CME Swiss Franc Future December 2023
Trading Metrics calculated at close of trading on 15-May-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2023 |
15-May-2023 |
Change |
Change % |
Previous Week |
Open |
1.1395 |
1.1431 |
0.0036 |
0.3% |
1.1520 |
High |
1.1486 |
1.1431 |
-0.0055 |
-0.5% |
1.1530 |
Low |
1.1385 |
1.1431 |
0.0046 |
0.4% |
1.1385 |
Close |
1.1395 |
1.1431 |
0.0036 |
0.3% |
1.1395 |
Range |
0.0101 |
0.0000 |
-0.0101 |
-100.0% |
0.0145 |
ATR |
0.0058 |
0.0056 |
-0.0002 |
-2.7% |
0.0000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1431 |
1.1431 |
1.1431 |
|
R3 |
1.1431 |
1.1431 |
1.1431 |
|
R2 |
1.1431 |
1.1431 |
1.1431 |
|
R1 |
1.1431 |
1.1431 |
1.1431 |
1.1431 |
PP |
1.1431 |
1.1431 |
1.1431 |
1.1431 |
S1 |
1.1431 |
1.1431 |
1.1431 |
1.1431 |
S2 |
1.1431 |
1.1431 |
1.1431 |
|
S3 |
1.1431 |
1.1431 |
1.1431 |
|
S4 |
1.1431 |
1.1431 |
1.1431 |
|
|
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 |
1.1503 |
1.1385 |
0.0118 |
1.0% |
0.0020 |
0.2% |
39% |
False |
False |
|
10 |
1.1580 |
1.1385 |
0.0195 |
1.7% |
0.0038 |
0.3% |
23% |
False |
False |
2 |
20 |
1.1580 |
1.1385 |
0.0195 |
1.7% |
0.0034 |
0.3% |
23% |
False |
False |
2 |
40 |
1.1580 |
1.1119 |
0.0462 |
4.0% |
0.0033 |
0.3% |
68% |
False |
False |
3 |
60 |
1.1580 |
1.0937 |
0.0644 |
5.6% |
0.0030 |
0.3% |
77% |
False |
False |
2 |
80 |
1.1580 |
1.0937 |
0.0644 |
5.6% |
0.0030 |
0.3% |
77% |
False |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1431 |
2.618 |
1.1431 |
1.618 |
1.1431 |
1.000 |
1.1431 |
0.618 |
1.1431 |
HIGH |
1.1431 |
0.618 |
1.1431 |
0.500 |
1.1431 |
0.382 |
1.1431 |
LOW |
1.1431 |
0.618 |
1.1431 |
1.000 |
1.1431 |
1.618 |
1.1431 |
2.618 |
1.1431 |
4.250 |
1.1431 |
|
|
Fisher Pivots for day following 15-May-2023 |
Pivot |
1 day |
3 day |
R1 |
1.1431 |
1.1435 |
PP |
1.1431 |
1.1434 |
S1 |
1.1431 |
1.1432 |
|