CME Swiss Franc Future September 2023
Trading Metrics calculated at close of trading on 28-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2023 |
28-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
1.1265 |
1.1289 |
0.0024 |
0.2% |
1.1291 |
High |
1.1303 |
1.1293 |
-0.0010 |
-0.1% |
1.1327 |
Low |
1.1245 |
1.1223 |
-0.0022 |
-0.2% |
1.1192 |
Close |
1.1296 |
1.1254 |
-0.0042 |
-0.4% |
1.1244 |
Range |
0.0059 |
0.0071 |
0.0012 |
20.5% |
0.0135 |
ATR |
0.0085 |
0.0084 |
-0.0001 |
-1.0% |
0.0000 |
Volume |
15,295 |
15,260 |
-35 |
-0.2% |
72,118 |
|
Daily Pivots for day following 28-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1468 |
1.1431 |
1.1292 |
|
R3 |
1.1397 |
1.1361 |
1.1273 |
|
R2 |
1.1327 |
1.1327 |
1.1266 |
|
R1 |
1.1290 |
1.1290 |
1.1260 |
1.1273 |
PP |
1.1256 |
1.1256 |
1.1256 |
1.1248 |
S1 |
1.1220 |
1.1220 |
1.1247 |
1.1203 |
S2 |
1.1186 |
1.1186 |
1.1241 |
|
S3 |
1.1115 |
1.1149 |
1.1234 |
|
S4 |
1.1045 |
1.1079 |
1.1215 |
|
|
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% |
0.0074 |
0.7% |
46% |
False |
False |
16,998 |
10 |
1.1341 |
1.1148 |
0.0193 |
1.7% |
0.0092 |
0.8% |
55% |
False |
False |
18,598 |
20 |
1.1341 |
1.1070 |
0.0271 |
2.4% |
0.0089 |
0.8% |
68% |
False |
False |
12,369 |
40 |
1.1492 |
1.1070 |
0.0422 |
3.7% |
0.0080 |
0.7% |
43% |
False |
False |
6,263 |
60 |
1.1492 |
1.1070 |
0.0422 |
3.7% |
0.0070 |
0.6% |
43% |
False |
False |
4,206 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1593 |
2.618 |
1.1478 |
1.618 |
1.1407 |
1.000 |
1.1364 |
0.618 |
1.1337 |
HIGH |
1.1293 |
0.618 |
1.1266 |
0.500 |
1.1258 |
0.382 |
1.1249 |
LOW |
1.1223 |
0.618 |
1.1179 |
1.000 |
1.1152 |
1.618 |
1.1108 |
2.618 |
1.1038 |
4.250 |
1.0923 |
|
|
Fisher Pivots for day following 28-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
1.1258 |
1.1271 |
PP |
1.1256 |
1.1265 |
S1 |
1.1255 |
1.1259 |
|