CME Swiss Franc Future December 2023
| Trading Metrics calculated at close of trading on 26-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2023 |
26-May-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1284 |
1.1304 |
0.0020 |
0.2% |
1.1390 |
| High |
1.1284 |
1.1326 |
0.0042 |
0.4% |
1.1420 |
| Low |
1.1284 |
1.1270 |
-0.0014 |
-0.1% |
1.1270 |
| Close |
1.1284 |
1.1304 |
0.0020 |
0.2% |
1.1304 |
| Range |
0.0000 |
0.0056 |
0.0056 |
|
0.0150 |
| ATR |
0.0053 |
0.0053 |
0.0000 |
0.4% |
0.0000 |
| Volume |
2 |
0 |
-2 |
-100.0% |
10 |
|
| Daily Pivots for day following 26-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1468 |
1.1442 |
1.1334 |
|
| R3 |
1.1412 |
1.1386 |
1.1319 |
|
| R2 |
1.1356 |
1.1356 |
1.1314 |
|
| R1 |
1.1330 |
1.1330 |
1.1309 |
1.1332 |
| PP |
1.1300 |
1.1300 |
1.1300 |
1.1301 |
| S1 |
1.1274 |
1.1274 |
1.1298 |
1.1276 |
| S2 |
1.1244 |
1.1244 |
1.1293 |
|
| S3 |
1.1188 |
1.1218 |
1.1288 |
|
| S4 |
1.1132 |
1.1162 |
1.1273 |
|
|
| Weekly Pivots for week ending 26-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1781 |
1.1692 |
1.1386 |
|
| R3 |
1.1631 |
1.1542 |
1.1345 |
|
| R2 |
1.1481 |
1.1481 |
1.1331 |
|
| R1 |
1.1392 |
1.1392 |
1.1317 |
1.1362 |
| PP |
1.1331 |
1.1331 |
1.1331 |
1.1316 |
| S1 |
1.1242 |
1.1242 |
1.1290 |
1.1212 |
| S2 |
1.1181 |
1.1181 |
1.1276 |
|
| S3 |
1.1031 |
1.1092 |
1.1262 |
|
| S4 |
1.0881 |
1.0942 |
1.1221 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1420 |
1.1270 |
0.0150 |
1.3% |
0.0017 |
0.2% |
22% |
False |
True |
2 |
| 10 |
1.1453 |
1.1270 |
0.0183 |
1.6% |
0.0021 |
0.2% |
18% |
False |
True |
1 |
| 20 |
1.1580 |
1.1270 |
0.0310 |
2.7% |
0.0029 |
0.3% |
11% |
False |
True |
1 |
| 40 |
1.1580 |
1.1150 |
0.0430 |
3.8% |
0.0034 |
0.3% |
36% |
False |
False |
3 |
| 60 |
1.1580 |
1.0937 |
0.0644 |
5.7% |
0.0032 |
0.3% |
57% |
False |
False |
2 |
| 80 |
1.1580 |
1.0937 |
0.0644 |
5.7% |
0.0029 |
0.3% |
57% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1564 |
|
2.618 |
1.1473 |
|
1.618 |
1.1417 |
|
1.000 |
1.1382 |
|
0.618 |
1.1361 |
|
HIGH |
1.1326 |
|
0.618 |
1.1305 |
|
0.500 |
1.1298 |
|
0.382 |
1.1291 |
|
LOW |
1.1270 |
|
0.618 |
1.1235 |
|
1.000 |
1.1214 |
|
1.618 |
1.1179 |
|
2.618 |
1.1123 |
|
4.250 |
1.1032 |
|
|
| Fisher Pivots for day following 26-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1302 |
1.1302 |
| PP |
1.1300 |
1.1300 |
| S1 |
1.1298 |
1.1298 |
|