CME Swiss Franc Future December 2023
| Trading Metrics calculated at close of trading on 15-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2023 |
15-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1267 |
1.1260 |
-0.0007 |
-0.1% |
1.1284 |
| High |
1.1360 |
1.1434 |
0.0074 |
0.6% |
1.1348 |
| Low |
1.1265 |
1.1260 |
-0.0005 |
0.0% |
1.1219 |
| Close |
1.1332 |
1.1434 |
0.0102 |
0.9% |
1.1296 |
| Range |
0.0096 |
0.0174 |
0.0078 |
81.7% |
0.0129 |
| ATR |
0.0063 |
0.0071 |
0.0008 |
12.4% |
0.0000 |
| Volume |
362 |
24 |
-338 |
-93.4% |
23 |
|
| Daily Pivots for day following 15-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1896 |
1.1838 |
1.1529 |
|
| R3 |
1.1723 |
1.1665 |
1.1481 |
|
| R2 |
1.1549 |
1.1549 |
1.1465 |
|
| R1 |
1.1491 |
1.1491 |
1.1449 |
1.1520 |
| PP |
1.1376 |
1.1376 |
1.1376 |
1.1390 |
| S1 |
1.1318 |
1.1318 |
1.1418 |
1.1347 |
| S2 |
1.1202 |
1.1202 |
1.1402 |
|
| S3 |
1.1029 |
1.1144 |
1.1386 |
|
| S4 |
1.0855 |
1.0971 |
1.1338 |
|
|
| 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 |
1.1434 |
1.1200 |
0.0234 |
2.0% |
0.0079 |
0.7% |
100% |
True |
False |
81 |
| 10 |
1.1434 |
1.1200 |
0.0234 |
2.0% |
0.0060 |
0.5% |
100% |
True |
False |
43 |
| 20 |
1.1434 |
1.1180 |
0.0254 |
2.2% |
0.0043 |
0.4% |
100% |
True |
False |
22 |
| 40 |
1.1580 |
1.1180 |
0.0400 |
3.5% |
0.0039 |
0.3% |
63% |
False |
False |
12 |
| 60 |
1.1580 |
1.1119 |
0.0462 |
4.0% |
0.0036 |
0.3% |
68% |
False |
False |
9 |
| 80 |
1.1580 |
1.0937 |
0.0644 |
5.6% |
0.0034 |
0.3% |
77% |
False |
False |
7 |
| 100 |
1.1580 |
1.0937 |
0.0644 |
5.6% |
0.0033 |
0.3% |
77% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2171 |
|
2.618 |
1.1888 |
|
1.618 |
1.1714 |
|
1.000 |
1.1607 |
|
0.618 |
1.1541 |
|
HIGH |
1.1434 |
|
0.618 |
1.1367 |
|
0.500 |
1.1347 |
|
0.382 |
1.1326 |
|
LOW |
1.1260 |
|
0.618 |
1.1153 |
|
1.000 |
1.1087 |
|
1.618 |
1.0979 |
|
2.618 |
1.0806 |
|
4.250 |
1.0523 |
|
|
| Fisher Pivots for day following 15-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1405 |
1.1399 |
| PP |
1.1376 |
1.1365 |
| S1 |
1.1347 |
1.1330 |
|