CME Swiss Franc Future December 2023
| Trading Metrics calculated at close of trading on 28-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2023 |
28-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1457 |
1.1459 |
0.0002 |
0.0% |
1.1500 |
| High |
1.1457 |
1.1501 |
0.0044 |
0.4% |
1.1560 |
| Low |
1.1457 |
1.1412 |
-0.0045 |
-0.4% |
1.1412 |
| Close |
1.1457 |
1.1459 |
0.0002 |
0.0% |
1.1459 |
| Range |
0.0000 |
0.0089 |
0.0089 |
|
0.0148 |
| ATR |
0.0059 |
0.0061 |
0.0002 |
3.7% |
0.0000 |
| Volume |
3 |
0 |
-3 |
-100.0% |
21 |
|
| Daily Pivots for day following 28-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1723 |
1.1679 |
1.1507 |
|
| R3 |
1.1634 |
1.1591 |
1.1483 |
|
| R2 |
1.1546 |
1.1546 |
1.1475 |
|
| R1 |
1.1502 |
1.1502 |
1.1467 |
1.1503 |
| PP |
1.1457 |
1.1457 |
1.1457 |
1.1457 |
| S1 |
1.1414 |
1.1414 |
1.1450 |
1.1414 |
| S2 |
1.1369 |
1.1369 |
1.1442 |
|
| S3 |
1.1280 |
1.1325 |
1.1434 |
|
| S4 |
1.1192 |
1.1237 |
1.1410 |
|
|
| Weekly Pivots for week ending 28-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1921 |
1.1838 |
1.1540 |
|
| R3 |
1.1773 |
1.1690 |
1.1499 |
|
| R2 |
1.1625 |
1.1625 |
1.1486 |
|
| R1 |
1.1542 |
1.1542 |
1.1472 |
1.1509 |
| PP |
1.1477 |
1.1477 |
1.1477 |
1.1461 |
| S1 |
1.1394 |
1.1394 |
1.1445 |
1.1361 |
| S2 |
1.1329 |
1.1329 |
1.1431 |
|
| S3 |
1.1181 |
1.1246 |
1.1418 |
|
| S4 |
1.1033 |
1.1098 |
1.1377 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1560 |
1.1412 |
0.0148 |
1.3% |
0.0052 |
0.5% |
31% |
False |
True |
4 |
| 10 |
1.1560 |
1.1408 |
0.0153 |
1.3% |
0.0031 |
0.3% |
33% |
False |
False |
2 |
| 20 |
1.1560 |
1.1150 |
0.0410 |
3.6% |
0.0038 |
0.3% |
75% |
False |
False |
4 |
| 40 |
1.1560 |
1.0937 |
0.0624 |
5.4% |
0.0033 |
0.3% |
84% |
False |
False |
2 |
| 60 |
1.1560 |
1.0937 |
0.0624 |
5.4% |
0.0029 |
0.3% |
84% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1877 |
|
2.618 |
1.1732 |
|
1.618 |
1.1644 |
|
1.000 |
1.1589 |
|
0.618 |
1.1555 |
|
HIGH |
1.1501 |
|
0.618 |
1.1467 |
|
0.500 |
1.1456 |
|
0.382 |
1.1446 |
|
LOW |
1.1412 |
|
0.618 |
1.1357 |
|
1.000 |
1.1324 |
|
1.618 |
1.1269 |
|
2.618 |
1.1180 |
|
4.250 |
1.1036 |
|
|
| Fisher Pivots for day following 28-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1458 |
1.1486 |
| PP |
1.1457 |
1.1477 |
| S1 |
1.1456 |
1.1468 |
|