CME Swiss Franc Future June 2023
| Trading Metrics calculated at close of trading on 05-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2023 |
05-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0968 |
1.0878 |
-0.0090 |
-0.8% |
1.0971 |
| High |
1.0990 |
1.0878 |
-0.0112 |
-1.0% |
1.1057 |
| Low |
1.0949 |
1.0870 |
-0.0079 |
-0.7% |
1.0962 |
| Close |
1.0949 |
1.0870 |
-0.0079 |
-0.7% |
1.1013 |
| Range |
0.0041 |
0.0008 |
-0.0033 |
-80.5% |
0.0095 |
| ATR |
0.0000 |
0.0072 |
0.0072 |
|
0.0000 |
| Volume |
5 |
2 |
-3 |
-60.0% |
12 |
|
| Daily Pivots for day following 05-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0897 |
1.0891 |
1.0874 |
|
| R3 |
1.0889 |
1.0883 |
1.0872 |
|
| R2 |
1.0881 |
1.0881 |
1.0871 |
|
| R1 |
1.0875 |
1.0875 |
1.0871 |
1.0874 |
| PP |
1.0873 |
1.0873 |
1.0873 |
1.0872 |
| S1 |
1.0867 |
1.0867 |
1.0869 |
1.0866 |
| S2 |
1.0865 |
1.0865 |
1.0869 |
|
| S3 |
1.0857 |
1.0859 |
1.0868 |
|
| S4 |
1.0849 |
1.0851 |
1.0866 |
|
|
| Weekly Pivots for week ending 30-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1296 |
1.1249 |
1.1065 |
|
| R3 |
1.1201 |
1.1154 |
1.1039 |
|
| R2 |
1.1106 |
1.1106 |
1.1030 |
|
| R1 |
1.1059 |
1.1059 |
1.1021 |
1.1082 |
| PP |
1.1011 |
1.1011 |
1.1011 |
1.1022 |
| S1 |
1.0964 |
1.0964 |
1.1004 |
1.0987 |
| S2 |
1.0916 |
1.0916 |
1.0995 |
|
| S3 |
1.0821 |
1.0869 |
1.0986 |
|
| S4 |
1.0726 |
1.0774 |
1.0960 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0912 |
|
2.618 |
1.0899 |
|
1.618 |
1.0891 |
|
1.000 |
1.0886 |
|
0.618 |
1.0883 |
|
HIGH |
1.0878 |
|
0.618 |
1.0875 |
|
0.500 |
1.0874 |
|
0.382 |
1.0873 |
|
LOW |
1.0870 |
|
0.618 |
1.0865 |
|
1.000 |
1.0862 |
|
1.618 |
1.0857 |
|
2.618 |
1.0849 |
|
4.250 |
1.0836 |
|
|
| Fisher Pivots for day following 05-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0874 |
1.0923 |
| PP |
1.0873 |
1.0906 |
| S1 |
1.0871 |
1.0888 |
|