CME Swiss Franc Future December 2023
| Trading Metrics calculated at close of trading on 16-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2023 |
16-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1260 |
1.1404 |
0.0144 |
1.3% |
1.1250 |
| High |
1.1434 |
1.1437 |
0.0004 |
0.0% |
1.1437 |
| Low |
1.1260 |
1.1380 |
0.0120 |
1.1% |
1.1200 |
| Close |
1.1434 |
1.1400 |
-0.0034 |
-0.3% |
1.1400 |
| Range |
0.0174 |
0.0057 |
-0.0117 |
-67.1% |
0.0237 |
| ATR |
0.0071 |
0.0070 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
24 |
17 |
-7 |
-29.2% |
422 |
|
| Daily Pivots for day following 16-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1577 |
1.1545 |
1.1431 |
|
| R3 |
1.1520 |
1.1488 |
1.1416 |
|
| R2 |
1.1463 |
1.1463 |
1.1410 |
|
| R1 |
1.1431 |
1.1431 |
1.1405 |
1.1419 |
| PP |
1.1406 |
1.1406 |
1.1406 |
1.1399 |
| S1 |
1.1374 |
1.1374 |
1.1395 |
1.1362 |
| S2 |
1.1349 |
1.1349 |
1.1390 |
|
| S3 |
1.1292 |
1.1317 |
1.1384 |
|
| S4 |
1.1235 |
1.1260 |
1.1369 |
|
|
| Weekly Pivots for week ending 16-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2057 |
1.1965 |
1.1530 |
|
| R3 |
1.1820 |
1.1728 |
1.1465 |
|
| R2 |
1.1583 |
1.1583 |
1.1443 |
|
| R1 |
1.1491 |
1.1491 |
1.1422 |
1.1537 |
| PP |
1.1346 |
1.1346 |
1.1346 |
1.1369 |
| S1 |
1.1254 |
1.1254 |
1.1378 |
1.1300 |
| S2 |
1.1109 |
1.1109 |
1.1357 |
|
| S3 |
1.0872 |
1.1017 |
1.1335 |
|
| S4 |
1.0635 |
1.0780 |
1.1270 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1437 |
1.1200 |
0.0237 |
2.1% |
0.0082 |
0.7% |
84% |
True |
False |
84 |
| 10 |
1.1437 |
1.1200 |
0.0237 |
2.1% |
0.0060 |
0.5% |
84% |
True |
False |
44 |
| 20 |
1.1437 |
1.1180 |
0.0257 |
2.3% |
0.0045 |
0.4% |
86% |
True |
False |
23 |
| 40 |
1.1580 |
1.1180 |
0.0400 |
3.5% |
0.0041 |
0.4% |
55% |
False |
False |
13 |
| 60 |
1.1580 |
1.1119 |
0.0462 |
4.0% |
0.0037 |
0.3% |
61% |
False |
False |
9 |
| 80 |
1.1580 |
1.0937 |
0.0644 |
5.6% |
0.0034 |
0.3% |
72% |
False |
False |
7 |
| 100 |
1.1580 |
1.0937 |
0.0644 |
5.6% |
0.0033 |
0.3% |
72% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1679 |
|
2.618 |
1.1586 |
|
1.618 |
1.1529 |
|
1.000 |
1.1494 |
|
0.618 |
1.1472 |
|
HIGH |
1.1437 |
|
0.618 |
1.1415 |
|
0.500 |
1.1409 |
|
0.382 |
1.1402 |
|
LOW |
1.1380 |
|
0.618 |
1.1345 |
|
1.000 |
1.1323 |
|
1.618 |
1.1288 |
|
2.618 |
1.1231 |
|
4.250 |
1.1138 |
|
|
| Fisher Pivots for day following 16-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1409 |
1.1383 |
| PP |
1.1406 |
1.1366 |
| S1 |
1.1403 |
1.1349 |
|