CME Swiss Franc Future December 2023
Trading Metrics calculated at close of trading on 03-May-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2023 |
03-May-2023 |
Change |
Change % |
Previous Week |
Open |
1.1464 |
1.1490 |
0.0027 |
0.2% |
1.1500 |
High |
1.1464 |
1.1570 |
0.0107 |
0.9% |
1.1560 |
Low |
1.1464 |
1.1490 |
0.0027 |
0.2% |
1.1412 |
Close |
1.1464 |
1.1561 |
0.0097 |
0.8% |
1.1459 |
Range |
0.0000 |
0.0080 |
0.0080 |
|
0.0148 |
ATR |
0.0056 |
0.0060 |
0.0004 |
6.4% |
0.0000 |
Volume |
0 |
19 |
19 |
|
21 |
|
Daily Pivots for day following 03-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1780 |
1.1750 |
1.1605 |
|
R3 |
1.1700 |
1.1670 |
1.1583 |
|
R2 |
1.1620 |
1.1620 |
1.1575 |
|
R1 |
1.1590 |
1.1590 |
1.1568 |
1.1605 |
PP |
1.1540 |
1.1540 |
1.1540 |
1.1548 |
S1 |
1.1510 |
1.1510 |
1.1553 |
1.1525 |
S2 |
1.1460 |
1.1460 |
1.1546 |
|
S3 |
1.1380 |
1.1430 |
1.1539 |
|
S4 |
1.1300 |
1.1350 |
1.1517 |
|
|
Weekly Pivots for week ending 28-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1921 |
1.1838 |
1.1540 |
|
R3 |
1.1773 |
1.1690 |
1.1499 |
|
R2 |
1.1625 |
1.1625 |
1.1486 |
|
R1 |
1.1542 |
1.1542 |
1.1472 |
1.1509 |
PP |
1.1477 |
1.1477 |
1.1477 |
1.1461 |
S1 |
1.1394 |
1.1394 |
1.1445 |
1.1361 |
S2 |
1.1329 |
1.1329 |
1.1431 |
|
S3 |
1.1181 |
1.1246 |
1.1418 |
|
S4 |
1.1033 |
1.1098 |
1.1377 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1570 |
1.1412 |
0.0158 |
1.4% |
0.0034 |
0.3% |
94% |
True |
False |
4 |
10 |
1.1570 |
1.1412 |
0.0158 |
1.4% |
0.0039 |
0.3% |
94% |
True |
False |
4 |
20 |
1.1570 |
1.1278 |
0.0292 |
2.5% |
0.0032 |
0.3% |
97% |
True |
False |
4 |
40 |
1.1570 |
1.0987 |
0.0584 |
5.0% |
0.0035 |
0.3% |
98% |
True |
False |
3 |
60 |
1.1570 |
1.0937 |
0.0634 |
5.5% |
0.0029 |
0.3% |
99% |
True |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1910 |
2.618 |
1.1779 |
1.618 |
1.1699 |
1.000 |
1.1650 |
0.618 |
1.1619 |
HIGH |
1.1570 |
0.618 |
1.1539 |
0.500 |
1.1530 |
0.382 |
1.1521 |
LOW |
1.1490 |
0.618 |
1.1441 |
1.000 |
1.1410 |
1.618 |
1.1361 |
2.618 |
1.1281 |
4.250 |
1.1150 |
|
|
Fisher Pivots for day following 03-May-2023 |
Pivot |
1 day |
3 day |
R1 |
1.1550 |
1.1541 |
PP |
1.1540 |
1.1521 |
S1 |
1.1530 |
1.1502 |
|