CME Swiss Franc Future March 2024
| Trading Metrics calculated at close of trading on 08-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2023 |
08-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1337 |
1.1410 |
0.0074 |
0.6% |
1.1390 |
| High |
1.1337 |
1.1446 |
0.0110 |
1.0% |
1.1402 |
| Low |
1.1337 |
1.1322 |
-0.0015 |
-0.1% |
1.1324 |
| Close |
1.1337 |
1.1453 |
0.0116 |
1.0% |
1.1351 |
| Range |
0.0000 |
0.0124 |
0.0124 |
|
0.0079 |
| ATR |
0.0048 |
0.0053 |
0.0005 |
11.4% |
0.0000 |
| Volume |
0 |
4 |
4 |
|
4 |
|
| Daily Pivots for day following 08-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1779 |
1.1740 |
1.1521 |
|
| R3 |
1.1655 |
1.1616 |
1.1487 |
|
| R2 |
1.1531 |
1.1531 |
1.1475 |
|
| R1 |
1.1492 |
1.1492 |
1.1464 |
1.1511 |
| PP |
1.1407 |
1.1407 |
1.1407 |
1.1417 |
| S1 |
1.1368 |
1.1368 |
1.1441 |
1.1387 |
| S2 |
1.1283 |
1.1283 |
1.1430 |
|
| S3 |
1.1159 |
1.1244 |
1.1418 |
|
| S4 |
1.1035 |
1.1120 |
1.1384 |
|
|
| Weekly Pivots for week ending 02-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1594 |
1.1551 |
1.1394 |
|
| R3 |
1.1516 |
1.1473 |
1.1373 |
|
| R2 |
1.1437 |
1.1437 |
1.1365 |
|
| R1 |
1.1394 |
1.1394 |
1.1358 |
1.1377 |
| PP |
1.1359 |
1.1359 |
1.1359 |
1.1350 |
| S1 |
1.1316 |
1.1316 |
1.1344 |
1.1298 |
| S2 |
1.1280 |
1.1280 |
1.1337 |
|
| S3 |
1.1202 |
1.1237 |
1.1329 |
|
| S4 |
1.1123 |
1.1159 |
1.1308 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1973 |
|
2.618 |
1.1771 |
|
1.618 |
1.1647 |
|
1.000 |
1.1570 |
|
0.618 |
1.1523 |
|
HIGH |
1.1446 |
|
0.618 |
1.1399 |
|
0.500 |
1.1384 |
|
0.382 |
1.1369 |
|
LOW |
1.1322 |
|
0.618 |
1.1245 |
|
1.000 |
1.1198 |
|
1.618 |
1.1121 |
|
2.618 |
1.0997 |
|
4.250 |
1.0795 |
|
|
| Fisher Pivots for day following 08-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1430 |
1.1430 |
| PP |
1.1407 |
1.1407 |
| S1 |
1.1384 |
1.1384 |
|