CME Swiss Franc Future September 2023
| Trading Metrics calculated at close of trading on 13-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2023 |
13-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1188 |
1.1117 |
-0.0071 |
-0.6% |
1.1127 |
| High |
1.1205 |
1.1186 |
-0.0020 |
-0.2% |
1.1247 |
| Low |
1.1092 |
1.1115 |
0.0023 |
0.2% |
1.1095 |
| Close |
1.1106 |
1.1153 |
0.0047 |
0.4% |
1.1189 |
| Range |
0.0113 |
0.0071 |
-0.0043 |
-37.6% |
0.0153 |
| ATR |
0.0080 |
0.0080 |
0.0000 |
0.0% |
0.0000 |
| Volume |
12,746 |
26,755 |
14,009 |
109.9% |
20,967 |
|
| Daily Pivots for day following 13-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1363 |
1.1328 |
1.1191 |
|
| R3 |
1.1292 |
1.1258 |
1.1172 |
|
| R2 |
1.1222 |
1.1222 |
1.1165 |
|
| R1 |
1.1187 |
1.1187 |
1.1159 |
1.1204 |
| PP |
1.1151 |
1.1151 |
1.1151 |
1.1160 |
| S1 |
1.1117 |
1.1117 |
1.1146 |
1.1134 |
| S2 |
1.1081 |
1.1081 |
1.1140 |
|
| S3 |
1.1010 |
1.1046 |
1.1133 |
|
| S4 |
1.0940 |
1.0976 |
1.1114 |
|
|
| Weekly Pivots for week ending 09-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1634 |
1.1564 |
1.1273 |
|
| R3 |
1.1482 |
1.1412 |
1.1231 |
|
| R2 |
1.1329 |
1.1329 |
1.1217 |
|
| R1 |
1.1259 |
1.1259 |
1.1203 |
1.1294 |
| PP |
1.1177 |
1.1177 |
1.1177 |
1.1194 |
| S1 |
1.1107 |
1.1107 |
1.1175 |
1.1142 |
| S2 |
1.1024 |
1.1024 |
1.1161 |
|
| S3 |
1.0872 |
1.0954 |
1.1147 |
|
| S4 |
1.0719 |
1.0802 |
1.1105 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1247 |
1.1092 |
0.0155 |
1.4% |
0.0093 |
0.8% |
39% |
False |
False |
11,877 |
| 10 |
1.1247 |
1.1070 |
0.0177 |
1.6% |
0.0087 |
0.8% |
47% |
False |
False |
6,140 |
| 20 |
1.1357 |
1.1070 |
0.0287 |
2.6% |
0.0077 |
0.7% |
29% |
False |
False |
3,133 |
| 40 |
1.1492 |
1.1070 |
0.0422 |
3.8% |
0.0068 |
0.6% |
20% |
False |
False |
1,650 |
| 60 |
1.1492 |
1.1036 |
0.0457 |
4.1% |
0.0060 |
0.5% |
26% |
False |
False |
1,107 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1485 |
|
2.618 |
1.1370 |
|
1.618 |
1.1300 |
|
1.000 |
1.1256 |
|
0.618 |
1.1229 |
|
HIGH |
1.1186 |
|
0.618 |
1.1159 |
|
0.500 |
1.1150 |
|
0.382 |
1.1142 |
|
LOW |
1.1115 |
|
0.618 |
1.1071 |
|
1.000 |
1.1045 |
|
1.618 |
1.1001 |
|
2.618 |
1.0930 |
|
4.250 |
1.0815 |
|
|
| Fisher Pivots for day following 13-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1152 |
1.1170 |
| PP |
1.1151 |
1.1164 |
| S1 |
1.1150 |
1.1158 |
|