CME Swiss Franc Future June 2023
| Trading Metrics calculated at close of trading on 30-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2023 |
30-May-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1068 |
1.1073 |
0.0005 |
0.0% |
1.1158 |
| High |
1.1114 |
1.1119 |
0.0005 |
0.0% |
1.1219 |
| Low |
1.1046 |
1.1032 |
-0.0014 |
-0.1% |
1.1046 |
| Close |
1.1080 |
1.1058 |
-0.0022 |
-0.2% |
1.1080 |
| Range |
0.0069 |
0.0087 |
0.0019 |
27.0% |
0.0174 |
| ATR |
0.0083 |
0.0083 |
0.0000 |
0.4% |
0.0000 |
| Volume |
14,494 |
23,403 |
8,909 |
61.5% |
74,688 |
|
| Daily Pivots for day following 30-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1330 |
1.1281 |
1.1106 |
|
| R3 |
1.1243 |
1.1194 |
1.1082 |
|
| R2 |
1.1156 |
1.1156 |
1.1074 |
|
| R1 |
1.1107 |
1.1107 |
1.1066 |
1.1088 |
| PP |
1.1069 |
1.1069 |
1.1069 |
1.1060 |
| S1 |
1.1020 |
1.1020 |
1.1050 |
1.1001 |
| S2 |
1.0982 |
1.0982 |
1.1042 |
|
| S3 |
1.0895 |
1.0933 |
1.1034 |
|
| S4 |
1.0808 |
1.0846 |
1.1010 |
|
|
| Weekly Pivots for week ending 26-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1635 |
1.1531 |
1.1175 |
|
| R3 |
1.1462 |
1.1357 |
1.1127 |
|
| R2 |
1.1288 |
1.1288 |
1.1111 |
|
| R1 |
1.1184 |
1.1184 |
1.1095 |
1.1149 |
| PP |
1.1115 |
1.1115 |
1.1115 |
1.1097 |
| S1 |
1.1010 |
1.1010 |
1.1064 |
1.0976 |
| S2 |
1.0941 |
1.0941 |
1.1048 |
|
| S3 |
1.0768 |
1.0837 |
1.1032 |
|
| S4 |
1.0594 |
1.0663 |
1.0984 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1174 |
1.1032 |
0.0143 |
1.3% |
0.0069 |
0.6% |
19% |
False |
True |
16,680 |
| 10 |
1.1252 |
1.1032 |
0.0221 |
2.0% |
0.0078 |
0.7% |
12% |
False |
True |
17,797 |
| 20 |
1.1394 |
1.1032 |
0.0363 |
3.3% |
0.0086 |
0.8% |
7% |
False |
True |
19,222 |
| 40 |
1.1394 |
1.0964 |
0.0430 |
3.9% |
0.0087 |
0.8% |
22% |
False |
False |
19,608 |
| 60 |
1.1394 |
1.0714 |
0.0680 |
6.1% |
0.0094 |
0.8% |
51% |
False |
False |
20,297 |
| 80 |
1.1394 |
1.0714 |
0.0680 |
6.1% |
0.0089 |
0.8% |
51% |
False |
False |
15,278 |
| 100 |
1.1394 |
1.0714 |
0.0680 |
6.1% |
0.0085 |
0.8% |
51% |
False |
False |
12,227 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1488 |
|
2.618 |
1.1346 |
|
1.618 |
1.1259 |
|
1.000 |
1.1206 |
|
0.618 |
1.1172 |
|
HIGH |
1.1119 |
|
0.618 |
1.1085 |
|
0.500 |
1.1075 |
|
0.382 |
1.1065 |
|
LOW |
1.1032 |
|
0.618 |
1.0978 |
|
1.000 |
1.0945 |
|
1.618 |
1.0891 |
|
2.618 |
1.0804 |
|
4.250 |
1.0662 |
|
|
| Fisher Pivots for day following 30-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1075 |
1.1075 |
| PP |
1.1069 |
1.1069 |
| S1 |
1.1064 |
1.1064 |
|