CME Swiss Franc Future September 2023
| Trading Metrics calculated at close of trading on 08-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2023 |
08-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1145 |
1.1116 |
-0.0029 |
-0.3% |
1.1177 |
| High |
1.1182 |
1.1242 |
0.0061 |
0.5% |
1.1217 |
| Low |
1.1105 |
1.1105 |
0.0000 |
0.0% |
1.1070 |
| Close |
1.1117 |
1.1240 |
0.0123 |
1.1% |
1.1134 |
| Range |
0.0077 |
0.0138 |
0.0061 |
78.6% |
0.0147 |
| ATR |
0.0073 |
0.0078 |
0.0005 |
6.3% |
0.0000 |
| Volume |
572 |
9,052 |
8,480 |
1,482.5% |
1,015 |
|
| Daily Pivots for day following 08-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1608 |
1.1561 |
1.1315 |
|
| R3 |
1.1470 |
1.1424 |
1.1277 |
|
| R2 |
1.1333 |
1.1333 |
1.1265 |
|
| R1 |
1.1286 |
1.1286 |
1.1252 |
1.1310 |
| PP |
1.1195 |
1.1195 |
1.1195 |
1.1207 |
| S1 |
1.1149 |
1.1149 |
1.1227 |
1.1172 |
| S2 |
1.1058 |
1.1058 |
1.1214 |
|
| S3 |
1.0920 |
1.1011 |
1.1202 |
|
| S4 |
1.0783 |
1.0874 |
1.1164 |
|
|
| 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 |
1.1242 |
1.1095 |
0.0148 |
1.3% |
0.0088 |
0.8% |
98% |
True |
False |
2,192 |
| 10 |
1.1242 |
1.1070 |
0.0172 |
1.5% |
0.0078 |
0.7% |
99% |
True |
False |
1,194 |
| 20 |
1.1404 |
1.1070 |
0.0334 |
3.0% |
0.0076 |
0.7% |
51% |
False |
False |
696 |
| 40 |
1.1492 |
1.1070 |
0.0422 |
3.8% |
0.0068 |
0.6% |
40% |
False |
False |
409 |
| 60 |
1.1492 |
1.0920 |
0.0572 |
5.1% |
0.0057 |
0.5% |
56% |
False |
False |
278 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1826 |
|
2.618 |
1.1602 |
|
1.618 |
1.1464 |
|
1.000 |
1.1380 |
|
0.618 |
1.1327 |
|
HIGH |
1.1242 |
|
0.618 |
1.1189 |
|
0.500 |
1.1173 |
|
0.382 |
1.1157 |
|
LOW |
1.1105 |
|
0.618 |
1.1020 |
|
1.000 |
1.0967 |
|
1.618 |
1.0882 |
|
2.618 |
1.0745 |
|
4.250 |
1.0520 |
|
|
| Fisher Pivots for day following 08-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1217 |
1.1217 |
| PP |
1.1195 |
1.1195 |
| S1 |
1.1173 |
1.1173 |
|