CME Swiss Franc Future December 2023
| Trading Metrics calculated at close of trading on 07-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2023 |
07-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1300 |
1.1272 |
-0.0029 |
-0.3% |
1.1284 |
| High |
1.1300 |
1.1272 |
-0.0029 |
-0.3% |
1.1300 |
| Low |
1.1242 |
1.1219 |
-0.0023 |
-0.2% |
1.1180 |
| Close |
1.1257 |
1.1228 |
-0.0029 |
-0.3% |
1.1245 |
| Range |
0.0059 |
0.0053 |
-0.0006 |
-9.4% |
0.0120 |
| ATR |
0.0054 |
0.0054 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
8 |
2 |
-6 |
-75.0% |
18 |
|
| Daily Pivots for day following 07-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1398 |
1.1366 |
1.1257 |
|
| R3 |
1.1345 |
1.1313 |
1.1242 |
|
| R2 |
1.1292 |
1.1292 |
1.1237 |
|
| R1 |
1.1260 |
1.1260 |
1.1232 |
1.1250 |
| PP |
1.1239 |
1.1239 |
1.1239 |
1.1234 |
| S1 |
1.1207 |
1.1207 |
1.1223 |
1.1197 |
| S2 |
1.1186 |
1.1186 |
1.1218 |
|
| S3 |
1.1133 |
1.1154 |
1.1213 |
|
| S4 |
1.1080 |
1.1101 |
1.1198 |
|
|
| 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 |
1.1219 |
0.0082 |
0.7% |
0.0035 |
0.3% |
11% |
False |
True |
4 |
| 10 |
1.1326 |
1.1180 |
0.0146 |
1.3% |
0.0030 |
0.3% |
33% |
False |
False |
3 |
| 20 |
1.1502 |
1.1180 |
0.0322 |
2.9% |
0.0028 |
0.2% |
15% |
False |
False |
2 |
| 40 |
1.1580 |
1.1180 |
0.0400 |
3.6% |
0.0034 |
0.3% |
12% |
False |
False |
3 |
| 60 |
1.1580 |
1.1052 |
0.0528 |
4.7% |
0.0032 |
0.3% |
33% |
False |
False |
2 |
| 80 |
1.1580 |
1.0937 |
0.0644 |
5.7% |
0.0030 |
0.3% |
45% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1497 |
|
2.618 |
1.1410 |
|
1.618 |
1.1357 |
|
1.000 |
1.1325 |
|
0.618 |
1.1304 |
|
HIGH |
1.1272 |
|
0.618 |
1.1251 |
|
0.500 |
1.1245 |
|
0.382 |
1.1239 |
|
LOW |
1.1219 |
|
0.618 |
1.1186 |
|
1.000 |
1.1166 |
|
1.618 |
1.1133 |
|
2.618 |
1.1080 |
|
4.250 |
1.0993 |
|
|
| Fisher Pivots for day following 07-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1245 |
1.1259 |
| PP |
1.1239 |
1.1249 |
| S1 |
1.1233 |
1.1238 |
|