CME Swiss Franc Future December 2023
| Trading Metrics calculated at close of trading on 31-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2023 |
31-May-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1284 |
1.1250 |
-0.0034 |
-0.3% |
1.1390 |
| High |
1.1284 |
1.1250 |
-0.0034 |
-0.3% |
1.1420 |
| Low |
1.1284 |
1.1180 |
-0.0104 |
-0.9% |
1.1270 |
| Close |
1.1284 |
1.1219 |
-0.0065 |
-0.6% |
1.1304 |
| Range |
0.0000 |
0.0070 |
0.0070 |
|
0.0150 |
| ATR |
0.0051 |
0.0055 |
0.0004 |
7.3% |
0.0000 |
| Volume |
0 |
5 |
5 |
|
10 |
|
| Daily Pivots for day following 31-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1426 |
1.1393 |
1.1258 |
|
| R3 |
1.1356 |
1.1323 |
1.1238 |
|
| R2 |
1.1286 |
1.1286 |
1.1232 |
|
| R1 |
1.1253 |
1.1253 |
1.1225 |
1.1235 |
| PP |
1.1216 |
1.1216 |
1.1216 |
1.1207 |
| S1 |
1.1183 |
1.1183 |
1.1213 |
1.1165 |
| S2 |
1.1146 |
1.1146 |
1.1206 |
|
| S3 |
1.1076 |
1.1113 |
1.1200 |
|
| S4 |
1.1006 |
1.1043 |
1.1181 |
|
|
| 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 |
1.1326 |
1.1180 |
0.0146 |
1.3% |
0.0025 |
0.2% |
27% |
False |
True |
1 |
| 10 |
1.1420 |
1.1180 |
0.0240 |
2.1% |
0.0024 |
0.2% |
16% |
False |
True |
1 |
| 20 |
1.1580 |
1.1180 |
0.0400 |
3.6% |
0.0033 |
0.3% |
10% |
False |
True |
2 |
| 40 |
1.1580 |
1.1180 |
0.0400 |
3.6% |
0.0031 |
0.3% |
10% |
False |
True |
2 |
| 60 |
1.1580 |
1.0944 |
0.0636 |
5.7% |
0.0033 |
0.3% |
43% |
False |
False |
2 |
| 80 |
1.1580 |
1.0937 |
0.0644 |
5.7% |
0.0029 |
0.3% |
44% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1548 |
|
2.618 |
1.1433 |
|
1.618 |
1.1363 |
|
1.000 |
1.1320 |
|
0.618 |
1.1293 |
|
HIGH |
1.1250 |
|
0.618 |
1.1223 |
|
0.500 |
1.1215 |
|
0.382 |
1.1207 |
|
LOW |
1.1180 |
|
0.618 |
1.1137 |
|
1.000 |
1.1110 |
|
1.618 |
1.1067 |
|
2.618 |
1.0997 |
|
4.250 |
1.0883 |
|
|
| Fisher Pivots for day following 31-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1218 |
1.1253 |
| PP |
1.1216 |
1.1242 |
| S1 |
1.1215 |
1.1230 |
|