CME Swiss Franc Future June 2023
| Trading Metrics calculated at close of trading on 14-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2023 |
14-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1244 |
1.1324 |
0.0080 |
0.7% |
1.1138 |
| High |
1.1369 |
1.1358 |
-0.0011 |
-0.1% |
1.1369 |
| Low |
1.1224 |
1.1242 |
0.0018 |
0.2% |
1.1050 |
| Close |
1.1343 |
1.1267 |
-0.0076 |
-0.7% |
1.1267 |
| Range |
0.0145 |
0.0117 |
-0.0029 |
-19.7% |
0.0319 |
| ATR |
0.0098 |
0.0100 |
0.0001 |
1.3% |
0.0000 |
| Volume |
28,630 |
26,672 |
-1,958 |
-6.8% |
106,174 |
|
| Daily Pivots for day following 14-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1638 |
1.1569 |
1.1331 |
|
| R3 |
1.1522 |
1.1453 |
1.1299 |
|
| R2 |
1.1405 |
1.1405 |
1.1288 |
|
| R1 |
1.1336 |
1.1336 |
1.1278 |
1.1313 |
| PP |
1.1289 |
1.1289 |
1.1289 |
1.1277 |
| S1 |
1.1220 |
1.1220 |
1.1256 |
1.1196 |
| S2 |
1.1172 |
1.1172 |
1.1246 |
|
| S3 |
1.1056 |
1.1103 |
1.1235 |
|
| S4 |
1.0939 |
1.0987 |
1.1203 |
|
|
| Weekly Pivots for week ending 14-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2185 |
1.2045 |
1.1442 |
|
| R3 |
1.1866 |
1.1726 |
1.1355 |
|
| R2 |
1.1547 |
1.1547 |
1.1325 |
|
| R1 |
1.1407 |
1.1407 |
1.1296 |
1.1477 |
| PP |
1.1228 |
1.1228 |
1.1228 |
1.1263 |
| S1 |
1.1088 |
1.1088 |
1.1238 |
1.1158 |
| S2 |
1.0909 |
1.0909 |
1.1209 |
|
| S3 |
1.0590 |
1.0769 |
1.1179 |
|
| S4 |
1.0271 |
1.0450 |
1.1092 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1369 |
1.1050 |
0.0319 |
2.8% |
0.0112 |
1.0% |
68% |
False |
False |
21,234 |
| 10 |
1.1369 |
1.0964 |
0.0405 |
3.6% |
0.0099 |
0.9% |
75% |
False |
False |
21,053 |
| 20 |
1.1369 |
1.0847 |
0.0522 |
4.6% |
0.0093 |
0.8% |
81% |
False |
False |
18,738 |
| 40 |
1.1369 |
1.0714 |
0.0655 |
5.8% |
0.0097 |
0.9% |
84% |
False |
False |
15,664 |
| 60 |
1.1369 |
1.0714 |
0.0655 |
5.8% |
0.0087 |
0.8% |
84% |
False |
False |
10,452 |
| 80 |
1.1369 |
1.0714 |
0.0655 |
5.8% |
0.0082 |
0.7% |
84% |
False |
False |
7,842 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1853 |
|
2.618 |
1.1663 |
|
1.618 |
1.1546 |
|
1.000 |
1.1475 |
|
0.618 |
1.1430 |
|
HIGH |
1.1358 |
|
0.618 |
1.1313 |
|
0.500 |
1.1300 |
|
0.382 |
1.1286 |
|
LOW |
1.1242 |
|
0.618 |
1.1170 |
|
1.000 |
1.1125 |
|
1.618 |
1.1053 |
|
2.618 |
1.0937 |
|
4.250 |
1.0746 |
|
|
| Fisher Pivots for day following 14-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1300 |
1.1265 |
| PP |
1.1289 |
1.1263 |
| S1 |
1.1278 |
1.1261 |
|