CME Swiss Franc Future December 2023
| Trading Metrics calculated at close of trading on 27-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2023 |
27-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1364 |
1.1382 |
0.0018 |
0.2% |
1.1376 |
| High |
1.1420 |
1.1404 |
-0.0016 |
-0.1% |
1.1408 |
| Low |
1.1362 |
1.1375 |
0.0013 |
0.1% |
1.1309 |
| Close |
1.1382 |
1.1404 |
0.0023 |
0.2% |
1.1353 |
| Range |
0.0058 |
0.0030 |
-0.0029 |
-49.1% |
0.0099 |
| ATR |
0.0069 |
0.0066 |
-0.0003 |
-4.1% |
0.0000 |
| Volume |
98 |
381 |
283 |
288.8% |
56 |
|
| Daily Pivots for day following 27-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1483 |
1.1473 |
1.1420 |
|
| R3 |
1.1453 |
1.1443 |
1.1412 |
|
| R2 |
1.1424 |
1.1424 |
1.1409 |
|
| R1 |
1.1414 |
1.1414 |
1.1407 |
1.1419 |
| PP |
1.1394 |
1.1394 |
1.1394 |
1.1397 |
| S1 |
1.1384 |
1.1384 |
1.1401 |
1.1389 |
| S2 |
1.1365 |
1.1365 |
1.1399 |
|
| S3 |
1.1335 |
1.1355 |
1.1396 |
|
| S4 |
1.1306 |
1.1325 |
1.1388 |
|
|
| 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% |
0.0047 |
0.4% |
86% |
False |
False |
104 |
| 10 |
1.1437 |
1.1227 |
0.0211 |
1.8% |
0.0065 |
0.6% |
84% |
False |
False |
93 |
| 20 |
1.1437 |
1.1180 |
0.0257 |
2.3% |
0.0051 |
0.4% |
87% |
False |
False |
49 |
| 40 |
1.1580 |
1.1180 |
0.0400 |
3.5% |
0.0040 |
0.4% |
56% |
False |
False |
25 |
| 60 |
1.1580 |
1.1150 |
0.0430 |
3.8% |
0.0039 |
0.3% |
59% |
False |
False |
18 |
| 80 |
1.1580 |
1.0937 |
0.0644 |
5.6% |
0.0037 |
0.3% |
73% |
False |
False |
14 |
| 100 |
1.1580 |
1.0937 |
0.0644 |
5.6% |
0.0034 |
0.3% |
73% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1529 |
|
2.618 |
1.1481 |
|
1.618 |
1.1452 |
|
1.000 |
1.1434 |
|
0.618 |
1.1422 |
|
HIGH |
1.1404 |
|
0.618 |
1.1393 |
|
0.500 |
1.1389 |
|
0.382 |
1.1386 |
|
LOW |
1.1375 |
|
0.618 |
1.1356 |
|
1.000 |
1.1345 |
|
1.618 |
1.1327 |
|
2.618 |
1.1297 |
|
4.250 |
1.1249 |
|
|
| Fisher Pivots for day following 27-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1399 |
1.1391 |
| PP |
1.1394 |
1.1378 |
| S1 |
1.1389 |
1.1365 |
|