CME Swiss Franc Future September 2023
| Trading Metrics calculated at close of trading on 26-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2023 |
26-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1276 |
1.1252 |
-0.0024 |
-0.2% |
1.1291 |
| High |
1.1280 |
1.1320 |
0.0040 |
0.4% |
1.1327 |
| Low |
1.1192 |
1.1249 |
0.0057 |
0.5% |
1.1192 |
| Close |
1.1244 |
1.1273 |
0.0029 |
0.3% |
1.1244 |
| Range |
0.0089 |
0.0072 |
-0.0017 |
-19.2% |
0.0135 |
| ATR |
0.0088 |
0.0087 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
17,510 |
17,117 |
-393 |
-2.2% |
72,118 |
|
| Daily Pivots for day following 26-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1495 |
1.1455 |
1.1312 |
|
| R3 |
1.1423 |
1.1384 |
1.1292 |
|
| R2 |
1.1352 |
1.1352 |
1.1286 |
|
| R1 |
1.1312 |
1.1312 |
1.1279 |
1.1332 |
| PP |
1.1280 |
1.1280 |
1.1280 |
1.1290 |
| S1 |
1.1241 |
1.1241 |
1.1266 |
1.1261 |
| S2 |
1.1209 |
1.1209 |
1.1259 |
|
| S3 |
1.1137 |
1.1169 |
1.1253 |
|
| S4 |
1.1066 |
1.1098 |
1.1233 |
|
|
| Weekly Pivots for week ending 23-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1659 |
1.1587 |
1.1318 |
|
| R3 |
1.1524 |
1.1452 |
1.1281 |
|
| R2 |
1.1389 |
1.1389 |
1.1269 |
|
| R1 |
1.1317 |
1.1317 |
1.1256 |
1.1285 |
| PP |
1.1254 |
1.1254 |
1.1254 |
1.1238 |
| S1 |
1.1182 |
1.1182 |
1.1232 |
1.1150 |
| S2 |
1.1119 |
1.1119 |
1.1219 |
|
| S3 |
1.0984 |
1.1047 |
1.1207 |
|
| S4 |
1.0849 |
1.0912 |
1.1170 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1327 |
1.1192 |
0.0135 |
1.2% |
0.0085 |
0.8% |
60% |
False |
False |
17,847 |
| 10 |
1.1341 |
1.1092 |
0.0249 |
2.2% |
0.0097 |
0.9% |
72% |
False |
False |
19,493 |
| 20 |
1.1341 |
1.1070 |
0.0271 |
2.4% |
0.0089 |
0.8% |
75% |
False |
False |
10,852 |
| 40 |
1.1492 |
1.1070 |
0.0422 |
3.7% |
0.0079 |
0.7% |
48% |
False |
False |
5,516 |
| 60 |
1.1492 |
1.1070 |
0.0422 |
3.7% |
0.0069 |
0.6% |
48% |
False |
False |
3,697 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1624 |
|
2.618 |
1.1507 |
|
1.618 |
1.1436 |
|
1.000 |
1.1392 |
|
0.618 |
1.1364 |
|
HIGH |
1.1320 |
|
0.618 |
1.1293 |
|
0.500 |
1.1284 |
|
0.382 |
1.1276 |
|
LOW |
1.1249 |
|
0.618 |
1.1204 |
|
1.000 |
1.1177 |
|
1.618 |
1.1133 |
|
2.618 |
1.1061 |
|
4.250 |
1.0945 |
|
|
| Fisher Pivots for day following 26-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1284 |
1.1268 |
| PP |
1.1280 |
1.1264 |
| S1 |
1.1276 |
1.1259 |
|