CME Swiss Franc Future September 2023
| Trading Metrics calculated at close of trading on 02-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2023 |
02-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1114 |
1.1178 |
0.0065 |
0.6% |
1.1177 |
| High |
1.1174 |
1.1197 |
0.0023 |
0.2% |
1.1217 |
| Low |
1.1104 |
1.1130 |
0.0026 |
0.2% |
1.1070 |
| Close |
1.1169 |
1.1134 |
-0.0035 |
-0.3% |
1.1134 |
| Range |
0.0070 |
0.0067 |
-0.0003 |
-4.3% |
0.0147 |
| ATR |
0.0072 |
0.0072 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
419 |
255 |
-164 |
-39.1% |
1,015 |
|
| Daily Pivots for day following 02-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1354 |
1.1311 |
1.1170 |
|
| R3 |
1.1287 |
1.1244 |
1.1152 |
|
| R2 |
1.1220 |
1.1220 |
1.1146 |
|
| R1 |
1.1177 |
1.1177 |
1.1140 |
1.1165 |
| PP |
1.1153 |
1.1153 |
1.1153 |
1.1147 |
| S1 |
1.1110 |
1.1110 |
1.1127 |
1.1098 |
| S2 |
1.1086 |
1.1086 |
1.1121 |
|
| S3 |
1.1019 |
1.1043 |
1.1115 |
|
| S4 |
1.0952 |
1.0976 |
1.1097 |
|
|
| Weekly Pivots for week ending 02-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1580 |
1.1503 |
1.1214 |
|
| R3 |
1.1433 |
1.1357 |
1.1174 |
|
| R2 |
1.1287 |
1.1287 |
1.1160 |
|
| R1 |
1.1210 |
1.1210 |
1.1147 |
1.1175 |
| PP |
1.1140 |
1.1140 |
1.1140 |
1.1123 |
| S1 |
1.1064 |
1.1064 |
1.1120 |
1.1029 |
| S2 |
1.0994 |
1.0994 |
1.1107 |
|
| S3 |
1.0847 |
1.0917 |
1.1093 |
|
| S4 |
1.0701 |
1.0771 |
1.1053 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1227 |
1.1070 |
0.0157 |
1.4% |
0.0075 |
0.7% |
41% |
False |
False |
227 |
| 10 |
1.1321 |
1.1070 |
0.0251 |
2.3% |
0.0070 |
0.6% |
25% |
False |
False |
203 |
| 20 |
1.1481 |
1.1070 |
0.0411 |
3.7% |
0.0070 |
0.6% |
15% |
False |
False |
189 |
| 40 |
1.1492 |
1.1070 |
0.0422 |
3.8% |
0.0063 |
0.6% |
15% |
False |
False |
147 |
| 60 |
1.1492 |
1.0920 |
0.0572 |
5.1% |
0.0059 |
0.5% |
37% |
False |
False |
102 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1481 |
|
2.618 |
1.1372 |
|
1.618 |
1.1305 |
|
1.000 |
1.1264 |
|
0.618 |
1.1238 |
|
HIGH |
1.1197 |
|
0.618 |
1.1171 |
|
0.500 |
1.1163 |
|
0.382 |
1.1155 |
|
LOW |
1.1130 |
|
0.618 |
1.1088 |
|
1.000 |
1.1063 |
|
1.618 |
1.1021 |
|
2.618 |
1.0954 |
|
4.250 |
1.0845 |
|
|
| Fisher Pivots for day following 02-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1163 |
1.1133 |
| PP |
1.1153 |
1.1133 |
| S1 |
1.1143 |
1.1133 |
|