CME Swiss Franc Future June 2023
| Trading Metrics calculated at close of trading on 18-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2023 |
18-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1260 |
1.1206 |
-0.0055 |
-0.5% |
1.1138 |
| High |
1.1288 |
1.1244 |
-0.0044 |
-0.4% |
1.1369 |
| Low |
1.1193 |
1.1203 |
0.0010 |
0.1% |
1.1050 |
| Close |
1.1204 |
1.1226 |
0.0022 |
0.2% |
1.1267 |
| Range |
0.0095 |
0.0042 |
-0.0053 |
-56.1% |
0.0319 |
| ATR |
0.0099 |
0.0095 |
-0.0004 |
-4.2% |
0.0000 |
| Volume |
17,495 |
15,522 |
-1,973 |
-11.3% |
106,174 |
|
| Daily Pivots for day following 18-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1349 |
1.1329 |
1.1248 |
|
| R3 |
1.1307 |
1.1287 |
1.1237 |
|
| R2 |
1.1266 |
1.1266 |
1.1233 |
|
| R1 |
1.1246 |
1.1246 |
1.1229 |
1.1256 |
| PP |
1.1224 |
1.1224 |
1.1224 |
1.1229 |
| S1 |
1.1204 |
1.1204 |
1.1222 |
1.1214 |
| S2 |
1.1183 |
1.1183 |
1.1218 |
|
| S3 |
1.1141 |
1.1163 |
1.1214 |
|
| S4 |
1.1100 |
1.1121 |
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 |
1.1153 |
0.0216 |
1.9% |
0.0102 |
0.9% |
34% |
False |
False |
22,967 |
| 10 |
1.1369 |
1.1027 |
0.0342 |
3.0% |
0.0095 |
0.8% |
58% |
False |
False |
20,298 |
| 20 |
1.1369 |
1.0847 |
0.0522 |
4.7% |
0.0091 |
0.8% |
73% |
False |
False |
18,902 |
| 40 |
1.1369 |
1.0714 |
0.0655 |
5.8% |
0.0097 |
0.9% |
78% |
False |
False |
16,486 |
| 60 |
1.1369 |
1.0714 |
0.0655 |
5.8% |
0.0087 |
0.8% |
78% |
False |
False |
11,001 |
| 80 |
1.1369 |
1.0714 |
0.0655 |
5.8% |
0.0083 |
0.7% |
78% |
False |
False |
8,255 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1420 |
|
2.618 |
1.1353 |
|
1.618 |
1.1311 |
|
1.000 |
1.1286 |
|
0.618 |
1.1270 |
|
HIGH |
1.1244 |
|
0.618 |
1.1228 |
|
0.500 |
1.1223 |
|
0.382 |
1.1218 |
|
LOW |
1.1203 |
|
0.618 |
1.1177 |
|
1.000 |
1.1161 |
|
1.618 |
1.1135 |
|
2.618 |
1.1094 |
|
4.250 |
1.1026 |
|
|
| Fisher Pivots for day following 18-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1225 |
1.1276 |
| PP |
1.1224 |
1.1259 |
| S1 |
1.1223 |
1.1242 |
|