CME Swiss Franc Future June 2023
| Trading Metrics calculated at close of trading on 31-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2023 |
31-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0981 |
1.1039 |
0.0058 |
0.5% |
1.0981 |
| High |
1.1052 |
1.1063 |
0.0012 |
0.1% |
1.1063 |
| Low |
1.0963 |
1.0987 |
0.0024 |
0.2% |
1.0940 |
| Close |
1.1036 |
1.1031 |
-0.0006 |
0.0% |
1.1031 |
| Range |
0.0089 |
0.0077 |
-0.0012 |
-13.6% |
0.0124 |
| ATR |
0.0097 |
0.0096 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
19,527 |
21,595 |
2,068 |
10.6% |
90,595 |
|
| Daily Pivots for day following 31-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1256 |
1.1220 |
1.1073 |
|
| R3 |
1.1180 |
1.1143 |
1.1052 |
|
| R2 |
1.1103 |
1.1103 |
1.1045 |
|
| R1 |
1.1067 |
1.1067 |
1.1038 |
1.1047 |
| PP |
1.1027 |
1.1027 |
1.1027 |
1.1017 |
| S1 |
1.0990 |
1.0990 |
1.1023 |
1.0970 |
| S2 |
1.0950 |
1.0950 |
1.1016 |
|
| S3 |
1.0874 |
1.0914 |
1.1009 |
|
| S4 |
1.0797 |
1.0837 |
1.0988 |
|
|
| Weekly Pivots for week ending 31-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1382 |
1.1330 |
1.1098 |
|
| R3 |
1.1258 |
1.1206 |
1.1064 |
|
| R2 |
1.1135 |
1.1135 |
1.1053 |
|
| R1 |
1.1083 |
1.1083 |
1.1042 |
1.1109 |
| PP |
1.1011 |
1.1011 |
1.1011 |
1.1024 |
| S1 |
1.0959 |
1.0959 |
1.1019 |
1.0985 |
| S2 |
1.0888 |
1.0888 |
1.1008 |
|
| S3 |
1.0764 |
1.0836 |
1.0997 |
|
| S4 |
1.0641 |
1.0712 |
1.0963 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1063 |
1.0940 |
0.0124 |
1.1% |
0.0078 |
0.7% |
74% |
True |
False |
18,119 |
| 10 |
1.1073 |
1.0847 |
0.0226 |
2.0% |
0.0087 |
0.8% |
81% |
False |
False |
16,821 |
| 20 |
1.1153 |
1.0714 |
0.0439 |
4.0% |
0.0108 |
1.0% |
72% |
False |
False |
21,676 |
| 40 |
1.1153 |
1.0714 |
0.0439 |
4.0% |
0.0091 |
0.8% |
72% |
False |
False |
10,949 |
| 60 |
1.1190 |
1.0714 |
0.0476 |
4.3% |
0.0084 |
0.8% |
66% |
False |
False |
7,306 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1388 |
|
2.618 |
1.1263 |
|
1.618 |
1.1187 |
|
1.000 |
1.1140 |
|
0.618 |
1.1110 |
|
HIGH |
1.1063 |
|
0.618 |
1.1034 |
|
0.500 |
1.1025 |
|
0.382 |
1.1016 |
|
LOW |
1.0987 |
|
0.618 |
1.0939 |
|
1.000 |
1.0910 |
|
1.618 |
1.0863 |
|
2.618 |
1.0786 |
|
4.250 |
1.0661 |
|
|
| Fisher Pivots for day following 31-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1029 |
1.1021 |
| PP |
1.1027 |
1.1011 |
| S1 |
1.1025 |
1.1001 |
|