CME Swiss Franc Future September 2023
| Trading Metrics calculated at close of trading on 12-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2023 |
12-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1240 |
1.1188 |
-0.0052 |
-0.5% |
1.1127 |
| High |
1.1247 |
1.1205 |
-0.0042 |
-0.4% |
1.1247 |
| Low |
1.1180 |
1.1092 |
-0.0088 |
-0.8% |
1.1095 |
| Close |
1.1189 |
1.1106 |
-0.0084 |
-0.7% |
1.1189 |
| Range |
0.0068 |
0.0113 |
0.0046 |
67.4% |
0.0153 |
| ATR |
0.0077 |
0.0080 |
0.0003 |
3.3% |
0.0000 |
| Volume |
10,261 |
12,746 |
2,485 |
24.2% |
20,967 |
|
| Daily Pivots for day following 12-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1473 |
1.1402 |
1.1168 |
|
| R3 |
1.1360 |
1.1289 |
1.1137 |
|
| R2 |
1.1247 |
1.1247 |
1.1126 |
|
| R1 |
1.1176 |
1.1176 |
1.1116 |
1.1155 |
| PP |
1.1134 |
1.1134 |
1.1134 |
1.1124 |
| S1 |
1.1063 |
1.1063 |
1.1095 |
1.1042 |
| S2 |
1.1021 |
1.1021 |
1.1085 |
|
| S3 |
1.0908 |
1.0950 |
1.1074 |
|
| S4 |
1.0795 |
1.0837 |
1.1043 |
|
|
| Weekly Pivots for week ending 09-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1634 |
1.1564 |
1.1273 |
|
| R3 |
1.1482 |
1.1412 |
1.1231 |
|
| R2 |
1.1329 |
1.1329 |
1.1217 |
|
| R1 |
1.1259 |
1.1259 |
1.1203 |
1.1294 |
| PP |
1.1177 |
1.1177 |
1.1177 |
1.1194 |
| S1 |
1.1107 |
1.1107 |
1.1175 |
1.1142 |
| S2 |
1.1024 |
1.1024 |
1.1161 |
|
| S3 |
1.0872 |
1.0954 |
1.1147 |
|
| S4 |
1.0719 |
1.0802 |
1.1105 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1247 |
1.1092 |
0.0155 |
1.4% |
0.0095 |
0.9% |
9% |
False |
True |
6,654 |
| 10 |
1.1247 |
1.1070 |
0.0177 |
1.6% |
0.0086 |
0.8% |
20% |
False |
False |
3,472 |
| 20 |
1.1357 |
1.1070 |
0.0287 |
2.6% |
0.0075 |
0.7% |
12% |
False |
False |
1,797 |
| 40 |
1.1492 |
1.1070 |
0.0422 |
3.8% |
0.0067 |
0.6% |
8% |
False |
False |
982 |
| 60 |
1.1492 |
1.0989 |
0.0504 |
4.5% |
0.0059 |
0.5% |
23% |
False |
False |
662 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1685 |
|
2.618 |
1.1501 |
|
1.618 |
1.1388 |
|
1.000 |
1.1318 |
|
0.618 |
1.1275 |
|
HIGH |
1.1205 |
|
0.618 |
1.1162 |
|
0.500 |
1.1149 |
|
0.382 |
1.1135 |
|
LOW |
1.1092 |
|
0.618 |
1.1022 |
|
1.000 |
1.0979 |
|
1.618 |
1.0909 |
|
2.618 |
1.0796 |
|
4.250 |
1.0612 |
|
|
| Fisher Pivots for day following 12-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1149 |
1.1170 |
| PP |
1.1134 |
1.1148 |
| S1 |
1.1120 |
1.1127 |
|