CME Swiss Franc Future December 2023
| Trading Metrics calculated at close of trading on 14-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2023 |
14-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1227 |
1.1267 |
0.0041 |
0.4% |
1.1284 |
| High |
1.1259 |
1.1360 |
0.0102 |
0.9% |
1.1348 |
| Low |
1.1227 |
1.1265 |
0.0038 |
0.3% |
1.1219 |
| Close |
1.1259 |
1.1332 |
0.0073 |
0.6% |
1.1296 |
| Range |
0.0032 |
0.0096 |
0.0064 |
198.4% |
0.0129 |
| ATR |
0.0060 |
0.0063 |
0.0003 |
4.8% |
0.0000 |
| Volume |
1 |
362 |
361 |
36,100.0% |
23 |
|
| Daily Pivots for day following 14-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1605 |
1.1564 |
1.1384 |
|
| R3 |
1.1510 |
1.1468 |
1.1358 |
|
| R2 |
1.1414 |
1.1414 |
1.1349 |
|
| R1 |
1.1373 |
1.1373 |
1.1340 |
1.1394 |
| PP |
1.1319 |
1.1319 |
1.1319 |
1.1329 |
| S1 |
1.1277 |
1.1277 |
1.1323 |
1.1298 |
| S2 |
1.1223 |
1.1223 |
1.1314 |
|
| S3 |
1.1128 |
1.1182 |
1.1305 |
|
| S4 |
1.1032 |
1.1086 |
1.1279 |
|
|
| Weekly Pivots for week ending 09-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1674 |
1.1614 |
1.1367 |
|
| R3 |
1.1545 |
1.1485 |
1.1331 |
|
| R2 |
1.1416 |
1.1416 |
1.1320 |
|
| R1 |
1.1356 |
1.1356 |
1.1308 |
1.1386 |
| PP |
1.1287 |
1.1287 |
1.1287 |
1.1302 |
| S1 |
1.1227 |
1.1227 |
1.1284 |
1.1257 |
| S2 |
1.1158 |
1.1158 |
1.1272 |
|
| S3 |
1.1029 |
1.1098 |
1.1261 |
|
| S4 |
1.0900 |
1.0969 |
1.1225 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1360 |
1.1200 |
0.0160 |
1.4% |
0.0052 |
0.5% |
82% |
True |
False |
78 |
| 10 |
1.1360 |
1.1200 |
0.0160 |
1.4% |
0.0043 |
0.4% |
82% |
True |
False |
41 |
| 20 |
1.1420 |
1.1180 |
0.0240 |
2.1% |
0.0034 |
0.3% |
63% |
False |
False |
21 |
| 40 |
1.1580 |
1.1180 |
0.0400 |
3.5% |
0.0035 |
0.3% |
38% |
False |
False |
12 |
| 60 |
1.1580 |
1.1119 |
0.0462 |
4.1% |
0.0034 |
0.3% |
46% |
False |
False |
9 |
| 80 |
1.1580 |
1.0937 |
0.0644 |
5.7% |
0.0032 |
0.3% |
61% |
False |
False |
7 |
| 100 |
1.1580 |
1.0937 |
0.0644 |
5.7% |
0.0031 |
0.3% |
61% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1766 |
|
2.618 |
1.1610 |
|
1.618 |
1.1515 |
|
1.000 |
1.1456 |
|
0.618 |
1.1419 |
|
HIGH |
1.1360 |
|
0.618 |
1.1324 |
|
0.500 |
1.1312 |
|
0.382 |
1.1301 |
|
LOW |
1.1265 |
|
0.618 |
1.1205 |
|
1.000 |
1.1169 |
|
1.618 |
1.1110 |
|
2.618 |
1.1014 |
|
4.250 |
1.0859 |
|
|
| Fisher Pivots for day following 14-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1325 |
1.1314 |
| PP |
1.1319 |
1.1297 |
| S1 |
1.1312 |
1.1280 |
|