CME Swiss Franc Future December 2023
| Trading Metrics calculated at close of trading on 30-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2023 |
30-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1331 |
1.1320 |
-0.0012 |
-0.1% |
1.1364 |
| High |
1.1331 |
1.1396 |
0.0065 |
0.6% |
1.1420 |
| Low |
1.1317 |
1.1290 |
-0.0027 |
-0.2% |
1.1290 |
| Close |
1.1317 |
1.1374 |
0.0057 |
0.5% |
1.1374 |
| Range |
0.0015 |
0.0106 |
0.0091 |
627.6% |
0.0130 |
| ATR |
0.0064 |
0.0067 |
0.0003 |
4.6% |
0.0000 |
| Volume |
33 |
24 |
-9 |
-27.3% |
554 |
|
| Daily Pivots for day following 30-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1670 |
1.1627 |
1.1432 |
|
| R3 |
1.1564 |
1.1522 |
1.1403 |
|
| R2 |
1.1459 |
1.1459 |
1.1393 |
|
| R1 |
1.1416 |
1.1416 |
1.1383 |
1.1437 |
| PP |
1.1353 |
1.1353 |
1.1353 |
1.1364 |
| S1 |
1.1311 |
1.1311 |
1.1364 |
1.1332 |
| S2 |
1.1248 |
1.1248 |
1.1354 |
|
| S3 |
1.1142 |
1.1205 |
1.1344 |
|
| S4 |
1.1037 |
1.1100 |
1.1315 |
|
|
| Weekly Pivots for week ending 30-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1751 |
1.1692 |
1.1445 |
|
| R3 |
1.1621 |
1.1562 |
1.1409 |
|
| R2 |
1.1491 |
1.1491 |
1.1397 |
|
| R1 |
1.1432 |
1.1432 |
1.1385 |
1.1462 |
| PP |
1.1361 |
1.1361 |
1.1361 |
1.1376 |
| S1 |
1.1302 |
1.1302 |
1.1362 |
1.1332 |
| S2 |
1.1231 |
1.1231 |
1.1350 |
|
| S3 |
1.1101 |
1.1172 |
1.1338 |
|
| S4 |
1.0971 |
1.1042 |
1.1302 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1420 |
1.1290 |
0.0130 |
1.1% |
0.0046 |
0.4% |
64% |
False |
True |
110 |
| 10 |
1.1437 |
1.1290 |
0.0147 |
1.3% |
0.0049 |
0.4% |
57% |
False |
True |
62 |
| 20 |
1.1437 |
1.1200 |
0.0237 |
2.1% |
0.0054 |
0.5% |
73% |
False |
False |
53 |
| 40 |
1.1580 |
1.1180 |
0.0400 |
3.5% |
0.0042 |
0.4% |
48% |
False |
False |
27 |
| 60 |
1.1580 |
1.1180 |
0.0400 |
3.5% |
0.0039 |
0.3% |
48% |
False |
False |
19 |
| 80 |
1.1580 |
1.0987 |
0.0594 |
5.2% |
0.0038 |
0.3% |
65% |
False |
False |
15 |
| 100 |
1.1580 |
1.0937 |
0.0644 |
5.7% |
0.0034 |
0.3% |
68% |
False |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1844 |
|
2.618 |
1.1672 |
|
1.618 |
1.1566 |
|
1.000 |
1.1501 |
|
0.618 |
1.1461 |
|
HIGH |
1.1396 |
|
0.618 |
1.1355 |
|
0.500 |
1.1343 |
|
0.382 |
1.1330 |
|
LOW |
1.1290 |
|
0.618 |
1.1225 |
|
1.000 |
1.1185 |
|
1.618 |
1.1119 |
|
2.618 |
1.1014 |
|
4.250 |
1.0842 |
|
|
| Fisher Pivots for day following 30-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1363 |
1.1363 |
| PP |
1.1353 |
1.1353 |
| S1 |
1.1343 |
1.1343 |
|