CME Swiss Franc Future December 2023
| Trading Metrics calculated at close of trading on 25-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2023 |
25-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1500 |
1.1540 |
0.0040 |
0.3% |
1.1408 |
| High |
1.1542 |
1.1550 |
0.0008 |
0.1% |
1.1492 |
| Low |
1.1500 |
1.1484 |
-0.0016 |
-0.1% |
1.1408 |
| Close |
1.1542 |
1.1484 |
-0.0058 |
-0.5% |
1.1481 |
| Range |
0.0042 |
0.0066 |
0.0024 |
57.1% |
0.0084 |
| ATR |
0.0058 |
0.0058 |
0.0001 |
1.0% |
0.0000 |
| Volume |
10 |
5 |
-5 |
-50.0% |
0 |
|
| Daily Pivots for day following 25-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1704 |
1.1660 |
1.1520 |
|
| R3 |
1.1638 |
1.1594 |
1.1502 |
|
| R2 |
1.1572 |
1.1572 |
1.1496 |
|
| R1 |
1.1528 |
1.1528 |
1.1490 |
1.1517 |
| PP |
1.1506 |
1.1506 |
1.1506 |
1.1501 |
| S1 |
1.1462 |
1.1462 |
1.1478 |
1.1451 |
| S2 |
1.1440 |
1.1440 |
1.1472 |
|
| S3 |
1.1374 |
1.1396 |
1.1466 |
|
| S4 |
1.1308 |
1.1330 |
1.1448 |
|
|
| Weekly Pivots for week ending 21-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1712 |
1.1681 |
1.1527 |
|
| R3 |
1.1628 |
1.1597 |
1.1504 |
|
| R2 |
1.1544 |
1.1544 |
1.1496 |
|
| R1 |
1.1513 |
1.1513 |
1.1489 |
1.1528 |
| PP |
1.1460 |
1.1460 |
1.1460 |
1.1468 |
| S1 |
1.1429 |
1.1429 |
1.1473 |
1.1444 |
| S2 |
1.1376 |
1.1376 |
1.1466 |
|
| S3 |
1.1292 |
1.1345 |
1.1458 |
|
| S4 |
1.1208 |
1.1261 |
1.1435 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1550 |
1.1424 |
0.0127 |
1.1% |
0.0031 |
0.3% |
48% |
True |
False |
3 |
| 10 |
1.1550 |
1.1350 |
0.0200 |
1.7% |
0.0037 |
0.3% |
67% |
True |
False |
6 |
| 20 |
1.1550 |
1.1137 |
0.0413 |
3.6% |
0.0035 |
0.3% |
84% |
True |
False |
4 |
| 40 |
1.1550 |
1.0937 |
0.0614 |
5.3% |
0.0030 |
0.3% |
89% |
True |
False |
2 |
| 60 |
1.1550 |
1.0937 |
0.0614 |
5.3% |
0.0029 |
0.3% |
89% |
True |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1831 |
|
2.618 |
1.1723 |
|
1.618 |
1.1657 |
|
1.000 |
1.1616 |
|
0.618 |
1.1591 |
|
HIGH |
1.1550 |
|
0.618 |
1.1525 |
|
0.500 |
1.1517 |
|
0.382 |
1.1509 |
|
LOW |
1.1484 |
|
0.618 |
1.1443 |
|
1.000 |
1.1418 |
|
1.618 |
1.1377 |
|
2.618 |
1.1311 |
|
4.250 |
1.1204 |
|
|
| Fisher Pivots for day following 25-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1517 |
1.1498 |
| PP |
1.1506 |
1.1493 |
| S1 |
1.1495 |
1.1489 |
|