CME Swiss Franc Future June 2023
| Trading Metrics calculated at close of trading on 19-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2023 |
19-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1206 |
1.1233 |
0.0027 |
0.2% |
1.1138 |
| High |
1.1244 |
1.1238 |
-0.0006 |
-0.1% |
1.1369 |
| Low |
1.1203 |
1.1182 |
-0.0021 |
-0.2% |
1.1050 |
| Close |
1.1226 |
1.1217 |
-0.0009 |
-0.1% |
1.1267 |
| Range |
0.0042 |
0.0056 |
0.0015 |
34.9% |
0.0319 |
| ATR |
0.0095 |
0.0092 |
-0.0003 |
-2.9% |
0.0000 |
| Volume |
15,522 |
15,448 |
-74 |
-0.5% |
106,174 |
|
| Daily Pivots for day following 19-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1380 |
1.1354 |
1.1247 |
|
| R3 |
1.1324 |
1.1298 |
1.1232 |
|
| R2 |
1.1268 |
1.1268 |
1.1227 |
|
| R1 |
1.1242 |
1.1242 |
1.1222 |
1.1227 |
| PP |
1.1212 |
1.1212 |
1.1212 |
1.1205 |
| S1 |
1.1186 |
1.1186 |
1.1211 |
1.1171 |
| S2 |
1.1156 |
1.1156 |
1.1206 |
|
| S3 |
1.1100 |
1.1130 |
1.1201 |
|
| S4 |
1.1044 |
1.1074 |
1.1186 |
|
|
| 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 |
1.1182 |
0.0187 |
1.7% |
0.0091 |
0.8% |
18% |
False |
True |
20,753 |
| 10 |
1.1369 |
1.1050 |
0.0319 |
2.8% |
0.0090 |
0.8% |
52% |
False |
False |
18,969 |
| 20 |
1.1369 |
1.0922 |
0.0447 |
4.0% |
0.0088 |
0.8% |
66% |
False |
False |
18,999 |
| 40 |
1.1369 |
1.0714 |
0.0655 |
5.8% |
0.0097 |
0.9% |
77% |
False |
False |
16,871 |
| 60 |
1.1369 |
1.0714 |
0.0655 |
5.8% |
0.0088 |
0.8% |
77% |
False |
False |
11,259 |
| 80 |
1.1369 |
1.0714 |
0.0655 |
5.8% |
0.0083 |
0.7% |
77% |
False |
False |
8,448 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1476 |
|
2.618 |
1.1385 |
|
1.618 |
1.1329 |
|
1.000 |
1.1294 |
|
0.618 |
1.1273 |
|
HIGH |
1.1238 |
|
0.618 |
1.1217 |
|
0.500 |
1.1210 |
|
0.382 |
1.1203 |
|
LOW |
1.1182 |
|
0.618 |
1.1147 |
|
1.000 |
1.1126 |
|
1.618 |
1.1091 |
|
2.618 |
1.1035 |
|
4.250 |
1.0944 |
|
|
| Fisher Pivots for day following 19-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1214 |
1.1235 |
| PP |
1.1212 |
1.1229 |
| S1 |
1.1210 |
1.1223 |
|