CME Swiss Franc Future December 2023
Trading Metrics calculated at close of trading on 05-May-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2023 |
05-May-2023 |
Change |
Change % |
Previous Week |
Open |
1.1580 |
1.1498 |
-0.0082 |
-0.7% |
1.1433 |
High |
1.1580 |
1.1569 |
-0.0012 |
-0.1% |
1.1580 |
Low |
1.1556 |
1.1415 |
-0.0141 |
-1.2% |
1.1415 |
Close |
1.1556 |
1.1498 |
-0.0058 |
-0.5% |
1.1498 |
Range |
0.0025 |
0.0154 |
0.0129 |
526.5% |
0.0165 |
ATR |
0.0057 |
0.0064 |
0.0007 |
12.0% |
0.0000 |
Volume |
2 |
0 |
-2 |
-100.0% |
21 |
|
Daily Pivots for day following 05-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1954 |
1.1880 |
1.1582 |
|
R3 |
1.1801 |
1.1726 |
1.1540 |
|
R2 |
1.1647 |
1.1647 |
1.1526 |
|
R1 |
1.1573 |
1.1573 |
1.1512 |
1.1575 |
PP |
1.1494 |
1.1494 |
1.1494 |
1.1495 |
S1 |
1.1419 |
1.1419 |
1.1484 |
1.1421 |
S2 |
1.1340 |
1.1340 |
1.1470 |
|
S3 |
1.1187 |
1.1266 |
1.1456 |
|
S4 |
1.1033 |
1.1112 |
1.1414 |
|
|
Weekly Pivots for week ending 05-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1993 |
1.1910 |
1.1589 |
|
R3 |
1.1828 |
1.1745 |
1.1543 |
|
R2 |
1.1663 |
1.1663 |
1.1528 |
|
R1 |
1.1580 |
1.1580 |
1.1513 |
1.1622 |
PP |
1.1498 |
1.1498 |
1.1498 |
1.1518 |
S1 |
1.1415 |
1.1415 |
1.1483 |
1.1457 |
S2 |
1.1333 |
1.1333 |
1.1468 |
|
S3 |
1.1168 |
1.1250 |
1.1453 |
|
S4 |
1.1003 |
1.1085 |
1.1407 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1580 |
1.1415 |
0.0165 |
1.4% |
0.0052 |
0.4% |
50% |
False |
True |
4 |
10 |
1.1580 |
1.1412 |
0.0168 |
1.5% |
0.0052 |
0.5% |
51% |
False |
False |
4 |
20 |
1.1580 |
1.1278 |
0.0302 |
2.6% |
0.0040 |
0.3% |
73% |
False |
False |
4 |
40 |
1.1580 |
1.1052 |
0.0528 |
4.6% |
0.0037 |
0.3% |
84% |
False |
False |
3 |
60 |
1.1580 |
1.0937 |
0.0644 |
5.6% |
0.0031 |
0.3% |
87% |
False |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2221 |
2.618 |
1.1970 |
1.618 |
1.1817 |
1.000 |
1.1722 |
0.618 |
1.1663 |
HIGH |
1.1569 |
0.618 |
1.1510 |
0.500 |
1.1492 |
0.382 |
1.1474 |
LOW |
1.1415 |
0.618 |
1.1320 |
1.000 |
1.1262 |
1.618 |
1.1167 |
2.618 |
1.1013 |
4.250 |
1.0763 |
|
|
Fisher Pivots for day following 05-May-2023 |
Pivot |
1 day |
3 day |
R1 |
1.1496 |
1.1498 |
PP |
1.1494 |
1.1498 |
S1 |
1.1492 |
1.1498 |
|