CME Swiss Franc Future December 2023
Trading Metrics calculated at close of trading on 30-May-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2023 |
30-May-2023 |
Change |
Change % |
Previous Week |
Open |
1.1304 |
1.1284 |
-0.0020 |
-0.2% |
1.1390 |
High |
1.1326 |
1.1284 |
-0.0043 |
-0.4% |
1.1420 |
Low |
1.1270 |
1.1284 |
0.0014 |
0.1% |
1.1270 |
Close |
1.1304 |
1.1284 |
-0.0020 |
-0.2% |
1.1304 |
Range |
0.0056 |
0.0000 |
-0.0056 |
-100.0% |
0.0150 |
ATR |
0.0053 |
0.0051 |
-0.0002 |
-4.5% |
0.0000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1284 |
1.1284 |
1.1284 |
|
R3 |
1.1284 |
1.1284 |
1.1284 |
|
R2 |
1.1284 |
1.1284 |
1.1284 |
|
R1 |
1.1284 |
1.1284 |
1.1284 |
1.1284 |
PP |
1.1284 |
1.1284 |
1.1284 |
1.1284 |
S1 |
1.1284 |
1.1284 |
1.1284 |
1.1284 |
S2 |
1.1284 |
1.1284 |
1.1284 |
|
S3 |
1.1284 |
1.1284 |
1.1284 |
|
S4 |
1.1284 |
1.1284 |
1.1284 |
|
|
Weekly Pivots for week ending 26-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1781 |
1.1692 |
1.1386 |
|
R3 |
1.1631 |
1.1542 |
1.1345 |
|
R2 |
1.1481 |
1.1481 |
1.1331 |
|
R1 |
1.1392 |
1.1392 |
1.1317 |
1.1362 |
PP |
1.1331 |
1.1331 |
1.1331 |
1.1316 |
S1 |
1.1242 |
1.1242 |
1.1290 |
1.1212 |
S2 |
1.1181 |
1.1181 |
1.1276 |
|
S3 |
1.1031 |
1.1092 |
1.1262 |
|
S4 |
1.0881 |
1.0942 |
1.1221 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1348 |
1.1270 |
0.0078 |
0.7% |
0.0011 |
0.1% |
17% |
False |
False |
|
10 |
1.1453 |
1.1270 |
0.0183 |
1.6% |
0.0021 |
0.2% |
7% |
False |
False |
1 |
20 |
1.1580 |
1.1270 |
0.0310 |
2.7% |
0.0029 |
0.3% |
4% |
False |
False |
1 |
40 |
1.1580 |
1.1240 |
0.0340 |
3.0% |
0.0032 |
0.3% |
13% |
False |
False |
3 |
60 |
1.1580 |
1.0937 |
0.0644 |
5.7% |
0.0032 |
0.3% |
54% |
False |
False |
2 |
80 |
1.1580 |
1.0937 |
0.0644 |
5.7% |
0.0028 |
0.2% |
54% |
False |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1284 |
2.618 |
1.1284 |
1.618 |
1.1284 |
1.000 |
1.1284 |
0.618 |
1.1284 |
HIGH |
1.1284 |
0.618 |
1.1284 |
0.500 |
1.1284 |
0.382 |
1.1284 |
LOW |
1.1284 |
0.618 |
1.1284 |
1.000 |
1.1284 |
1.618 |
1.1284 |
2.618 |
1.1284 |
4.250 |
1.1284 |
|
|
Fisher Pivots for day following 30-May-2023 |
Pivot |
1 day |
3 day |
R1 |
1.1284 |
1.1298 |
PP |
1.1284 |
1.1293 |
S1 |
1.1284 |
1.1288 |
|