CME Swiss Franc Future June 2023
| Trading Metrics calculated at close of trading on 08-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2023 |
08-May-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1346 |
1.1285 |
-0.0061 |
-0.5% |
1.1247 |
| High |
1.1375 |
1.1330 |
-0.0045 |
-0.4% |
1.1394 |
| Low |
1.1196 |
1.1274 |
0.0078 |
0.7% |
1.1177 |
| Close |
1.1286 |
1.1295 |
0.0009 |
0.1% |
1.1286 |
| Range |
0.0179 |
0.0057 |
-0.0122 |
-68.3% |
0.0217 |
| ATR |
0.0097 |
0.0094 |
-0.0003 |
-3.0% |
0.0000 |
| Volume |
24,705 |
15,830 |
-8,875 |
-35.9% |
103,846 |
|
| Daily Pivots for day following 08-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1469 |
1.1438 |
1.1326 |
|
| R3 |
1.1412 |
1.1382 |
1.1310 |
|
| R2 |
1.1356 |
1.1356 |
1.1305 |
|
| R1 |
1.1325 |
1.1325 |
1.1300 |
1.1341 |
| PP |
1.1299 |
1.1299 |
1.1299 |
1.1307 |
| S1 |
1.1269 |
1.1269 |
1.1289 |
1.1284 |
| S2 |
1.1243 |
1.1243 |
1.1284 |
|
| S3 |
1.1186 |
1.1212 |
1.1279 |
|
| S4 |
1.1130 |
1.1156 |
1.1263 |
|
|
| Weekly Pivots for week ending 05-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1937 |
1.1828 |
1.1405 |
|
| R3 |
1.1720 |
1.1611 |
1.1345 |
|
| R2 |
1.1503 |
1.1503 |
1.1325 |
|
| R1 |
1.1394 |
1.1394 |
1.1305 |
1.1448 |
| PP |
1.1286 |
1.1286 |
1.1286 |
1.1313 |
| S1 |
1.1177 |
1.1177 |
1.1266 |
1.1231 |
| S2 |
1.1069 |
1.1069 |
1.1246 |
|
| S3 |
1.0852 |
1.0960 |
1.1226 |
|
| S4 |
1.0635 |
1.0743 |
1.1166 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1394 |
1.1177 |
0.0217 |
1.9% |
0.0109 |
1.0% |
54% |
False |
False |
21,386 |
| 10 |
1.1394 |
1.1177 |
0.0217 |
1.9% |
0.0098 |
0.9% |
54% |
False |
False |
21,754 |
| 20 |
1.1394 |
1.1078 |
0.0316 |
2.8% |
0.0092 |
0.8% |
69% |
False |
False |
20,708 |
| 40 |
1.1394 |
1.0803 |
0.0591 |
5.2% |
0.0097 |
0.9% |
83% |
False |
False |
20,689 |
| 60 |
1.1394 |
1.0714 |
0.0680 |
6.0% |
0.0092 |
0.8% |
85% |
False |
False |
15,743 |
| 80 |
1.1394 |
1.0714 |
0.0680 |
6.0% |
0.0087 |
0.8% |
85% |
False |
False |
11,813 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1570 |
|
2.618 |
1.1478 |
|
1.618 |
1.1421 |
|
1.000 |
1.1387 |
|
0.618 |
1.1365 |
|
HIGH |
1.1330 |
|
0.618 |
1.1308 |
|
0.500 |
1.1302 |
|
0.382 |
1.1295 |
|
LOW |
1.1274 |
|
0.618 |
1.1239 |
|
1.000 |
1.1217 |
|
1.618 |
1.1182 |
|
2.618 |
1.1126 |
|
4.250 |
1.1033 |
|
|
| Fisher Pivots for day following 08-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1302 |
1.1295 |
| PP |
1.1299 |
1.1295 |
| S1 |
1.1297 |
1.1295 |
|