CME Swiss Franc Future September 2023
| Trading Metrics calculated at close of trading on 02-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2023 |
02-May-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1335 |
1.1310 |
-0.0025 |
-0.2% |
1.1410 |
| High |
1.1335 |
1.1367 |
0.0032 |
0.3% |
1.1470 |
| Low |
1.1333 |
1.1290 |
-0.0043 |
-0.4% |
1.1316 |
| Close |
1.1333 |
1.1366 |
0.0033 |
0.3% |
1.1360 |
| Range |
0.0002 |
0.0077 |
0.0075 |
3,725.0% |
0.0154 |
| ATR |
0.0068 |
0.0069 |
0.0001 |
0.8% |
0.0000 |
| Volume |
6 |
24 |
18 |
300.0% |
1,305 |
|
| Daily Pivots for day following 02-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1570 |
1.1544 |
1.1408 |
|
| R3 |
1.1494 |
1.1468 |
1.1387 |
|
| R2 |
1.1417 |
1.1417 |
1.1380 |
|
| R1 |
1.1391 |
1.1391 |
1.1373 |
1.1404 |
| PP |
1.1341 |
1.1341 |
1.1341 |
1.1347 |
| S1 |
1.1315 |
1.1315 |
1.1358 |
1.1328 |
| S2 |
1.1264 |
1.1264 |
1.1351 |
|
| S3 |
1.1188 |
1.1238 |
1.1344 |
|
| S4 |
1.1111 |
1.1162 |
1.1323 |
|
|
| Weekly Pivots for week ending 28-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1844 |
1.1756 |
1.1445 |
|
| R3 |
1.1690 |
1.1602 |
1.1402 |
|
| R2 |
1.1536 |
1.1536 |
1.1388 |
|
| R1 |
1.1448 |
1.1448 |
1.1374 |
1.1415 |
| PP |
1.1382 |
1.1382 |
1.1382 |
1.1366 |
| S1 |
1.1294 |
1.1294 |
1.1346 |
1.1261 |
| S2 |
1.1228 |
1.1228 |
1.1332 |
|
| S3 |
1.1074 |
1.1140 |
1.1318 |
|
| S4 |
1.0920 |
1.0986 |
1.1275 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1692 |
|
2.618 |
1.1567 |
|
1.618 |
1.1490 |
|
1.000 |
1.1443 |
|
0.618 |
1.1414 |
|
HIGH |
1.1367 |
|
0.618 |
1.1337 |
|
0.500 |
1.1328 |
|
0.382 |
1.1319 |
|
LOW |
1.1290 |
|
0.618 |
1.1243 |
|
1.000 |
1.1214 |
|
1.618 |
1.1166 |
|
2.618 |
1.1090 |
|
4.250 |
1.0965 |
|
|
| Fisher Pivots for day following 02-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1353 |
1.1360 |
| PP |
1.1341 |
1.1355 |
| S1 |
1.1328 |
1.1350 |
|