CME Swiss Franc Future June 2023
| Trading Metrics calculated at close of trading on 23-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2023 |
23-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0951 |
1.1007 |
0.0057 |
0.5% |
1.0994 |
| High |
1.1042 |
1.1073 |
0.0031 |
0.3% |
1.1153 |
| Low |
1.0922 |
1.0996 |
0.0074 |
0.7% |
1.0803 |
| Close |
1.1013 |
1.1019 |
0.0006 |
0.0% |
1.0920 |
| Range |
0.0120 |
0.0077 |
-0.0043 |
-35.8% |
0.0350 |
| ATR |
0.0108 |
0.0106 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
14,819 |
21,451 |
6,632 |
44.8% |
152,560 |
|
| Daily Pivots for day following 23-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1260 |
1.1216 |
1.1061 |
|
| R3 |
1.1183 |
1.1139 |
1.1040 |
|
| R2 |
1.1106 |
1.1106 |
1.1033 |
|
| R1 |
1.1062 |
1.1062 |
1.1026 |
1.1084 |
| PP |
1.1029 |
1.1029 |
1.1029 |
1.1040 |
| S1 |
1.0985 |
1.0985 |
1.1011 |
1.1007 |
| S2 |
1.0952 |
1.0952 |
1.1004 |
|
| S3 |
1.0875 |
1.0908 |
1.0997 |
|
| S4 |
1.0798 |
1.0831 |
1.0976 |
|
|
| Weekly Pivots for week ending 17-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2007 |
1.1813 |
1.1112 |
|
| R3 |
1.1657 |
1.1463 |
1.1016 |
|
| R2 |
1.1308 |
1.1308 |
1.0984 |
|
| R1 |
1.1114 |
1.1114 |
1.0952 |
1.1036 |
| PP |
1.0958 |
1.0958 |
1.0958 |
1.0920 |
| S1 |
1.0764 |
1.0764 |
1.0887 |
1.0687 |
| S2 |
1.0609 |
1.0609 |
1.0855 |
|
| S3 |
1.0259 |
1.0415 |
1.0823 |
|
| S4 |
0.9910 |
1.0065 |
1.0727 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1073 |
1.0847 |
0.0226 |
2.1% |
0.0096 |
0.9% |
76% |
True |
False |
15,903 |
| 10 |
1.1153 |
1.0803 |
0.0350 |
3.2% |
0.0132 |
1.2% |
62% |
False |
False |
25,414 |
| 20 |
1.1153 |
1.0714 |
0.0439 |
4.0% |
0.0109 |
1.0% |
69% |
False |
False |
16,554 |
| 40 |
1.1190 |
1.0714 |
0.0476 |
4.3% |
0.0090 |
0.8% |
64% |
False |
False |
8,294 |
| 60 |
1.1190 |
1.0714 |
0.0476 |
4.3% |
0.0082 |
0.7% |
64% |
False |
False |
5,535 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1400 |
|
2.618 |
1.1274 |
|
1.618 |
1.1197 |
|
1.000 |
1.1150 |
|
0.618 |
1.1120 |
|
HIGH |
1.1073 |
|
0.618 |
1.1043 |
|
0.500 |
1.1034 |
|
0.382 |
1.1025 |
|
LOW |
1.0996 |
|
0.618 |
1.0948 |
|
1.000 |
1.0919 |
|
1.618 |
1.0871 |
|
2.618 |
1.0794 |
|
4.250 |
1.0668 |
|
|
| Fisher Pivots for day following 23-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1034 |
1.0999 |
| PP |
1.1029 |
1.0979 |
| S1 |
1.1024 |
1.0960 |
|