CME Swiss Franc Future December 2023
Trading Metrics calculated at close of trading on 11-May-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2023 |
11-May-2023 |
Change |
Change % |
Previous Week |
Open |
1.1502 |
1.1439 |
-0.0064 |
-0.6% |
1.1433 |
High |
1.1502 |
1.1439 |
-0.0064 |
-0.6% |
1.1580 |
Low |
1.1502 |
1.1439 |
-0.0064 |
-0.6% |
1.1415 |
Close |
1.1502 |
1.1439 |
-0.0064 |
-0.6% |
1.1498 |
Range |
|
|
|
|
|
ATR |
0.0054 |
0.0054 |
0.0001 |
1.3% |
0.0000 |
Volume |
0 |
1 |
1 |
|
21 |
|
Daily Pivots for day following 11-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1439 |
1.1439 |
1.1439 |
|
R3 |
1.1439 |
1.1439 |
1.1439 |
|
R2 |
1.1439 |
1.1439 |
1.1439 |
|
R1 |
1.1439 |
1.1439 |
1.1439 |
1.1439 |
PP |
1.1439 |
1.1439 |
1.1439 |
1.1439 |
S1 |
1.1439 |
1.1439 |
1.1439 |
1.1439 |
S2 |
1.1439 |
1.1439 |
1.1439 |
|
S3 |
1.1439 |
1.1439 |
1.1439 |
|
S4 |
1.1439 |
1.1439 |
1.1439 |
|
|
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 |
1.1569 |
1.1415 |
0.0154 |
1.3% |
0.0035 |
0.3% |
15% |
False |
False |
1 |
10 |
1.1580 |
1.1412 |
0.0168 |
1.5% |
0.0037 |
0.3% |
16% |
False |
False |
2 |
20 |
1.1580 |
1.1408 |
0.0173 |
1.5% |
0.0031 |
0.3% |
18% |
False |
False |
2 |
40 |
1.1580 |
1.1068 |
0.0512 |
4.5% |
0.0031 |
0.3% |
72% |
False |
False |
3 |
60 |
1.1580 |
1.0937 |
0.0644 |
5.6% |
0.0030 |
0.3% |
78% |
False |
False |
2 |
80 |
1.1580 |
1.0937 |
0.0644 |
5.6% |
0.0030 |
0.3% |
78% |
False |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1439 |
2.618 |
1.1439 |
1.618 |
1.1439 |
1.000 |
1.1439 |
0.618 |
1.1439 |
HIGH |
1.1439 |
0.618 |
1.1439 |
0.500 |
1.1439 |
0.382 |
1.1439 |
LOW |
1.1439 |
0.618 |
1.1439 |
1.000 |
1.1439 |
1.618 |
1.1439 |
2.618 |
1.1439 |
4.250 |
1.1439 |
|
|
Fisher Pivots for day following 11-May-2023 |
Pivot |
1 day |
3 day |
R1 |
1.1439 |
1.1471 |
PP |
1.1439 |
1.1460 |
S1 |
1.1439 |
1.1449 |
|