CME Swiss Franc Future March 2024
| Trading Metrics calculated at close of trading on 01-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2023 |
01-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1324 |
1.1370 |
0.0047 |
0.4% |
1.1490 |
| High |
1.1324 |
1.1380 |
0.0057 |
0.5% |
1.1520 |
| Low |
1.1324 |
1.1370 |
0.0047 |
0.4% |
1.1378 |
| Close |
1.1324 |
1.1380 |
0.0056 |
0.5% |
1.1409 |
| Range |
0.0000 |
0.0010 |
0.0010 |
|
0.0142 |
| ATR |
0.0051 |
0.0051 |
0.0000 |
0.8% |
0.0000 |
| Volume |
0 |
2 |
2 |
|
15 |
|
| Daily Pivots for day following 01-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1407 |
1.1403 |
1.1385 |
|
| R3 |
1.1397 |
1.1393 |
1.1382 |
|
| R2 |
1.1387 |
1.1387 |
1.1381 |
|
| R1 |
1.1383 |
1.1383 |
1.1380 |
1.1385 |
| PP |
1.1377 |
1.1377 |
1.1377 |
1.1377 |
| S1 |
1.1373 |
1.1373 |
1.1379 |
1.1375 |
| S2 |
1.1367 |
1.1367 |
1.1378 |
|
| S3 |
1.1357 |
1.1363 |
1.1377 |
|
| S4 |
1.1347 |
1.1353 |
1.1374 |
|
|
| Weekly Pivots for week ending 26-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1862 |
1.1777 |
1.1487 |
|
| R3 |
1.1720 |
1.1635 |
1.1448 |
|
| R2 |
1.1578 |
1.1578 |
1.1435 |
|
| R1 |
1.1493 |
1.1493 |
1.1422 |
1.1465 |
| PP |
1.1436 |
1.1436 |
1.1436 |
1.1421 |
| S1 |
1.1351 |
1.1351 |
1.1396 |
1.1323 |
| S2 |
1.1294 |
1.1294 |
1.1383 |
|
| S3 |
1.1152 |
1.1209 |
1.1370 |
|
| S4 |
1.1010 |
1.1067 |
1.1331 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1423 |
|
2.618 |
1.1406 |
|
1.618 |
1.1396 |
|
1.000 |
1.1390 |
|
0.618 |
1.1386 |
|
HIGH |
1.1380 |
|
0.618 |
1.1376 |
|
0.500 |
1.1375 |
|
0.382 |
1.1374 |
|
LOW |
1.1370 |
|
0.618 |
1.1364 |
|
1.000 |
1.1360 |
|
1.618 |
1.1354 |
|
2.618 |
1.1344 |
|
4.250 |
1.1328 |
|
|
| Fisher Pivots for day following 01-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1378 |
1.1372 |
| PP |
1.1377 |
1.1364 |
| S1 |
1.1375 |
1.1357 |
|