CME Swiss Franc Future June 2023
| Trading Metrics calculated at close of trading on 06-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2023 |
06-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1024 |
1.1054 |
0.0031 |
0.3% |
1.1073 |
| High |
1.1064 |
1.1090 |
0.0026 |
0.2% |
1.1119 |
| Low |
1.0981 |
1.1007 |
0.0026 |
0.2% |
1.0955 |
| Close |
1.1059 |
1.1034 |
-0.0025 |
-0.2% |
1.1022 |
| Range |
0.0083 |
0.0083 |
0.0001 |
0.6% |
0.0164 |
| ATR |
0.0083 |
0.0083 |
0.0000 |
0.0% |
0.0000 |
| Volume |
16,734 |
16,121 |
-613 |
-3.7% |
89,653 |
|
| Daily Pivots for day following 06-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1292 |
1.1246 |
1.1080 |
|
| R3 |
1.1209 |
1.1163 |
1.1057 |
|
| R2 |
1.1126 |
1.1126 |
1.1049 |
|
| R1 |
1.1080 |
1.1080 |
1.1042 |
1.1062 |
| PP |
1.1043 |
1.1043 |
1.1043 |
1.1034 |
| S1 |
1.0997 |
1.0997 |
1.1026 |
1.0979 |
| S2 |
1.0960 |
1.0960 |
1.1019 |
|
| S3 |
1.0877 |
1.0914 |
1.1011 |
|
| S4 |
1.0794 |
1.0831 |
1.0988 |
|
|
| Weekly Pivots for week ending 02-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1524 |
1.1437 |
1.1112 |
|
| R3 |
1.1360 |
1.1273 |
1.1067 |
|
| R2 |
1.1196 |
1.1196 |
1.1052 |
|
| R1 |
1.1109 |
1.1109 |
1.1037 |
1.1070 |
| PP |
1.1032 |
1.1032 |
1.1032 |
1.1012 |
| S1 |
1.0945 |
1.0945 |
1.1006 |
1.0906 |
| S2 |
1.0868 |
1.0868 |
1.0991 |
|
| S3 |
1.0704 |
1.0781 |
1.0976 |
|
| S4 |
1.0540 |
1.0617 |
1.0931 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1090 |
1.0955 |
0.0135 |
1.2% |
0.0084 |
0.8% |
59% |
True |
False |
19,821 |
| 10 |
1.1174 |
1.0955 |
0.0220 |
2.0% |
0.0076 |
0.7% |
36% |
False |
False |
18,250 |
| 20 |
1.1327 |
1.0955 |
0.0373 |
3.4% |
0.0080 |
0.7% |
21% |
False |
False |
18,831 |
| 40 |
1.1394 |
1.0955 |
0.0440 |
4.0% |
0.0086 |
0.8% |
18% |
False |
False |
19,769 |
| 60 |
1.1394 |
1.0803 |
0.0591 |
5.4% |
0.0091 |
0.8% |
39% |
False |
False |
20,070 |
| 80 |
1.1394 |
1.0714 |
0.0680 |
6.2% |
0.0089 |
0.8% |
47% |
False |
False |
16,515 |
| 100 |
1.1394 |
1.0714 |
0.0680 |
6.2% |
0.0085 |
0.8% |
47% |
False |
False |
13,217 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1442 |
|
2.618 |
1.1307 |
|
1.618 |
1.1224 |
|
1.000 |
1.1173 |
|
0.618 |
1.1141 |
|
HIGH |
1.1090 |
|
0.618 |
1.1058 |
|
0.500 |
1.1048 |
|
0.382 |
1.1038 |
|
LOW |
1.1007 |
|
0.618 |
1.0955 |
|
1.000 |
1.0924 |
|
1.618 |
1.0872 |
|
2.618 |
1.0789 |
|
4.250 |
1.0654 |
|
|
| Fisher Pivots for day following 06-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1048 |
1.1035 |
| PP |
1.1043 |
1.1035 |
| S1 |
1.1039 |
1.1034 |
|