CME Swiss Franc Future December 2023
| Trading Metrics calculated at close of trading on 12-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2023 |
12-May-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1439 |
1.1395 |
-0.0044 |
-0.4% |
1.1520 |
| High |
1.1439 |
1.1486 |
0.0047 |
0.4% |
1.1530 |
| Low |
1.1439 |
1.1385 |
-0.0054 |
-0.5% |
1.1385 |
| Close |
1.1439 |
1.1395 |
-0.0044 |
-0.4% |
1.1395 |
| Range |
0.0000 |
0.0101 |
0.0101 |
|
0.0145 |
| ATR |
0.0054 |
0.0058 |
0.0003 |
6.1% |
0.0000 |
| Volume |
1 |
0 |
-1 |
-100.0% |
5 |
|
| Daily Pivots for day following 12-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1723 |
1.1660 |
1.1450 |
|
| R3 |
1.1623 |
1.1559 |
1.1423 |
|
| R2 |
1.1522 |
1.1522 |
1.1413 |
|
| R1 |
1.1459 |
1.1459 |
1.1404 |
1.1445 |
| PP |
1.1422 |
1.1422 |
1.1422 |
1.1415 |
| S1 |
1.1358 |
1.1358 |
1.1386 |
1.1345 |
| S2 |
1.1321 |
1.1321 |
1.1377 |
|
| S3 |
1.1221 |
1.1258 |
1.1367 |
|
| S4 |
1.1120 |
1.1157 |
1.1340 |
|
|
| Weekly Pivots for week ending 12-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1872 |
1.1778 |
1.1475 |
|
| R3 |
1.1727 |
1.1633 |
1.1435 |
|
| R2 |
1.1582 |
1.1582 |
1.1422 |
|
| R1 |
1.1488 |
1.1488 |
1.1408 |
1.1463 |
| PP |
1.1437 |
1.1437 |
1.1437 |
1.1424 |
| S1 |
1.1343 |
1.1343 |
1.1382 |
1.1318 |
| S2 |
1.1292 |
1.1292 |
1.1368 |
|
| S3 |
1.1147 |
1.1198 |
1.1355 |
|
| S4 |
1.1002 |
1.1053 |
1.1315 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1530 |
1.1385 |
0.0145 |
1.3% |
0.0025 |
0.2% |
7% |
False |
True |
1 |
| 10 |
1.1580 |
1.1385 |
0.0195 |
1.7% |
0.0038 |
0.3% |
5% |
False |
True |
2 |
| 20 |
1.1580 |
1.1385 |
0.0195 |
1.7% |
0.0034 |
0.3% |
5% |
False |
True |
2 |
| 40 |
1.1580 |
1.1068 |
0.0512 |
4.5% |
0.0033 |
0.3% |
64% |
False |
False |
3 |
| 60 |
1.1580 |
1.0937 |
0.0644 |
5.6% |
0.0032 |
0.3% |
71% |
False |
False |
2 |
| 80 |
1.1580 |
1.0937 |
0.0644 |
5.6% |
0.0031 |
0.3% |
71% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1913 |
|
2.618 |
1.1749 |
|
1.618 |
1.1648 |
|
1.000 |
1.1586 |
|
0.618 |
1.1548 |
|
HIGH |
1.1486 |
|
0.618 |
1.1447 |
|
0.500 |
1.1435 |
|
0.382 |
1.1423 |
|
LOW |
1.1385 |
|
0.618 |
1.1323 |
|
1.000 |
1.1285 |
|
1.618 |
1.1222 |
|
2.618 |
1.1122 |
|
4.250 |
1.0958 |
|
|
| Fisher Pivots for day following 12-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1435 |
1.1444 |
| PP |
1.1422 |
1.1427 |
| S1 |
1.1408 |
1.1411 |
|