CME Swiss Franc Future December 2023
Trading Metrics calculated at close of trading on 26-Apr-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2023 |
26-Apr-2023 |
Change |
Change % |
Previous Week |
Open |
1.1540 |
1.1560 |
0.0020 |
0.2% |
1.1408 |
High |
1.1550 |
1.1560 |
0.0010 |
0.1% |
1.1492 |
Low |
1.1484 |
1.1495 |
0.0011 |
0.1% |
1.1408 |
Close |
1.1484 |
1.1503 |
0.0019 |
0.2% |
1.1481 |
Range |
0.0066 |
0.0065 |
-0.0001 |
-1.5% |
0.0084 |
ATR |
0.0058 |
0.0060 |
0.0001 |
2.2% |
0.0000 |
Volume |
5 |
3 |
-2 |
-40.0% |
0 |
|
Daily Pivots for day following 26-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1714 |
1.1673 |
1.1538 |
|
R3 |
1.1649 |
1.1608 |
1.1520 |
|
R2 |
1.1584 |
1.1584 |
1.1514 |
|
R1 |
1.1543 |
1.1543 |
1.1508 |
1.1531 |
PP |
1.1519 |
1.1519 |
1.1519 |
1.1513 |
S1 |
1.1478 |
1.1478 |
1.1497 |
1.1466 |
S2 |
1.1454 |
1.1454 |
1.1491 |
|
S3 |
1.1389 |
1.1413 |
1.1485 |
|
S4 |
1.1324 |
1.1348 |
1.1467 |
|
|
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 |
1.1560 |
1.1446 |
0.0114 |
1.0% |
0.0044 |
0.4% |
50% |
True |
False |
3 |
10 |
1.1560 |
1.1408 |
0.0153 |
1.3% |
0.0034 |
0.3% |
62% |
True |
False |
4 |
20 |
1.1560 |
1.1150 |
0.0410 |
3.6% |
0.0037 |
0.3% |
86% |
True |
False |
4 |
40 |
1.1560 |
1.0937 |
0.0624 |
5.4% |
0.0032 |
0.3% |
91% |
True |
False |
2 |
60 |
1.1560 |
1.0937 |
0.0624 |
5.4% |
0.0029 |
0.3% |
91% |
True |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1836 |
2.618 |
1.1730 |
1.618 |
1.1665 |
1.000 |
1.1625 |
0.618 |
1.1600 |
HIGH |
1.1560 |
0.618 |
1.1535 |
0.500 |
1.1528 |
0.382 |
1.1520 |
LOW |
1.1495 |
0.618 |
1.1455 |
1.000 |
1.1430 |
1.618 |
1.1390 |
2.618 |
1.1325 |
4.250 |
1.1219 |
|
|
Fisher Pivots for day following 26-Apr-2023 |
Pivot |
1 day |
3 day |
R1 |
1.1528 |
1.1522 |
PP |
1.1519 |
1.1516 |
S1 |
1.1511 |
1.1509 |
|