CME Swiss Franc Future December 2023
| Trading Metrics calculated at close of trading on 02-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2023 |
02-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1269 |
1.1280 |
0.0012 |
0.1% |
1.1284 |
| High |
1.1277 |
1.1300 |
0.0024 |
0.2% |
1.1300 |
| Low |
1.1269 |
1.1245 |
-0.0024 |
-0.2% |
1.1180 |
| Close |
1.1277 |
1.1245 |
-0.0032 |
-0.3% |
1.1245 |
| Range |
0.0008 |
0.0056 |
0.0048 |
593.8% |
0.0120 |
| ATR |
0.0055 |
0.0055 |
0.0000 |
0.1% |
0.0000 |
| Volume |
3 |
10 |
7 |
233.3% |
18 |
|
| Daily Pivots for day following 02-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1430 |
1.1393 |
1.1276 |
|
| R3 |
1.1374 |
1.1337 |
1.1260 |
|
| R2 |
1.1319 |
1.1319 |
1.1255 |
|
| R1 |
1.1282 |
1.1282 |
1.1250 |
1.1273 |
| PP |
1.1263 |
1.1263 |
1.1263 |
1.1259 |
| S1 |
1.1226 |
1.1226 |
1.1240 |
1.1217 |
| S2 |
1.1208 |
1.1208 |
1.1235 |
|
| S3 |
1.1152 |
1.1171 |
1.1230 |
|
| S4 |
1.1097 |
1.1115 |
1.1214 |
|
|
| Weekly Pivots for week ending 02-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1602 |
1.1543 |
1.1311 |
|
| R3 |
1.1482 |
1.1423 |
1.1278 |
|
| R2 |
1.1362 |
1.1362 |
1.1267 |
|
| R1 |
1.1303 |
1.1303 |
1.1256 |
1.1273 |
| PP |
1.1242 |
1.1242 |
1.1242 |
1.1226 |
| S1 |
1.1183 |
1.1183 |
1.1234 |
1.1153 |
| S2 |
1.1122 |
1.1122 |
1.1223 |
|
| S3 |
1.1002 |
1.1063 |
1.1212 |
|
| S4 |
1.0882 |
1.0943 |
1.1179 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1326 |
1.1180 |
0.0146 |
1.3% |
0.0038 |
0.3% |
45% |
False |
False |
3 |
| 10 |
1.1420 |
1.1180 |
0.0240 |
2.1% |
0.0031 |
0.3% |
27% |
False |
False |
2 |
| 20 |
1.1569 |
1.1180 |
0.0389 |
3.5% |
0.0031 |
0.3% |
17% |
False |
False |
1 |
| 40 |
1.1580 |
1.1180 |
0.0400 |
3.6% |
0.0032 |
0.3% |
16% |
False |
False |
3 |
| 60 |
1.1580 |
1.1052 |
0.0528 |
4.7% |
0.0034 |
0.3% |
37% |
False |
False |
2 |
| 80 |
1.1580 |
1.0937 |
0.0644 |
5.7% |
0.0030 |
0.3% |
48% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1536 |
|
2.618 |
1.1445 |
|
1.618 |
1.1390 |
|
1.000 |
1.1356 |
|
0.618 |
1.1334 |
|
HIGH |
1.1300 |
|
0.618 |
1.1279 |
|
0.500 |
1.1272 |
|
0.382 |
1.1266 |
|
LOW |
1.1245 |
|
0.618 |
1.1210 |
|
1.000 |
1.1189 |
|
1.618 |
1.1155 |
|
2.618 |
1.1099 |
|
4.250 |
1.1009 |
|
|
| Fisher Pivots for day following 02-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1272 |
1.1243 |
| PP |
1.1263 |
1.1242 |
| S1 |
1.1254 |
1.1240 |
|