CME Swiss Franc Future December 2023
| Trading Metrics calculated at close of trading on 20-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2023 |
20-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1404 |
1.1376 |
-0.0028 |
-0.2% |
1.1250 |
| High |
1.1437 |
1.1376 |
-0.0061 |
-0.5% |
1.1437 |
| Low |
1.1380 |
1.1320 |
-0.0060 |
-0.5% |
1.1200 |
| Close |
1.1400 |
1.1345 |
-0.0056 |
-0.5% |
1.1400 |
| Range |
0.0057 |
0.0056 |
-0.0001 |
-1.8% |
0.0237 |
| ATR |
0.0070 |
0.0071 |
0.0001 |
1.0% |
0.0000 |
| Volume |
17 |
12 |
-5 |
-29.4% |
422 |
|
| Daily Pivots for day following 20-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1515 |
1.1486 |
1.1375 |
|
| R3 |
1.1459 |
1.1430 |
1.1360 |
|
| R2 |
1.1403 |
1.1403 |
1.1355 |
|
| R1 |
1.1374 |
1.1374 |
1.1350 |
1.1360 |
| PP |
1.1347 |
1.1347 |
1.1347 |
1.1340 |
| S1 |
1.1318 |
1.1318 |
1.1339 |
1.1304 |
| S2 |
1.1291 |
1.1291 |
1.1334 |
|
| S3 |
1.1235 |
1.1262 |
1.1329 |
|
| S4 |
1.1179 |
1.1206 |
1.1314 |
|
|
| 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 |
1.1227 |
0.0211 |
1.9% |
0.0083 |
0.7% |
56% |
False |
False |
83 |
| 10 |
1.1437 |
1.1200 |
0.0237 |
2.1% |
0.0066 |
0.6% |
61% |
False |
False |
45 |
| 20 |
1.1437 |
1.1180 |
0.0257 |
2.3% |
0.0044 |
0.4% |
64% |
False |
False |
24 |
| 40 |
1.1580 |
1.1180 |
0.0400 |
3.5% |
0.0041 |
0.4% |
41% |
False |
False |
13 |
| 60 |
1.1580 |
1.1137 |
0.0443 |
3.9% |
0.0037 |
0.3% |
47% |
False |
False |
10 |
| 80 |
1.1580 |
1.0937 |
0.0644 |
5.7% |
0.0034 |
0.3% |
63% |
False |
False |
7 |
| 100 |
1.1580 |
1.0937 |
0.0644 |
5.7% |
0.0033 |
0.3% |
63% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1614 |
|
2.618 |
1.1523 |
|
1.618 |
1.1467 |
|
1.000 |
1.1432 |
|
0.618 |
1.1411 |
|
HIGH |
1.1376 |
|
0.618 |
1.1355 |
|
0.500 |
1.1348 |
|
0.382 |
1.1341 |
|
LOW |
1.1320 |
|
0.618 |
1.1285 |
|
1.000 |
1.1264 |
|
1.618 |
1.1229 |
|
2.618 |
1.1173 |
|
4.250 |
1.1082 |
|
|
| Fisher Pivots for day following 20-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1348 |
1.1349 |
| PP |
1.1347 |
1.1347 |
| S1 |
1.1346 |
1.1346 |
|