CME Swiss Franc Future December 2023
| Trading Metrics calculated at close of trading on 26-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2023 |
26-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1320 |
1.1364 |
0.0044 |
0.4% |
1.1376 |
| High |
1.1384 |
1.1420 |
0.0036 |
0.3% |
1.1408 |
| Low |
1.1309 |
1.1362 |
0.0053 |
0.5% |
1.1309 |
| Close |
1.1353 |
1.1382 |
0.0029 |
0.3% |
1.1353 |
| Range |
0.0075 |
0.0058 |
-0.0017 |
-22.7% |
0.0099 |
| ATR |
0.0069 |
0.0069 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
13 |
98 |
85 |
653.8% |
56 |
|
| Daily Pivots for day following 26-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1562 |
1.1530 |
1.1413 |
|
| R3 |
1.1504 |
1.1472 |
1.1397 |
|
| R2 |
1.1446 |
1.1446 |
1.1392 |
|
| R1 |
1.1414 |
1.1414 |
1.1387 |
1.1430 |
| PP |
1.1388 |
1.1388 |
1.1388 |
1.1396 |
| S1 |
1.1356 |
1.1356 |
1.1376 |
1.1372 |
| S2 |
1.1330 |
1.1330 |
1.1371 |
|
| S3 |
1.1272 |
1.1298 |
1.1366 |
|
| S4 |
1.1214 |
1.1240 |
1.1350 |
|
|
| 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 |
1.1420 |
1.1309 |
0.0111 |
1.0% |
0.0052 |
0.5% |
65% |
True |
False |
30 |
| 10 |
1.1437 |
1.1200 |
0.0237 |
2.1% |
0.0067 |
0.6% |
77% |
False |
False |
57 |
| 20 |
1.1437 |
1.1180 |
0.0257 |
2.3% |
0.0053 |
0.5% |
78% |
False |
False |
30 |
| 40 |
1.1580 |
1.1180 |
0.0400 |
3.5% |
0.0042 |
0.4% |
50% |
False |
False |
16 |
| 60 |
1.1580 |
1.1150 |
0.0430 |
3.8% |
0.0040 |
0.4% |
54% |
False |
False |
12 |
| 80 |
1.1580 |
1.0937 |
0.0644 |
5.7% |
0.0037 |
0.3% |
69% |
False |
False |
9 |
| 100 |
1.1580 |
1.0937 |
0.0644 |
5.7% |
0.0033 |
0.3% |
69% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1667 |
|
2.618 |
1.1572 |
|
1.618 |
1.1514 |
|
1.000 |
1.1478 |
|
0.618 |
1.1456 |
|
HIGH |
1.1420 |
|
0.618 |
1.1398 |
|
0.500 |
1.1391 |
|
0.382 |
1.1384 |
|
LOW |
1.1362 |
|
0.618 |
1.1326 |
|
1.000 |
1.1304 |
|
1.618 |
1.1268 |
|
2.618 |
1.1210 |
|
4.250 |
1.1116 |
|
|
| Fisher Pivots for day following 26-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1391 |
1.1376 |
| PP |
1.1388 |
1.1370 |
| S1 |
1.1385 |
1.1365 |
|