1278 |
0.0172 |
1.5% |
0.0028 |
0.2% |
98% |
True |
False |
4 |
10 |
1.1450 |
1.1150 |
0.0300 |
2.6% |
0.0041 |
0.4% |
99% |
True |
False |
4 |
20 |
1.1450 |
1.1057 |
0.0393 |
3.4% |
0.0027 |
0.2% |
99% |
True |
False |
2 |
40 |
1.1450 |
1.0937 |
0.0514 |
4.5% |
0.0028 |
0.2% |
99% |
True |
False |
1 |
60 |
1.1450 |
1.0937 |
0.0514 |
4.5% |
0.0029 |
0.3% |
99% |
True |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1875 |
2.618 |
1.1712 |
1.618 |
1.1612 |
1.000 |
1.1550 |
0.618 |
1.1512 |
HIGH |
1.1450 |
0.618 |
1.1412 |
0.500 |
1.1400 |
0.382 |
1.1388 |
LOW |
1.1350 |
0.618 |
1.1288 |
1.000 |
1.1250 |
1.618 |
1.1188 |
2.618 |
1.1088 |
4.250 |
1.0925 |
|
|
Fisher Pivots for day following 12-Apr-2023 |
Pivot |
1 day |
3 day |
R1 |
1.1431 |
1.1419 |
PP |
1.1415 |
1.1391 |
S1 |
1.1400 |
1.1364 |
|