CME Swiss Franc Future December 2023
Trading Metrics calculated at close of trading on 13-Apr-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2023 |
13-Apr-2023 |
Change |
Change % |
Previous Week |
Open |
1.1350 |
1.1460 |
0.0110 |
1.0% |
1.1150 |
High |
1.1450 |
1.1550 |
0.0100 |
0.9% |
1.1340 |
Low |
1.1350 |
1.1460 |
0.0110 |
1.0% |
1.1150 |
Close |
1.1446 |
1.1540 |
0.0094 |
0.8% |
1.1340 |
Range |
0.0100 |
0.0090 |
-0.0010 |
-10.0% |
0.0190 |
ATR |
0.0060 |
0.0063 |
0.0003 |
5.2% |
0.0000 |
Volume |
22 |
25 |
3 |
13.6% |
20 |
|
Daily Pivots for day following 13-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1787 |
1.1753 |
1.1589 |
|
R3 |
1.1697 |
1.1663 |
1.1564 |
|
R2 |
1.1607 |
1.1607 |
1.1556 |
|
R1 |
1.1573 |
1.1573 |
1.1548 |
1.1590 |
PP |
1.1517 |
1.1517 |
1.1517 |
1.1525 |
S1 |
1.1483 |
1.1483 |
1.1531 |
1.1500 |
S2 |
1.1427 |
1.1427 |
1.1523 |
|
S3 |
1.1337 |
1.1393 |
1.1515 |
|
S4 |
1.1247 |
1.1303 |
1.1490 |
|
|
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 |
1.1550 |
1.1278 |
0.0272 |
2.4% |
0.0046 |
0.4% |
96% |
True |
False |
9 |
10 |
1.1550 |
1.1150 |
0.0400 |
3.5% |
0.0049 |
0.4% |
97% |
True |
False |
7 |
20 |
1.1550 |
1.1068 |
0.0482 |
4.2% |
0.0031 |
0.3% |
98% |
True |
False |
4 |
40 |
1.1550 |
1.0937 |
0.0614 |
5.3% |
0.0030 |
0.3% |
98% |
True |
False |
2 |
60 |
1.1550 |
1.0937 |
0.0614 |
5.3% |
0.0030 |
0.3% |
98% |
True |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1933 |
2.618 |
1.1786 |
1.618 |
1.1696 |
1.000 |
1.1640 |
0.618 |
1.1606 |
HIGH |
1.1550 |
0.618 |
1.1516 |
0.500 |
1.1505 |
0.382 |
1.1494 |
LOW |
1.1460 |
0.618 |
1.1404 |
1.000 |
1.1370 |
1.618 |
1.1314 |
2.618 |
1.1224 |
4.250 |
1.1078 |
|
|
Fisher Pivots for day following 13-Apr-2023 |
Pivot |
1 day |
3 day |
R1 |
1.1528 |
1.1508 |
PP |
1.1517 |
1.1477 |
S1 |
1.1505 |
1.1446 |
|