CME Swiss Franc Future December 2023
| Trading Metrics calculated at close of trading on 28-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2023 |
28-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1382 |
1.1342 |
-0.0040 |
-0.4% |
1.1376 |
| High |
1.1404 |
1.1362 |
-0.0042 |
-0.4% |
1.1408 |
| Low |
1.1375 |
1.1342 |
-0.0033 |
-0.3% |
1.1309 |
| Close |
1.1404 |
1.1362 |
-0.0042 |
-0.4% |
1.1353 |
| Range |
0.0030 |
0.0021 |
-0.0009 |
-30.5% |
0.0099 |
| ATR |
0.0066 |
0.0066 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
381 |
18 |
-363 |
-95.3% |
56 |
|
| Daily Pivots for day following 28-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1417 |
1.1410 |
1.1373 |
|
| R3 |
1.1396 |
1.1389 |
1.1368 |
|
| R2 |
1.1376 |
1.1376 |
1.1366 |
|
| R1 |
1.1369 |
1.1369 |
1.1364 |
1.1372 |
| PP |
1.1355 |
1.1355 |
1.1355 |
1.1357 |
| S1 |
1.1348 |
1.1348 |
1.1360 |
1.1352 |
| S2 |
1.1335 |
1.1335 |
1.1358 |
|
| S3 |
1.1314 |
1.1328 |
1.1356 |
|
| S4 |
1.1294 |
1.1307 |
1.1351 |
|
|
| 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% |
0.0045 |
0.4% |
48% |
False |
False |
107 |
| 10 |
1.1437 |
1.1260 |
0.0177 |
1.6% |
0.0064 |
0.6% |
58% |
False |
False |
95 |
| 20 |
1.1437 |
1.1180 |
0.0257 |
2.3% |
0.0052 |
0.5% |
71% |
False |
False |
50 |
| 40 |
1.1580 |
1.1180 |
0.0400 |
3.5% |
0.0041 |
0.4% |
46% |
False |
False |
26 |
| 60 |
1.1580 |
1.1180 |
0.0400 |
3.5% |
0.0038 |
0.3% |
46% |
False |
False |
19 |
| 80 |
1.1580 |
1.0937 |
0.0644 |
5.7% |
0.0037 |
0.3% |
66% |
False |
False |
14 |
| 100 |
1.1580 |
1.0937 |
0.0644 |
5.7% |
0.0033 |
0.3% |
66% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1449 |
|
2.618 |
1.1416 |
|
1.618 |
1.1395 |
|
1.000 |
1.1383 |
|
0.618 |
1.1375 |
|
HIGH |
1.1362 |
|
0.618 |
1.1354 |
|
0.500 |
1.1352 |
|
0.382 |
1.1349 |
|
LOW |
1.1342 |
|
0.618 |
1.1329 |
|
1.000 |
1.1321 |
|
1.618 |
1.1308 |
|
2.618 |
1.1288 |
|
4.250 |
1.1254 |
|
|
| Fisher Pivots for day following 28-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1359 |
1.1381 |
| PP |
1.1355 |
1.1375 |
| S1 |
1.1352 |
1.1368 |
|