CME Swiss Franc Future December 2023
| Trading Metrics calculated at close of trading on 08-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2023 |
08-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1272 |
1.1310 |
0.0039 |
0.3% |
1.1284 |
| High |
1.1272 |
1.1348 |
0.0076 |
0.7% |
1.1300 |
| Low |
1.1219 |
1.1310 |
0.0092 |
0.8% |
1.1180 |
| Close |
1.1228 |
1.1348 |
0.0120 |
1.1% |
1.1245 |
| Range |
0.0053 |
0.0038 |
-0.0016 |
-29.2% |
0.0120 |
| ATR |
0.0054 |
0.0059 |
0.0005 |
8.7% |
0.0000 |
| Volume |
2 |
10 |
8 |
400.0% |
18 |
|
| Daily Pivots for day following 08-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1448 |
1.1435 |
1.1368 |
|
| R3 |
1.1410 |
1.1398 |
1.1358 |
|
| R2 |
1.1373 |
1.1373 |
1.1354 |
|
| R1 |
1.1360 |
1.1360 |
1.1351 |
1.1366 |
| PP |
1.1335 |
1.1335 |
1.1335 |
1.1338 |
| S1 |
1.1323 |
1.1323 |
1.1344 |
1.1329 |
| S2 |
1.1298 |
1.1298 |
1.1341 |
|
| S3 |
1.1260 |
1.1285 |
1.1337 |
|
| S4 |
1.1223 |
1.1248 |
1.1327 |
|
|
| 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 |
1.1348 |
1.1219 |
0.0129 |
1.1% |
0.0041 |
0.4% |
100% |
True |
False |
6 |
| 10 |
1.1348 |
1.1180 |
0.0168 |
1.5% |
0.0034 |
0.3% |
100% |
True |
False |
4 |
| 20 |
1.1486 |
1.1180 |
0.0306 |
2.7% |
0.0029 |
0.3% |
55% |
False |
False |
2 |
| 40 |
1.1580 |
1.1180 |
0.0400 |
3.5% |
0.0032 |
0.3% |
42% |
False |
False |
3 |
| 60 |
1.1580 |
1.1057 |
0.0523 |
4.6% |
0.0030 |
0.3% |
56% |
False |
False |
2 |
| 80 |
1.1580 |
1.0937 |
0.0644 |
5.7% |
0.0030 |
0.3% |
64% |
False |
False |
2 |
| 100 |
1.1580 |
1.0937 |
0.0644 |
5.7% |
0.0030 |
0.3% |
64% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1507 |
|
2.618 |
1.1446 |
|
1.618 |
1.1408 |
|
1.000 |
1.1385 |
|
0.618 |
1.1371 |
|
HIGH |
1.1348 |
|
0.618 |
1.1333 |
|
0.500 |
1.1329 |
|
0.382 |
1.1324 |
|
LOW |
1.1310 |
|
0.618 |
1.1287 |
|
1.000 |
1.1273 |
|
1.618 |
1.1249 |
|
2.618 |
1.1212 |
|
4.250 |
1.1151 |
|
|
| Fisher Pivots for day following 08-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1341 |
1.1326 |
| PP |
1.1335 |
1.1305 |
| S1 |
1.1329 |
1.1283 |
|