CME Swiss Franc Future December 2023
| Trading Metrics calculated at close of trading on 29-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2023 |
29-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1342 |
1.1331 |
-0.0011 |
-0.1% |
1.1376 |
| High |
1.1362 |
1.1331 |
-0.0031 |
-0.3% |
1.1408 |
| Low |
1.1342 |
1.1317 |
-0.0025 |
-0.2% |
1.1309 |
| Close |
1.1362 |
1.1317 |
-0.0046 |
-0.4% |
1.1353 |
| Range |
0.0021 |
0.0015 |
-0.0006 |
-29.3% |
0.0099 |
| ATR |
0.0066 |
0.0064 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
18 |
33 |
15 |
83.3% |
56 |
|
| Daily Pivots for day following 29-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1365 |
1.1355 |
1.1324 |
|
| R3 |
1.1350 |
1.1341 |
1.1320 |
|
| R2 |
1.1336 |
1.1336 |
1.1319 |
|
| R1 |
1.1326 |
1.1326 |
1.1318 |
1.1324 |
| PP |
1.1321 |
1.1321 |
1.1321 |
1.1320 |
| S1 |
1.1312 |
1.1312 |
1.1315 |
1.1309 |
| S2 |
1.1307 |
1.1307 |
1.1314 |
|
| S3 |
1.1292 |
1.1297 |
1.1313 |
|
| S4 |
1.1278 |
1.1283 |
1.1309 |
|
|
| Weekly Pivots for week ending 23-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1652 |
1.1601 |
1.1407 |
|
| R3 |
1.1553 |
1.1502 |
1.1380 |
|
| R2 |
1.1455 |
1.1455 |
1.1371 |
|
| R1 |
1.1404 |
1.1404 |
1.1362 |
1.1380 |
| PP |
1.1356 |
1.1356 |
1.1356 |
1.1345 |
| S1 |
1.1305 |
1.1305 |
1.1343 |
1.1282 |
| S2 |
1.1258 |
1.1258 |
1.1334 |
|
| S3 |
1.1159 |
1.1207 |
1.1325 |
|
| S4 |
1.1061 |
1.1108 |
1.1298 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1420 |
1.1309 |
0.0111 |
1.0% |
0.0040 |
0.3% |
7% |
False |
False |
108 |
| 10 |
1.1437 |
1.1260 |
0.0177 |
1.6% |
0.0055 |
0.5% |
32% |
False |
False |
62 |
| 20 |
1.1437 |
1.1200 |
0.0237 |
2.1% |
0.0049 |
0.4% |
49% |
False |
False |
52 |
| 40 |
1.1580 |
1.1180 |
0.0400 |
3.5% |
0.0041 |
0.4% |
34% |
False |
False |
27 |
| 60 |
1.1580 |
1.1180 |
0.0400 |
3.5% |
0.0037 |
0.3% |
34% |
False |
False |
19 |
| 80 |
1.1580 |
1.0944 |
0.0636 |
5.6% |
0.0037 |
0.3% |
59% |
False |
False |
14 |
| 100 |
1.1580 |
1.0937 |
0.0644 |
5.7% |
0.0033 |
0.3% |
59% |
False |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1393 |
|
2.618 |
1.1369 |
|
1.618 |
1.1354 |
|
1.000 |
1.1346 |
|
0.618 |
1.1340 |
|
HIGH |
1.1331 |
|
0.618 |
1.1325 |
|
0.500 |
1.1324 |
|
0.382 |
1.1322 |
|
LOW |
1.1317 |
|
0.618 |
1.1308 |
|
1.000 |
1.1302 |
|
1.618 |
1.1293 |
|
2.618 |
1.1279 |
|
4.250 |
1.1255 |
|
|
| Fisher Pivots for day following 29-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1324 |
1.1360 |
| PP |
1.1321 |
1.1346 |
| S1 |
1.1319 |
1.1331 |
|