CME Swiss Franc Future December 2023
| Trading Metrics calculated at close of trading on 12-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2023 |
12-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1333 |
1.1250 |
-0.0083 |
-0.7% |
1.1284 |
| High |
1.1333 |
1.1250 |
-0.0083 |
-0.7% |
1.1348 |
| Low |
1.1289 |
1.1200 |
-0.0089 |
-0.8% |
1.1219 |
| Close |
1.1296 |
1.1211 |
-0.0085 |
-0.8% |
1.1296 |
| Range |
0.0045 |
0.0050 |
0.0006 |
12.4% |
0.0129 |
| ATR |
0.0059 |
0.0061 |
0.0003 |
4.5% |
0.0000 |
| Volume |
3 |
18 |
15 |
500.0% |
23 |
|
| Daily Pivots for day following 12-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1370 |
1.1341 |
1.1239 |
|
| R3 |
1.1320 |
1.1291 |
1.1225 |
|
| R2 |
1.1270 |
1.1270 |
1.1220 |
|
| R1 |
1.1241 |
1.1241 |
1.1216 |
1.1231 |
| PP |
1.1220 |
1.1220 |
1.1220 |
1.1215 |
| S1 |
1.1191 |
1.1191 |
1.1206 |
1.1181 |
| S2 |
1.1170 |
1.1170 |
1.1202 |
|
| S3 |
1.1120 |
1.1141 |
1.1197 |
|
| S4 |
1.1070 |
1.1091 |
1.1184 |
|
|
| 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 |
1.1200 |
0.0148 |
1.3% |
0.0049 |
0.4% |
7% |
False |
True |
8 |
| 10 |
1.1348 |
1.1180 |
0.0168 |
1.5% |
0.0038 |
0.3% |
19% |
False |
False |
5 |
| 20 |
1.1453 |
1.1180 |
0.0273 |
2.4% |
0.0029 |
0.3% |
11% |
False |
False |
3 |
| 40 |
1.1580 |
1.1180 |
0.0400 |
3.6% |
0.0032 |
0.3% |
8% |
False |
False |
2 |
| 60 |
1.1580 |
1.1068 |
0.0512 |
4.6% |
0.0032 |
0.3% |
28% |
False |
False |
3 |
| 80 |
1.1580 |
1.0937 |
0.0644 |
5.7% |
0.0031 |
0.3% |
43% |
False |
False |
2 |
| 100 |
1.1580 |
1.0937 |
0.0644 |
5.7% |
0.0031 |
0.3% |
43% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1463 |
|
2.618 |
1.1381 |
|
1.618 |
1.1331 |
|
1.000 |
1.1300 |
|
0.618 |
1.1281 |
|
HIGH |
1.1250 |
|
0.618 |
1.1231 |
|
0.500 |
1.1225 |
|
0.382 |
1.1219 |
|
LOW |
1.1200 |
|
0.618 |
1.1169 |
|
1.000 |
1.1150 |
|
1.618 |
1.1119 |
|
2.618 |
1.1069 |
|
4.250 |
1.0988 |
|
|
| Fisher Pivots for day following 12-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1225 |
1.1274 |
| PP |
1.1220 |
1.1253 |
| S1 |
1.1216 |
1.1232 |
|