CME Swiss Franc Future December 2023
| Trading Metrics calculated at close of trading on 16-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2023 |
16-May-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1431 |
1.1453 |
0.0022 |
0.2% |
1.1520 |
| High |
1.1431 |
1.1453 |
0.0022 |
0.2% |
1.1530 |
| Low |
1.1431 |
1.1419 |
-0.0012 |
-0.1% |
1.1385 |
| Close |
1.1431 |
1.1419 |
-0.0012 |
-0.1% |
1.1395 |
| Range |
0.0000 |
0.0034 |
0.0034 |
|
0.0145 |
| ATR |
0.0056 |
0.0054 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
0 |
1 |
1 |
|
5 |
|
| Daily Pivots for day following 16-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1531 |
1.1508 |
1.1437 |
|
| R3 |
1.1497 |
1.1475 |
1.1428 |
|
| R2 |
1.1464 |
1.1464 |
1.1425 |
|
| R1 |
1.1441 |
1.1441 |
1.1422 |
1.1436 |
| PP |
1.1430 |
1.1430 |
1.1430 |
1.1427 |
| S1 |
1.1408 |
1.1408 |
1.1416 |
1.1402 |
| S2 |
1.1397 |
1.1397 |
1.1413 |
|
| S3 |
1.1363 |
1.1374 |
1.1410 |
|
| S4 |
1.1330 |
1.1341 |
1.1401 |
|
|
| Weekly Pivots for week ending 12-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1872 |
1.1778 |
1.1475 |
|
| R3 |
1.1727 |
1.1633 |
1.1435 |
|
| R2 |
1.1582 |
1.1582 |
1.1422 |
|
| R1 |
1.1488 |
1.1488 |
1.1408 |
1.1463 |
| PP |
1.1437 |
1.1437 |
1.1437 |
1.1424 |
| S1 |
1.1343 |
1.1343 |
1.1382 |
1.1318 |
| S2 |
1.1292 |
1.1292 |
1.1368 |
|
| S3 |
1.1147 |
1.1198 |
1.1355 |
|
| S4 |
1.1002 |
1.1053 |
1.1315 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1502 |
1.1385 |
0.0117 |
1.0% |
0.0027 |
0.2% |
29% |
False |
False |
|
| 10 |
1.1580 |
1.1385 |
0.0195 |
1.7% |
0.0041 |
0.4% |
17% |
False |
False |
2 |
| 20 |
1.1580 |
1.1385 |
0.0195 |
1.7% |
0.0036 |
0.3% |
17% |
False |
False |
2 |
| 40 |
1.1580 |
1.1119 |
0.0462 |
4.0% |
0.0034 |
0.3% |
65% |
False |
False |
3 |
| 60 |
1.1580 |
1.0937 |
0.0644 |
5.6% |
0.0031 |
0.3% |
75% |
False |
False |
2 |
| 80 |
1.1580 |
1.0937 |
0.0644 |
5.6% |
0.0030 |
0.3% |
75% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1595 |
|
2.618 |
1.1540 |
|
1.618 |
1.1507 |
|
1.000 |
1.1486 |
|
0.618 |
1.1473 |
|
HIGH |
1.1453 |
|
0.618 |
1.1440 |
|
0.500 |
1.1436 |
|
0.382 |
1.1432 |
|
LOW |
1.1419 |
|
0.618 |
1.1398 |
|
1.000 |
1.1386 |
|
1.618 |
1.1365 |
|
2.618 |
1.1331 |
|
4.250 |
1.1277 |
|
|
| Fisher Pivots for day following 16-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1436 |
1.1435 |
| PP |
1.1430 |
1.1430 |
| S1 |
1.1425 |
1.1424 |
|