CME Swiss Franc Future December 2023
| Trading Metrics calculated at close of trading on 22-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2023 |
22-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1377 |
1.1404 |
0.0027 |
0.2% |
1.1250 |
| High |
1.1408 |
1.1406 |
-0.0002 |
0.0% |
1.1437 |
| Low |
1.1377 |
1.1367 |
-0.0011 |
-0.1% |
1.1200 |
| Close |
1.1408 |
1.1367 |
-0.0041 |
-0.4% |
1.1400 |
| Range |
0.0031 |
0.0040 |
0.0009 |
29.5% |
0.0237 |
| ATR |
0.0070 |
0.0068 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
3 |
28 |
25 |
833.3% |
422 |
|
| Daily Pivots for day following 22-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1498 |
1.1472 |
1.1388 |
|
| R3 |
1.1459 |
1.1432 |
1.1377 |
|
| R2 |
1.1419 |
1.1419 |
1.1374 |
|
| R1 |
1.1393 |
1.1393 |
1.1370 |
1.1386 |
| PP |
1.1380 |
1.1380 |
1.1380 |
1.1376 |
| S1 |
1.1353 |
1.1353 |
1.1363 |
1.1347 |
| S2 |
1.1340 |
1.1340 |
1.1359 |
|
| S3 |
1.1301 |
1.1314 |
1.1356 |
|
| S4 |
1.1261 |
1.1274 |
1.1345 |
|
|
| Weekly Pivots for week ending 16-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2057 |
1.1965 |
1.1530 |
|
| R3 |
1.1820 |
1.1728 |
1.1465 |
|
| R2 |
1.1583 |
1.1583 |
1.1443 |
|
| R1 |
1.1491 |
1.1491 |
1.1422 |
1.1537 |
| PP |
1.1346 |
1.1346 |
1.1346 |
1.1369 |
| S1 |
1.1254 |
1.1254 |
1.1378 |
1.1300 |
| S2 |
1.1109 |
1.1109 |
1.1357 |
|
| S3 |
1.0872 |
1.1017 |
1.1335 |
|
| S4 |
1.0635 |
1.0780 |
1.1270 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1437 |
1.1260 |
0.0177 |
1.6% |
0.0071 |
0.6% |
60% |
False |
False |
16 |
| 10 |
1.1437 |
1.1200 |
0.0237 |
2.1% |
0.0062 |
0.5% |
70% |
False |
False |
47 |
| 20 |
1.1437 |
1.1180 |
0.0257 |
2.3% |
0.0046 |
0.4% |
73% |
False |
False |
25 |
| 40 |
1.1580 |
1.1180 |
0.0400 |
3.5% |
0.0040 |
0.4% |
47% |
False |
False |
13 |
| 60 |
1.1580 |
1.1137 |
0.0443 |
3.9% |
0.0038 |
0.3% |
52% |
False |
False |
10 |
| 80 |
1.1580 |
1.0937 |
0.0644 |
5.7% |
0.0035 |
0.3% |
67% |
False |
False |
8 |
| 100 |
1.1580 |
1.0937 |
0.0644 |
5.7% |
0.0033 |
0.3% |
67% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1574 |
|
2.618 |
1.1509 |
|
1.618 |
1.1470 |
|
1.000 |
1.1446 |
|
0.618 |
1.1430 |
|
HIGH |
1.1406 |
|
0.618 |
1.1391 |
|
0.500 |
1.1386 |
|
0.382 |
1.1382 |
|
LOW |
1.1367 |
|
0.618 |
1.1342 |
|
1.000 |
1.1327 |
|
1.618 |
1.1303 |
|
2.618 |
1.1263 |
|
4.250 |
1.1199 |
|
|
| Fisher Pivots for day following 22-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1386 |
1.1366 |
| PP |
1.1380 |
1.1365 |
| S1 |
1.1373 |
1.1364 |
|