CME Swiss Franc Future December 2023
| Trading Metrics calculated at close of trading on 23-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2023 |
23-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1404 |
1.1320 |
-0.0084 |
-0.7% |
1.1376 |
| High |
1.1406 |
1.1384 |
-0.0022 |
-0.2% |
1.1408 |
| Low |
1.1367 |
1.1309 |
-0.0058 |
-0.5% |
1.1309 |
| Close |
1.1367 |
1.1353 |
-0.0014 |
-0.1% |
1.1353 |
| Range |
0.0040 |
0.0075 |
0.0036 |
89.9% |
0.0099 |
| ATR |
0.0068 |
0.0069 |
0.0000 |
0.7% |
0.0000 |
| Volume |
28 |
13 |
-15 |
-53.6% |
56 |
|
| Daily Pivots for day following 23-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1574 |
1.1538 |
1.1394 |
|
| R3 |
1.1499 |
1.1463 |
1.1373 |
|
| R2 |
1.1424 |
1.1424 |
1.1366 |
|
| R1 |
1.1388 |
1.1388 |
1.1359 |
1.1406 |
| PP |
1.1349 |
1.1349 |
1.1349 |
1.1357 |
| S1 |
1.1313 |
1.1313 |
1.1346 |
1.1331 |
| S2 |
1.1274 |
1.1274 |
1.1339 |
|
| S3 |
1.1199 |
1.1238 |
1.1332 |
|
| S4 |
1.1124 |
1.1163 |
1.1311 |
|
|
| Weekly Pivots for week ending 23-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1652 |
1.1601 |
1.1407 |
|
| R3 |
1.1553 |
1.1502 |
1.1380 |
|
| R2 |
1.1455 |
1.1455 |
1.1371 |
|
| R1 |
1.1404 |
1.1404 |
1.1362 |
1.1380 |
| PP |
1.1356 |
1.1356 |
1.1356 |
1.1345 |
| S1 |
1.1305 |
1.1305 |
1.1343 |
1.1282 |
| S2 |
1.1258 |
1.1258 |
1.1334 |
|
| S3 |
1.1159 |
1.1207 |
1.1325 |
|
| S4 |
1.1061 |
1.1108 |
1.1298 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1437 |
1.1309 |
0.0128 |
1.1% |
0.0052 |
0.5% |
34% |
False |
True |
14 |
| 10 |
1.1437 |
1.1200 |
0.0237 |
2.1% |
0.0065 |
0.6% |
64% |
False |
False |
48 |
| 20 |
1.1437 |
1.1180 |
0.0257 |
2.3% |
0.0050 |
0.4% |
67% |
False |
False |
26 |
| 40 |
1.1580 |
1.1180 |
0.0400 |
3.5% |
0.0040 |
0.4% |
43% |
False |
False |
13 |
| 60 |
1.1580 |
1.1150 |
0.0430 |
3.8% |
0.0039 |
0.3% |
47% |
False |
False |
10 |
| 80 |
1.1580 |
1.0937 |
0.0644 |
5.7% |
0.0036 |
0.3% |
65% |
False |
False |
8 |
| 100 |
1.1580 |
1.0937 |
0.0644 |
5.7% |
0.0034 |
0.3% |
65% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1703 |
|
2.618 |
1.1580 |
|
1.618 |
1.1505 |
|
1.000 |
1.1459 |
|
0.618 |
1.1430 |
|
HIGH |
1.1384 |
|
0.618 |
1.1355 |
|
0.500 |
1.1347 |
|
0.382 |
1.1338 |
|
LOW |
1.1309 |
|
0.618 |
1.1263 |
|
1.000 |
1.1234 |
|
1.618 |
1.1188 |
|
2.618 |
1.1113 |
|
4.250 |
1.0990 |
|
|
| Fisher Pivots for day following 23-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1351 |
1.1358 |
| PP |
1.1349 |
1.1356 |
| S1 |
1.1347 |
1.1354 |
|