CME Swiss Franc Future September 2023
| Trading Metrics calculated at close of trading on 05-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2023 |
05-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1178 |
1.1127 |
-0.0052 |
-0.5% |
1.1177 |
| High |
1.1197 |
1.1175 |
-0.0022 |
-0.2% |
1.1217 |
| Low |
1.1130 |
1.1095 |
-0.0035 |
-0.3% |
1.1070 |
| Close |
1.1134 |
1.1172 |
0.0038 |
0.3% |
1.1134 |
| Range |
0.0067 |
0.0081 |
0.0014 |
20.1% |
0.0147 |
| ATR |
0.0072 |
0.0072 |
0.0001 |
0.9% |
0.0000 |
| Volume |
255 |
439 |
184 |
72.2% |
1,015 |
|
| Daily Pivots for day following 05-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1389 |
1.1361 |
1.1216 |
|
| R3 |
1.1308 |
1.1280 |
1.1194 |
|
| R2 |
1.1228 |
1.1228 |
1.1186 |
|
| R1 |
1.1200 |
1.1200 |
1.1179 |
1.1214 |
| PP |
1.1147 |
1.1147 |
1.1147 |
1.1154 |
| S1 |
1.1119 |
1.1119 |
1.1164 |
1.1133 |
| S2 |
1.1067 |
1.1067 |
1.1157 |
|
| S3 |
1.0986 |
1.1039 |
1.1149 |
|
| S4 |
1.0906 |
1.0958 |
1.1127 |
|
|
| 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 |
1.1217 |
1.1070 |
0.0147 |
1.3% |
0.0078 |
0.7% |
69% |
False |
False |
290 |
| 10 |
1.1321 |
1.1070 |
0.0251 |
2.2% |
0.0068 |
0.6% |
40% |
False |
False |
239 |
| 20 |
1.1430 |
1.1070 |
0.0360 |
3.2% |
0.0066 |
0.6% |
28% |
False |
False |
201 |
| 40 |
1.1492 |
1.1070 |
0.0422 |
3.8% |
0.0064 |
0.6% |
24% |
False |
False |
158 |
| 60 |
1.1492 |
1.0920 |
0.0572 |
5.1% |
0.0057 |
0.5% |
44% |
False |
False |
109 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1517 |
|
2.618 |
1.1386 |
|
1.618 |
1.1305 |
|
1.000 |
1.1256 |
|
0.618 |
1.1225 |
|
HIGH |
1.1175 |
|
0.618 |
1.1144 |
|
0.500 |
1.1135 |
|
0.382 |
1.1125 |
|
LOW |
1.1095 |
|
0.618 |
1.1045 |
|
1.000 |
1.1014 |
|
1.618 |
1.0964 |
|
2.618 |
1.0884 |
|
4.250 |
1.0752 |
|
|
| Fisher Pivots for day following 05-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1159 |
1.1163 |
| PP |
1.1147 |
1.1154 |
| S1 |
1.1135 |
1.1146 |
|