CME Swiss Franc Future June 2023
| Trading Metrics calculated at close of trading on 09-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2023 |
09-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1003 |
1.1133 |
0.0130 |
1.2% |
1.1024 |
| High |
1.1135 |
1.1141 |
0.0006 |
0.1% |
1.1141 |
| Low |
1.0990 |
1.1072 |
0.0082 |
0.7% |
1.0981 |
| Close |
1.1132 |
1.1082 |
-0.0050 |
-0.4% |
1.1082 |
| Range |
0.0145 |
0.0069 |
-0.0076 |
-52.2% |
0.0160 |
| ATR |
0.0087 |
0.0086 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
37,669 |
26,313 |
-11,356 |
-30.1% |
112,608 |
|
| Daily Pivots for day following 09-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1305 |
1.1262 |
1.1119 |
|
| R3 |
1.1236 |
1.1193 |
1.1100 |
|
| R2 |
1.1167 |
1.1167 |
1.1094 |
|
| R1 |
1.1124 |
1.1124 |
1.1088 |
1.1111 |
| PP |
1.1098 |
1.1098 |
1.1098 |
1.1091 |
| S1 |
1.1055 |
1.1055 |
1.1075 |
1.1042 |
| S2 |
1.1029 |
1.1029 |
1.1069 |
|
| S3 |
1.0960 |
1.0986 |
1.1063 |
|
| S4 |
1.0891 |
1.0917 |
1.1044 |
|
|
| Weekly Pivots for week ending 09-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1546 |
1.1473 |
1.1169 |
|
| R3 |
1.1387 |
1.1314 |
1.1125 |
|
| R2 |
1.1227 |
1.1227 |
1.1111 |
|
| R1 |
1.1154 |
1.1154 |
1.1096 |
1.1191 |
| PP |
1.1068 |
1.1068 |
1.1068 |
1.1086 |
| S1 |
1.0995 |
1.0995 |
1.1067 |
1.1031 |
| S2 |
1.0908 |
1.0908 |
1.1052 |
|
| S3 |
1.0749 |
1.0835 |
1.1038 |
|
| S4 |
1.0589 |
1.0676 |
1.0994 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1141 |
1.0981 |
0.0160 |
1.4% |
0.0091 |
0.8% |
63% |
True |
False |
22,521 |
| 10 |
1.1141 |
1.0955 |
0.0186 |
1.7% |
0.0087 |
0.8% |
68% |
True |
False |
21,675 |
| 20 |
1.1285 |
1.0955 |
0.0330 |
3.0% |
0.0083 |
0.7% |
38% |
False |
False |
19,970 |
| 40 |
1.1394 |
1.0955 |
0.0440 |
4.0% |
0.0085 |
0.8% |
29% |
False |
False |
20,022 |
| 60 |
1.1394 |
1.0803 |
0.0591 |
5.3% |
0.0088 |
0.8% |
47% |
False |
False |
19,651 |
| 80 |
1.1394 |
1.0714 |
0.0680 |
6.1% |
0.0090 |
0.8% |
54% |
False |
False |
17,510 |
| 100 |
1.1394 |
1.0714 |
0.0680 |
6.1% |
0.0086 |
0.8% |
54% |
False |
False |
14,014 |
| 120 |
1.1394 |
1.0714 |
0.0680 |
6.1% |
0.0083 |
0.7% |
54% |
False |
False |
11,680 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1434 |
|
2.618 |
1.1321 |
|
1.618 |
1.1252 |
|
1.000 |
1.1210 |
|
0.618 |
1.1183 |
|
HIGH |
1.1141 |
|
0.618 |
1.1114 |
|
0.500 |
1.1106 |
|
0.382 |
1.1098 |
|
LOW |
1.1072 |
|
0.618 |
1.1029 |
|
1.000 |
1.1003 |
|
1.618 |
1.0960 |
|
2.618 |
1.0891 |
|
4.250 |
1.0778 |
|
|
| Fisher Pivots for day following 09-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1106 |
1.1076 |
| PP |
1.1098 |
1.1071 |
| S1 |
1.1090 |
1.1065 |
|