CME Swiss Franc Future March 2024
| Trading Metrics calculated at close of trading on 04-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2023 |
04-May-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1620 |
1.1670 |
0.0050 |
0.4% |
1.1626 |
| High |
1.1660 |
1.1670 |
0.0010 |
0.1% |
1.1643 |
| Low |
1.1620 |
1.1602 |
-0.0018 |
-0.2% |
1.1501 |
| Close |
1.1645 |
1.1639 |
-0.0006 |
-0.1% |
1.1544 |
| Range |
0.0040 |
0.0068 |
0.0028 |
70.0% |
0.0142 |
| ATR |
|
|
|
|
|
| Volume |
5 |
1 |
-4 |
-80.0% |
0 |
|
| Daily Pivots for day following 04-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1841 |
1.1808 |
1.1676 |
|
| R3 |
1.1773 |
1.1740 |
1.1658 |
|
| R2 |
1.1705 |
1.1705 |
1.1651 |
|
| R1 |
1.1672 |
1.1672 |
1.1645 |
1.1655 |
| PP |
1.1637 |
1.1637 |
1.1637 |
1.1628 |
| S1 |
1.1604 |
1.1604 |
1.1633 |
1.1587 |
| S2 |
1.1569 |
1.1569 |
1.1627 |
|
| S3 |
1.1501 |
1.1536 |
1.1620 |
|
| S4 |
1.1433 |
1.1468 |
1.1602 |
|
|
| Weekly Pivots for week ending 28-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1988 |
1.1908 |
1.1622 |
|
| R3 |
1.1846 |
1.1766 |
1.1583 |
|
| R2 |
1.1704 |
1.1704 |
1.1570 |
|
| R1 |
1.1624 |
1.1624 |
1.1557 |
1.1593 |
| PP |
1.1562 |
1.1562 |
1.1562 |
1.1547 |
| S1 |
1.1482 |
1.1482 |
1.1530 |
1.1451 |
| S2 |
1.1420 |
1.1420 |
1.1517 |
|
| S3 |
1.1278 |
1.1340 |
1.1504 |
|
| S4 |
1.1136 |
1.1198 |
1.1465 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1959 |
|
2.618 |
1.1848 |
|
1.618 |
1.1780 |
|
1.000 |
1.1738 |
|
0.618 |
1.1712 |
|
HIGH |
1.1670 |
|
0.618 |
1.1644 |
|
0.500 |
1.1636 |
|
0.382 |
1.1628 |
|
LOW |
1.1602 |
|
0.618 |
1.1560 |
|
1.000 |
1.1534 |
|
1.618 |
1.1492 |
|
2.618 |
1.1424 |
|
4.250 |
1.1313 |
|
|
| Fisher Pivots for day following 04-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1638 |
1.1629 |
| PP |
1.1637 |
1.1619 |
| S1 |
1.1636 |
1.1609 |
|