CME Swiss Franc Future June 2023
| Trading Metrics calculated at close of trading on 01-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2023 |
01-May-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1244 |
1.1247 |
0.0003 |
0.0% |
1.1278 |
| High |
1.1304 |
1.1279 |
-0.0025 |
-0.2% |
1.1366 |
| Low |
1.1205 |
1.1214 |
0.0009 |
0.1% |
1.1203 |
| Close |
1.1251 |
1.1222 |
-0.0029 |
-0.3% |
1.1251 |
| Range |
0.0099 |
0.0066 |
-0.0034 |
-33.8% |
0.0163 |
| ATR |
0.0089 |
0.0087 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
25,801 |
12,743 |
-13,058 |
-50.6% |
114,370 |
|
| Daily Pivots for day following 01-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1435 |
1.1394 |
1.1258 |
|
| R3 |
1.1369 |
1.1328 |
1.1240 |
|
| R2 |
1.1304 |
1.1304 |
1.1234 |
|
| R1 |
1.1263 |
1.1263 |
1.1228 |
1.1251 |
| PP |
1.1238 |
1.1238 |
1.1238 |
1.1232 |
| S1 |
1.1197 |
1.1197 |
1.1216 |
1.1185 |
| S2 |
1.1173 |
1.1173 |
1.1210 |
|
| S3 |
1.1107 |
1.1132 |
1.1204 |
|
| S4 |
1.1042 |
1.1066 |
1.1186 |
|
|
| Weekly Pivots for week ending 28-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1762 |
1.1669 |
1.1340 |
|
| R3 |
1.1599 |
1.1506 |
1.1295 |
|
| R2 |
1.1436 |
1.1436 |
1.1280 |
|
| R1 |
1.1343 |
1.1343 |
1.1265 |
1.1308 |
| PP |
1.1273 |
1.1273 |
1.1273 |
1.1256 |
| S1 |
1.1180 |
1.1180 |
1.1236 |
1.1145 |
| S2 |
1.1110 |
1.1110 |
1.1221 |
|
| S3 |
1.0947 |
1.1017 |
1.1206 |
|
| S4 |
1.0784 |
1.0854 |
1.1161 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1366 |
1.1203 |
0.0163 |
1.5% |
0.0088 |
0.8% |
12% |
False |
False |
22,122 |
| 10 |
1.1366 |
1.1182 |
0.0184 |
1.6% |
0.0074 |
0.7% |
22% |
False |
False |
19,343 |
| 20 |
1.1369 |
1.0964 |
0.0405 |
3.6% |
0.0087 |
0.8% |
64% |
False |
False |
19,993 |
| 40 |
1.1369 |
1.0714 |
0.0655 |
5.8% |
0.0098 |
0.9% |
78% |
False |
False |
20,834 |
| 60 |
1.1369 |
1.0714 |
0.0655 |
5.8% |
0.0089 |
0.8% |
78% |
False |
False |
13,964 |
| 80 |
1.1369 |
1.0714 |
0.0655 |
5.8% |
0.0085 |
0.8% |
78% |
False |
False |
10,478 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1557 |
|
2.618 |
1.1450 |
|
1.618 |
1.1385 |
|
1.000 |
1.1345 |
|
0.618 |
1.1319 |
|
HIGH |
1.1279 |
|
0.618 |
1.1254 |
|
0.500 |
1.1246 |
|
0.382 |
1.1239 |
|
LOW |
1.1214 |
|
0.618 |
1.1173 |
|
1.000 |
1.1148 |
|
1.618 |
1.1108 |
|
2.618 |
1.1042 |
|
4.250 |
1.0935 |
|
|
| Fisher Pivots for day following 01-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1246 |
1.1254 |
| PP |
1.1238 |
1.1243 |
| S1 |
1.1230 |
1.1233 |
|