CME Swiss Franc Future December 2023
| Trading Metrics calculated at close of trading on 19-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2023 |
19-May-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1300 |
1.1367 |
0.0067 |
0.6% |
1.1431 |
| High |
1.1300 |
1.1381 |
0.0081 |
0.7% |
1.1453 |
| Low |
1.1300 |
1.1294 |
-0.0007 |
-0.1% |
1.1294 |
| Close |
1.1300 |
1.1367 |
0.0067 |
0.6% |
1.1367 |
| Range |
0.0000 |
0.0087 |
0.0087 |
|
0.0159 |
| ATR |
0.0055 |
0.0058 |
0.0002 |
4.1% |
0.0000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 19-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1608 |
1.1575 |
1.1415 |
|
| R3 |
1.1521 |
1.1488 |
1.1391 |
|
| R2 |
1.1434 |
1.1434 |
1.1383 |
|
| R1 |
1.1401 |
1.1401 |
1.1375 |
1.1411 |
| PP |
1.1347 |
1.1347 |
1.1347 |
1.1352 |
| S1 |
1.1314 |
1.1314 |
1.1359 |
1.1324 |
| S2 |
1.1260 |
1.1260 |
1.1351 |
|
| S3 |
1.1173 |
1.1227 |
1.1343 |
|
| S4 |
1.1086 |
1.1140 |
1.1319 |
|
|
| Weekly Pivots for week ending 19-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1848 |
1.1767 |
1.1454 |
|
| R3 |
1.1689 |
1.1608 |
1.1411 |
|
| R2 |
1.1530 |
1.1530 |
1.1396 |
|
| R1 |
1.1449 |
1.1449 |
1.1382 |
1.1410 |
| PP |
1.1371 |
1.1371 |
1.1371 |
1.1352 |
| S1 |
1.1290 |
1.1290 |
1.1352 |
1.1251 |
| S2 |
1.1212 |
1.1212 |
1.1338 |
|
| S3 |
1.1053 |
1.1131 |
1.1323 |
|
| S4 |
1.0894 |
1.0972 |
1.1280 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1453 |
1.1294 |
0.0159 |
1.4% |
0.0024 |
0.2% |
46% |
False |
True |
|
| 10 |
1.1530 |
1.1294 |
0.0237 |
2.1% |
0.0024 |
0.2% |
31% |
False |
True |
|
| 20 |
1.1580 |
1.1294 |
0.0287 |
2.5% |
0.0038 |
0.3% |
26% |
False |
True |
2 |
| 40 |
1.1580 |
1.1137 |
0.0443 |
3.9% |
0.0034 |
0.3% |
52% |
False |
False |
3 |
| 60 |
1.1580 |
1.0937 |
0.0644 |
5.7% |
0.0031 |
0.3% |
67% |
False |
False |
2 |
| 80 |
1.1580 |
1.0937 |
0.0644 |
5.7% |
0.0031 |
0.3% |
67% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1750 |
|
2.618 |
1.1608 |
|
1.618 |
1.1521 |
|
1.000 |
1.1468 |
|
0.618 |
1.1434 |
|
HIGH |
1.1381 |
|
0.618 |
1.1347 |
|
0.500 |
1.1337 |
|
0.382 |
1.1327 |
|
LOW |
1.1294 |
|
0.618 |
1.1240 |
|
1.000 |
1.1207 |
|
1.618 |
1.1153 |
|
2.618 |
1.1066 |
|
4.250 |
1.0924 |
|
|
| Fisher Pivots for day following 19-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1357 |
1.1357 |
| PP |
1.1347 |
1.1347 |
| S1 |
1.1337 |
1.1337 |
|