CME Swiss Franc Future December 2023
| Trading Metrics calculated at close of trading on 09-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2023 |
09-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1310 |
1.1333 |
0.0023 |
0.2% |
1.1284 |
| High |
1.1348 |
1.1333 |
-0.0015 |
-0.1% |
1.1348 |
| Low |
1.1310 |
1.1289 |
-0.0022 |
-0.2% |
1.1219 |
| Close |
1.1348 |
1.1296 |
-0.0052 |
-0.5% |
1.1296 |
| Range |
0.0038 |
0.0045 |
0.0007 |
18.7% |
0.0129 |
| ATR |
0.0059 |
0.0059 |
0.0000 |
0.0% |
0.0000 |
| Volume |
10 |
3 |
-7 |
-70.0% |
23 |
|
| Daily Pivots for day following 09-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1439 |
1.1412 |
1.1320 |
|
| R3 |
1.1395 |
1.1368 |
1.1308 |
|
| R2 |
1.1350 |
1.1350 |
1.1304 |
|
| R1 |
1.1323 |
1.1323 |
1.1300 |
1.1315 |
| PP |
1.1306 |
1.1306 |
1.1306 |
1.1302 |
| S1 |
1.1279 |
1.1279 |
1.1292 |
1.1270 |
| S2 |
1.1261 |
1.1261 |
1.1288 |
|
| S3 |
1.1217 |
1.1234 |
1.1284 |
|
| S4 |
1.1172 |
1.1190 |
1.1272 |
|
|
| Weekly Pivots for week ending 09-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1674 |
1.1614 |
1.1367 |
|
| R3 |
1.1545 |
1.1485 |
1.1331 |
|
| R2 |
1.1416 |
1.1416 |
1.1320 |
|
| R1 |
1.1356 |
1.1356 |
1.1308 |
1.1386 |
| PP |
1.1287 |
1.1287 |
1.1287 |
1.1302 |
| S1 |
1.1227 |
1.1227 |
1.1284 |
1.1257 |
| S2 |
1.1158 |
1.1158 |
1.1272 |
|
| S3 |
1.1029 |
1.1098 |
1.1261 |
|
| S4 |
1.0900 |
1.0969 |
1.1225 |
|
|
| 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% |
0.0039 |
0.3% |
60% |
False |
False |
4 |
| 10 |
1.1348 |
1.1180 |
0.0168 |
1.5% |
0.0038 |
0.3% |
69% |
False |
False |
4 |
| 20 |
1.1486 |
1.1180 |
0.0306 |
2.7% |
0.0032 |
0.3% |
38% |
False |
False |
2 |
| 40 |
1.1580 |
1.1180 |
0.0400 |
3.5% |
0.0031 |
0.3% |
29% |
False |
False |
2 |
| 60 |
1.1580 |
1.1068 |
0.0512 |
4.5% |
0.0031 |
0.3% |
45% |
False |
False |
2 |
| 80 |
1.1580 |
1.0937 |
0.0644 |
5.7% |
0.0031 |
0.3% |
56% |
False |
False |
2 |
| 100 |
1.1580 |
1.0937 |
0.0644 |
5.7% |
0.0030 |
0.3% |
56% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1522 |
|
2.618 |
1.1450 |
|
1.618 |
1.1405 |
|
1.000 |
1.1378 |
|
0.618 |
1.1361 |
|
HIGH |
1.1333 |
|
0.618 |
1.1316 |
|
0.500 |
1.1311 |
|
0.382 |
1.1305 |
|
LOW |
1.1289 |
|
0.618 |
1.1261 |
|
1.000 |
1.1244 |
|
1.618 |
1.1216 |
|
2.618 |
1.1172 |
|
4.250 |
1.1099 |
|
|
| Fisher Pivots for day following 09-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1311 |
1.1292 |
| PP |
1.1306 |
1.1287 |
| S1 |
1.1301 |
1.1283 |
|