CME Swiss Franc Future December 2023
Trading Metrics calculated at close of trading on 04-May-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2023 |
04-May-2023 |
Change |
Change % |
Previous Week |
Open |
1.1490 |
1.1580 |
0.0090 |
0.8% |
1.1500 |
High |
1.1570 |
1.1580 |
0.0010 |
0.1% |
1.1560 |
Low |
1.1490 |
1.1556 |
0.0066 |
0.6% |
1.1412 |
Close |
1.1561 |
1.1556 |
-0.0005 |
0.0% |
1.1459 |
Range |
0.0080 |
0.0025 |
-0.0056 |
-69.4% |
0.0148 |
ATR |
0.0060 |
0.0057 |
-0.0003 |
-4.2% |
0.0000 |
Volume |
19 |
2 |
-17 |
-89.5% |
21 |
|
Daily Pivots for day following 04-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1637 |
1.1621 |
1.1569 |
|
R3 |
1.1613 |
1.1596 |
1.1562 |
|
R2 |
1.1588 |
1.1588 |
1.1560 |
|
R1 |
1.1572 |
1.1572 |
1.1558 |
1.1568 |
PP |
1.1564 |
1.1564 |
1.1564 |
1.1562 |
S1 |
1.1547 |
1.1547 |
1.1553 |
1.1543 |
S2 |
1.1539 |
1.1539 |
1.1551 |
|
S3 |
1.1515 |
1.1523 |
1.1549 |
|
S4 |
1.1490 |
1.1498 |
1.1542 |
|
|
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 |
1.1580 |
1.1412 |
0.0168 |
1.5% |
0.0039 |
0.3% |
85% |
True |
False |
4 |
10 |
1.1580 |
1.1412 |
0.0168 |
1.5% |
0.0041 |
0.4% |
85% |
True |
False |
4 |
20 |
1.1580 |
1.1278 |
0.0302 |
2.6% |
0.0034 |
0.3% |
92% |
True |
False |
4 |
40 |
1.1580 |
1.1052 |
0.0528 |
4.6% |
0.0036 |
0.3% |
95% |
True |
False |
3 |
60 |
1.1580 |
1.0937 |
0.0644 |
5.6% |
0.0029 |
0.3% |
96% |
True |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1684 |
2.618 |
1.1644 |
1.618 |
1.1620 |
1.000 |
1.1605 |
0.618 |
1.1595 |
HIGH |
1.1580 |
0.618 |
1.1571 |
0.500 |
1.1568 |
0.382 |
1.1565 |
LOW |
1.1556 |
0.618 |
1.1540 |
1.000 |
1.1531 |
1.618 |
1.1516 |
2.618 |
1.1491 |
4.250 |
1.1451 |
|
|
Fisher Pivots for day following 04-May-2023 |
Pivot |
1 day |
3 day |
R1 |
1.1568 |
1.1544 |
PP |
1.1564 |
1.1533 |
S1 |
1.1560 |
1.1522 |
|