CME Swiss Franc Future June 2023
| Trading Metrics calculated at close of trading on 08-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2023 |
08-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1031 |
1.1003 |
-0.0028 |
-0.3% |
1.1073 |
| High |
1.1072 |
1.1135 |
0.0063 |
0.6% |
1.1119 |
| Low |
1.0994 |
1.0990 |
-0.0004 |
0.0% |
1.0955 |
| Close |
1.1006 |
1.1132 |
0.0126 |
1.1% |
1.1022 |
| Range |
0.0078 |
0.0145 |
0.0067 |
85.3% |
0.0164 |
| ATR |
0.0083 |
0.0087 |
0.0004 |
5.3% |
0.0000 |
| Volume |
15,771 |
37,669 |
21,898 |
138.8% |
89,653 |
|
| Daily Pivots for day following 08-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1519 |
1.1470 |
1.1211 |
|
| R3 |
1.1374 |
1.1325 |
1.1171 |
|
| R2 |
1.1230 |
1.1230 |
1.1158 |
|
| R1 |
1.1181 |
1.1181 |
1.1145 |
1.1205 |
| PP |
1.1085 |
1.1085 |
1.1085 |
1.1098 |
| S1 |
1.1036 |
1.1036 |
1.1118 |
1.1061 |
| S2 |
1.0941 |
1.0941 |
1.1105 |
|
| S3 |
1.0796 |
1.0892 |
1.1092 |
|
| S4 |
1.0652 |
1.0747 |
1.1052 |
|
|
| 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 |
1.1135 |
1.0981 |
0.0154 |
1.4% |
0.0092 |
0.8% |
98% |
True |
False |
20,311 |
| 10 |
1.1135 |
1.0955 |
0.0180 |
1.6% |
0.0084 |
0.8% |
98% |
True |
False |
20,611 |
| 20 |
1.1300 |
1.0955 |
0.0345 |
3.1% |
0.0084 |
0.8% |
51% |
False |
False |
19,596 |
| 40 |
1.1394 |
1.0955 |
0.0440 |
3.9% |
0.0087 |
0.8% |
40% |
False |
False |
20,080 |
| 60 |
1.1394 |
1.0803 |
0.0591 |
5.3% |
0.0091 |
0.8% |
56% |
False |
False |
19,853 |
| 80 |
1.1394 |
1.0714 |
0.0680 |
6.1% |
0.0090 |
0.8% |
61% |
False |
False |
17,183 |
| 100 |
1.1394 |
1.0714 |
0.0680 |
6.1% |
0.0086 |
0.8% |
61% |
False |
False |
13,751 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1749 |
|
2.618 |
1.1513 |
|
1.618 |
1.1368 |
|
1.000 |
1.1279 |
|
0.618 |
1.1224 |
|
HIGH |
1.1135 |
|
0.618 |
1.1079 |
|
0.500 |
1.1062 |
|
0.382 |
1.1045 |
|
LOW |
1.0990 |
|
0.618 |
1.0901 |
|
1.000 |
1.0846 |
|
1.618 |
1.0756 |
|
2.618 |
1.0612 |
|
4.250 |
1.0376 |
|
|
| Fisher Pivots for day following 08-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1108 |
1.1108 |
| PP |
1.1085 |
1.1085 |
| S1 |
1.1062 |
1.1062 |
|