CME Swiss Franc Future December 2023
| Trading Metrics calculated at close of trading on 13-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2023 |
13-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1250 |
1.1227 |
-0.0024 |
-0.2% |
1.1284 |
| High |
1.1250 |
1.1259 |
0.0009 |
0.1% |
1.1348 |
| Low |
1.1200 |
1.1227 |
0.0027 |
0.2% |
1.1219 |
| Close |
1.1211 |
1.1259 |
0.0048 |
0.4% |
1.1296 |
| Range |
0.0050 |
0.0032 |
-0.0018 |
-36.0% |
0.0129 |
| ATR |
0.0061 |
0.0060 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
18 |
1 |
-17 |
-94.4% |
23 |
|
| Daily Pivots for day following 13-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1344 |
1.1333 |
1.1276 |
|
| R3 |
1.1312 |
1.1301 |
1.1267 |
|
| R2 |
1.1280 |
1.1280 |
1.1264 |
|
| R1 |
1.1269 |
1.1269 |
1.1261 |
1.1275 |
| PP |
1.1248 |
1.1248 |
1.1248 |
1.1251 |
| S1 |
1.1237 |
1.1237 |
1.1256 |
1.1243 |
| S2 |
1.1216 |
1.1216 |
1.1253 |
|
| S3 |
1.1184 |
1.1205 |
1.1250 |
|
| S4 |
1.1152 |
1.1173 |
1.1241 |
|
|
| 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% |
0.0043 |
0.4% |
40% |
False |
False |
6 |
| 10 |
1.1348 |
1.1180 |
0.0168 |
1.5% |
0.0041 |
0.4% |
47% |
False |
False |
6 |
| 20 |
1.1453 |
1.1180 |
0.0273 |
2.4% |
0.0031 |
0.3% |
29% |
False |
False |
3 |
| 40 |
1.1580 |
1.1180 |
0.0400 |
3.6% |
0.0033 |
0.3% |
20% |
False |
False |
2 |
| 60 |
1.1580 |
1.1119 |
0.0462 |
4.1% |
0.0032 |
0.3% |
30% |
False |
False |
3 |
| 80 |
1.1580 |
1.0937 |
0.0644 |
5.7% |
0.0031 |
0.3% |
50% |
False |
False |
2 |
| 100 |
1.1580 |
1.0937 |
0.0644 |
5.7% |
0.0030 |
0.3% |
50% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1395 |
|
2.618 |
1.1342 |
|
1.618 |
1.1310 |
|
1.000 |
1.1291 |
|
0.618 |
1.1278 |
|
HIGH |
1.1259 |
|
0.618 |
1.1246 |
|
0.500 |
1.1243 |
|
0.382 |
1.1239 |
|
LOW |
1.1227 |
|
0.618 |
1.1207 |
|
1.000 |
1.1195 |
|
1.618 |
1.1175 |
|
2.618 |
1.1143 |
|
4.250 |
1.1091 |
|
|
| Fisher Pivots for day following 13-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1253 |
1.1267 |
| PP |
1.1248 |
1.1264 |
| S1 |
1.1243 |
1.1261 |
|