CME Swiss Franc Future December 2023
Trading Metrics calculated at close of trading on 05-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2023 |
05-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
1.1280 |
1.1284 |
0.0004 |
0.0% |
1.1284 |
High |
1.1300 |
1.1284 |
-0.0017 |
-0.1% |
1.1300 |
Low |
1.1245 |
1.1284 |
0.0039 |
0.3% |
1.1180 |
Close |
1.1245 |
1.1284 |
0.0039 |
0.3% |
1.1245 |
Range |
0.0056 |
0.0000 |
-0.0056 |
-100.0% |
0.0120 |
ATR |
0.0055 |
0.0054 |
-0.0001 |
-2.1% |
0.0000 |
Volume |
10 |
0 |
-10 |
-100.0% |
18 |
|
Daily Pivots for day following 05-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1284 |
1.1284 |
1.1284 |
|
R3 |
1.1284 |
1.1284 |
1.1284 |
|
R2 |
1.1284 |
1.1284 |
1.1284 |
|
R1 |
1.1284 |
1.1284 |
1.1284 |
1.1284 |
PP |
1.1284 |
1.1284 |
1.1284 |
1.1284 |
S1 |
1.1284 |
1.1284 |
1.1284 |
1.1284 |
S2 |
1.1284 |
1.1284 |
1.1284 |
|
S3 |
1.1284 |
1.1284 |
1.1284 |
|
S4 |
1.1284 |
1.1284 |
1.1284 |
|
|
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 |
1.1300 |
1.1180 |
0.0120 |
1.1% |
0.0027 |
0.2% |
86% |
False |
False |
3 |
10 |
1.1420 |
1.1180 |
0.0240 |
2.1% |
0.0022 |
0.2% |
43% |
False |
False |
2 |
20 |
1.1530 |
1.1180 |
0.0350 |
3.1% |
0.0023 |
0.2% |
30% |
False |
False |
1 |
40 |
1.1580 |
1.1180 |
0.0400 |
3.5% |
0.0031 |
0.3% |
26% |
False |
False |
3 |
60 |
1.1580 |
1.1052 |
0.0528 |
4.7% |
0.0032 |
0.3% |
44% |
False |
False |
2 |
80 |
1.1580 |
1.0937 |
0.0644 |
5.7% |
0.0029 |
0.3% |
54% |
False |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1284 |
2.618 |
1.1284 |
1.618 |
1.1284 |
1.000 |
1.1284 |
0.618 |
1.1284 |
HIGH |
1.1284 |
0.618 |
1.1284 |
0.500 |
1.1284 |
0.382 |
1.1284 |
LOW |
1.1284 |
0.618 |
1.1284 |
1.000 |
1.1284 |
1.618 |
1.1284 |
2.618 |
1.1284 |
4.250 |
1.1284 |
|
|
Fisher Pivots for day following 05-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
1.1284 |
1.1280 |
PP |
1.1284 |
1.1276 |
S1 |
1.1284 |
1.1272 |
|