CME Swiss Franc Future June 2023
| Trading Metrics calculated at close of trading on 21-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2023 |
21-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1218 |
1.1278 |
0.0060 |
0.5% |
1.1260 |
| High |
1.1284 |
1.1298 |
0.0015 |
0.1% |
1.1298 |
| Low |
1.1206 |
1.1239 |
0.0033 |
0.3% |
1.1182 |
| Close |
1.1267 |
1.1268 |
0.0001 |
0.0% |
1.1268 |
| Range |
0.0078 |
0.0059 |
-0.0019 |
-23.9% |
0.0116 |
| ATR |
0.0091 |
0.0089 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
18,178 |
17,170 |
-1,008 |
-5.5% |
83,813 |
|
| Daily Pivots for day following 21-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1445 |
1.1415 |
1.1300 |
|
| R3 |
1.1386 |
1.1356 |
1.1284 |
|
| R2 |
1.1327 |
1.1327 |
1.1278 |
|
| R1 |
1.1297 |
1.1297 |
1.1273 |
1.1283 |
| PP |
1.1268 |
1.1268 |
1.1268 |
1.1261 |
| S1 |
1.1238 |
1.1238 |
1.1262 |
1.1224 |
| S2 |
1.1209 |
1.1209 |
1.1257 |
|
| S3 |
1.1150 |
1.1179 |
1.1251 |
|
| S4 |
1.1091 |
1.1120 |
1.1235 |
|
|
| Weekly Pivots for week ending 21-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1597 |
1.1548 |
1.1331 |
|
| R3 |
1.1481 |
1.1432 |
1.1299 |
|
| R2 |
1.1365 |
1.1365 |
1.1289 |
|
| R1 |
1.1316 |
1.1316 |
1.1278 |
1.1341 |
| PP |
1.1249 |
1.1249 |
1.1249 |
1.1261 |
| S1 |
1.1200 |
1.1200 |
1.1257 |
1.1225 |
| S2 |
1.1133 |
1.1133 |
1.1246 |
|
| S3 |
1.1017 |
1.1084 |
1.1236 |
|
| S4 |
1.0901 |
1.0968 |
1.1204 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1298 |
1.1182 |
0.0116 |
1.0% |
0.0066 |
0.6% |
74% |
True |
False |
16,762 |
| 10 |
1.1369 |
1.1050 |
0.0319 |
2.8% |
0.0089 |
0.8% |
68% |
False |
False |
18,998 |
| 20 |
1.1369 |
1.0940 |
0.0429 |
3.8% |
0.0085 |
0.8% |
76% |
False |
False |
18,953 |
| 40 |
1.1369 |
1.0714 |
0.0655 |
5.8% |
0.0097 |
0.9% |
85% |
False |
False |
17,753 |
| 60 |
1.1369 |
1.0714 |
0.0655 |
5.8% |
0.0088 |
0.8% |
85% |
False |
False |
11,847 |
| 80 |
1.1369 |
1.0714 |
0.0655 |
5.8% |
0.0083 |
0.7% |
85% |
False |
False |
8,889 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1549 |
|
2.618 |
1.1452 |
|
1.618 |
1.1393 |
|
1.000 |
1.1357 |
|
0.618 |
1.1334 |
|
HIGH |
1.1298 |
|
0.618 |
1.1275 |
|
0.500 |
1.1269 |
|
0.382 |
1.1262 |
|
LOW |
1.1239 |
|
0.618 |
1.1203 |
|
1.000 |
1.1180 |
|
1.618 |
1.1144 |
|
2.618 |
1.1085 |
|
4.250 |
1.0988 |
|
|
| Fisher Pivots for day following 21-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1269 |
1.1258 |
| PP |
1.1268 |
1.1249 |
| S1 |
1.1268 |
1.1240 |
|