CME Swiss Franc Future June 2023
| Trading Metrics calculated at close of trading on 29-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2023 |
29-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1021 |
1.0970 |
-0.0051 |
-0.5% |
1.0926 |
| High |
1.1043 |
1.1010 |
-0.0033 |
-0.3% |
1.1073 |
| Low |
1.0941 |
1.0940 |
-0.0001 |
0.0% |
1.0847 |
| Close |
1.0976 |
1.0980 |
0.0004 |
0.0% |
1.0975 |
| Range |
0.0103 |
0.0071 |
-0.0032 |
-31.2% |
0.0226 |
| ATR |
0.0100 |
0.0098 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
22,688 |
16,071 |
-6,617 |
-29.2% |
77,620 |
|
| Daily Pivots for day following 29-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1188 |
1.1155 |
1.1019 |
|
| R3 |
1.1118 |
1.1084 |
1.0999 |
|
| R2 |
1.1047 |
1.1047 |
1.0993 |
|
| R1 |
1.1014 |
1.1014 |
1.0986 |
1.1030 |
| PP |
1.0977 |
1.0977 |
1.0977 |
1.0985 |
| S1 |
1.0943 |
1.0943 |
1.0974 |
1.0960 |
| S2 |
1.0906 |
1.0906 |
1.0967 |
|
| S3 |
1.0836 |
1.0873 |
1.0961 |
|
| S4 |
1.0765 |
1.0802 |
1.0941 |
|
|
| Weekly Pivots for week ending 24-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1643 |
1.1535 |
1.1099 |
|
| R3 |
1.1417 |
1.1309 |
1.1037 |
|
| R2 |
1.1191 |
1.1191 |
1.1016 |
|
| R1 |
1.1083 |
1.1083 |
1.0996 |
1.1137 |
| PP |
1.0965 |
1.0965 |
1.0965 |
1.0992 |
| S1 |
1.0857 |
1.0857 |
1.0954 |
1.0911 |
| S2 |
1.0739 |
1.0739 |
1.0934 |
|
| S3 |
1.0513 |
1.0631 |
1.0913 |
|
| S4 |
1.0287 |
1.0405 |
1.0851 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1073 |
1.0940 |
0.0133 |
1.2% |
0.0075 |
0.7% |
30% |
False |
True |
17,328 |
| 10 |
1.1073 |
1.0803 |
0.0270 |
2.5% |
0.0092 |
0.8% |
66% |
False |
False |
17,481 |
| 20 |
1.1153 |
1.0714 |
0.0439 |
4.0% |
0.0106 |
1.0% |
61% |
False |
False |
19,725 |
| 40 |
1.1190 |
1.0714 |
0.0476 |
4.3% |
0.0091 |
0.8% |
56% |
False |
False |
9,923 |
| 60 |
1.1190 |
1.0714 |
0.0476 |
4.3% |
0.0085 |
0.8% |
56% |
False |
False |
6,621 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1310 |
|
2.618 |
1.1195 |
|
1.618 |
1.1124 |
|
1.000 |
1.1081 |
|
0.618 |
1.1054 |
|
HIGH |
1.1010 |
|
0.618 |
1.0983 |
|
0.500 |
1.0975 |
|
0.382 |
1.0966 |
|
LOW |
1.0940 |
|
0.618 |
1.0896 |
|
1.000 |
1.0869 |
|
1.618 |
1.0825 |
|
2.618 |
1.0755 |
|
4.250 |
1.0640 |
|
|
| Fisher Pivots for day following 29-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0978 |
1.0991 |
| PP |
1.0977 |
1.0988 |
| S1 |
1.0975 |
1.0984 |
|