CME Swiss Franc Future December 2023
Trading Metrics calculated at close of trading on 21-Apr-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2023 |
21-Apr-2023 |
Change |
Change % |
Previous Week |
Open |
1.1476 |
1.1481 |
0.0005 |
0.0% |
1.1408 |
High |
1.1476 |
1.1492 |
0.0016 |
0.1% |
1.1492 |
Low |
1.1476 |
1.1446 |
-0.0030 |
-0.3% |
1.1408 |
Close |
1.1476 |
1.1481 |
0.0005 |
0.0% |
1.1481 |
Range |
0.0000 |
0.0046 |
0.0046 |
|
0.0084 |
ATR |
0.0058 |
0.0057 |
-0.0001 |
-1.6% |
0.0000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1609 |
1.1591 |
1.1506 |
|
R3 |
1.1564 |
1.1545 |
1.1494 |
|
R2 |
1.1518 |
1.1518 |
1.1489 |
|
R1 |
1.1500 |
1.1500 |
1.1485 |
1.1504 |
PP |
1.1473 |
1.1473 |
1.1473 |
1.1475 |
S1 |
1.1454 |
1.1454 |
1.1477 |
1.1458 |
S2 |
1.1427 |
1.1427 |
1.1473 |
|
S3 |
1.1382 |
1.1409 |
1.1468 |
|
S4 |
1.1336 |
1.1363 |
1.1456 |
|
|
Weekly Pivots for week ending 21-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1712 |
1.1681 |
1.1527 |
|
R3 |
1.1628 |
1.1597 |
1.1504 |
|
R2 |
1.1544 |
1.1544 |
1.1496 |
|
R1 |
1.1513 |
1.1513 |
1.1489 |
1.1528 |
PP |
1.1460 |
1.1460 |
1.1460 |
1.1468 |
S1 |
1.1429 |
1.1429 |
1.1473 |
1.1444 |
S2 |
1.1376 |
1.1376 |
1.1466 |
|
S3 |
1.1292 |
1.1345 |
1.1458 |
|
S4 |
1.1208 |
1.1261 |
1.1435 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1492 |
1.1408 |
0.0084 |
0.7% |
0.0009 |
0.1% |
88% |
True |
False |
|
10 |
1.1550 |
1.1278 |
0.0272 |
2.4% |
0.0027 |
0.2% |
75% |
False |
False |
4 |
20 |
1.1550 |
1.1137 |
0.0413 |
3.6% |
0.0030 |
0.3% |
83% |
False |
False |
3 |
40 |
1.1550 |
1.0937 |
0.0614 |
5.3% |
0.0027 |
0.2% |
89% |
False |
False |
2 |
60 |
1.1550 |
1.0937 |
0.0614 |
5.3% |
0.0028 |
0.2% |
89% |
False |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1685 |
2.618 |
1.1611 |
1.618 |
1.1565 |
1.000 |
1.1537 |
0.618 |
1.1520 |
HIGH |
1.1492 |
0.618 |
1.1474 |
0.500 |
1.1469 |
0.382 |
1.1463 |
LOW |
1.1446 |
0.618 |
1.1418 |
1.000 |
1.1401 |
1.618 |
1.1372 |
2.618 |
1.1327 |
4.250 |
1.1253 |
|
|
Fisher Pivots for day following 21-Apr-2023 |
Pivot |
1 day |
3 day |
R1 |
1.1477 |
1.1473 |
PP |
1.1473 |
1.1465 |
S1 |
1.1469 |
1.1458 |
|