CME Swiss Franc Future December 2023
| Trading Metrics calculated at close of trading on 06-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2023 |
06-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1284 |
1.1300 |
0.0017 |
0.1% |
1.1284 |
| High |
1.1284 |
1.1300 |
0.0017 |
0.1% |
1.1300 |
| Low |
1.1284 |
1.1242 |
-0.0042 |
-0.4% |
1.1180 |
| Close |
1.1284 |
1.1257 |
-0.0027 |
-0.2% |
1.1245 |
| Range |
0.0000 |
0.0059 |
0.0059 |
|
0.0120 |
| ATR |
0.0054 |
0.0054 |
0.0000 |
0.6% |
0.0000 |
| Volume |
0 |
8 |
8 |
|
18 |
|
| Daily Pivots for day following 06-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1442 |
1.1408 |
1.1289 |
|
| R3 |
1.1383 |
1.1349 |
1.1273 |
|
| R2 |
1.1325 |
1.1325 |
1.1267 |
|
| R1 |
1.1291 |
1.1291 |
1.1262 |
1.1278 |
| PP |
1.1266 |
1.1266 |
1.1266 |
1.1260 |
| S1 |
1.1232 |
1.1232 |
1.1251 |
1.1220 |
| S2 |
1.1208 |
1.1208 |
1.1246 |
|
| S3 |
1.1149 |
1.1174 |
1.1240 |
|
| S4 |
1.1091 |
1.1115 |
1.1224 |
|
|
| 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% |
0.0038 |
0.3% |
64% |
True |
False |
5 |
| 10 |
1.1348 |
1.1180 |
0.0168 |
1.5% |
0.0025 |
0.2% |
46% |
False |
False |
2 |
| 20 |
1.1503 |
1.1180 |
0.0323 |
2.9% |
0.0025 |
0.2% |
24% |
False |
False |
1 |
| 40 |
1.1580 |
1.1180 |
0.0400 |
3.6% |
0.0033 |
0.3% |
19% |
False |
False |
3 |
| 60 |
1.1580 |
1.1052 |
0.0528 |
4.7% |
0.0031 |
0.3% |
39% |
False |
False |
2 |
| 80 |
1.1580 |
1.0937 |
0.0644 |
5.7% |
0.0029 |
0.3% |
50% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1549 |
|
2.618 |
1.1453 |
|
1.618 |
1.1395 |
|
1.000 |
1.1359 |
|
0.618 |
1.1336 |
|
HIGH |
1.1300 |
|
0.618 |
1.1278 |
|
0.500 |
1.1271 |
|
0.382 |
1.1264 |
|
LOW |
1.1242 |
|
0.618 |
1.1205 |
|
1.000 |
1.1183 |
|
1.618 |
1.1147 |
|
2.618 |
1.1088 |
|
4.250 |
1.0993 |
|
|
| Fisher Pivots for day following 06-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1271 |
1.1271 |
| PP |
1.1266 |
1.1266 |
| S1 |
1.1261 |
1.1261 |
|