CME Swiss Franc Future December 2023
Trading Metrics calculated at close of trading on 23-May-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2023 |
23-May-2023 |
Change |
Change % |
Previous Week |
Open |
1.1390 |
1.1348 |
-0.0043 |
-0.4% |
1.1431 |
High |
1.1420 |
1.1348 |
-0.0073 |
-0.6% |
1.1453 |
Low |
1.1390 |
1.1348 |
-0.0043 |
-0.4% |
1.1294 |
Close |
1.1399 |
1.1348 |
-0.0051 |
-0.4% |
1.1367 |
Range |
0.0030 |
0.0000 |
-0.0030 |
-100.0% |
0.0159 |
ATR |
0.0057 |
0.0057 |
0.0000 |
-0.8% |
0.0000 |
Volume |
8 |
0 |
-8 |
-100.0% |
1 |
|
Daily Pivots for day following 23-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1348 |
1.1348 |
1.1348 |
|
R3 |
1.1348 |
1.1348 |
1.1348 |
|
R2 |
1.1348 |
1.1348 |
1.1348 |
|
R1 |
1.1348 |
1.1348 |
1.1348 |
1.1348 |
PP |
1.1348 |
1.1348 |
1.1348 |
1.1348 |
S1 |
1.1348 |
1.1348 |
1.1348 |
1.1348 |
S2 |
1.1348 |
1.1348 |
1.1348 |
|
S3 |
1.1348 |
1.1348 |
1.1348 |
|
S4 |
1.1348 |
1.1348 |
1.1348 |
|
|
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 |
1.1420 |
1.1294 |
0.0127 |
1.1% |
0.0023 |
0.2% |
43% |
False |
False |
1 |
10 |
1.1502 |
1.1294 |
0.0209 |
1.8% |
0.0025 |
0.2% |
26% |
False |
False |
1 |
20 |
1.1580 |
1.1294 |
0.0287 |
2.5% |
0.0034 |
0.3% |
19% |
False |
False |
2 |
40 |
1.1580 |
1.1137 |
0.0443 |
3.9% |
0.0035 |
0.3% |
48% |
False |
False |
3 |
60 |
1.1580 |
1.0937 |
0.0644 |
5.7% |
0.0031 |
0.3% |
64% |
False |
False |
2 |
80 |
1.1580 |
1.0937 |
0.0644 |
5.7% |
0.0030 |
0.3% |
64% |
False |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1348 |
2.618 |
1.1348 |
1.618 |
1.1348 |
1.000 |
1.1348 |
0.618 |
1.1348 |
HIGH |
1.1348 |
0.618 |
1.1348 |
0.500 |
1.1348 |
0.382 |
1.1348 |
LOW |
1.1348 |
0.618 |
1.1348 |
1.000 |
1.1348 |
1.618 |
1.1348 |
2.618 |
1.1348 |
4.250 |
1.1348 |
|
|
Fisher Pivots for day following 23-May-2023 |
Pivot |
1 day |
3 day |
R1 |
1.1348 |
1.1357 |
PP |
1.1348 |
1.1354 |
S1 |
1.1348 |
1.1351 |
|