CME Swiss Franc Future March 2024
| Trading Metrics calculated at close of trading on 15-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2023 |
15-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1400 |
1.1460 |
0.0060 |
0.5% |
1.1390 |
| High |
1.1460 |
1.1540 |
0.0080 |
0.7% |
1.1451 |
| Low |
1.1400 |
1.1368 |
-0.0032 |
-0.3% |
1.1322 |
| Close |
1.1440 |
1.1543 |
0.0103 |
0.9% |
1.1402 |
| Range |
0.0060 |
0.0172 |
0.0112 |
186.7% |
0.0129 |
| ATR |
0.0057 |
0.0065 |
0.0008 |
14.4% |
0.0000 |
| Volume |
16 |
18 |
2 |
12.5% |
7 |
|
| Daily Pivots for day following 15-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2000 |
1.1943 |
1.1637 |
|
| R3 |
1.1828 |
1.1771 |
1.1590 |
|
| R2 |
1.1656 |
1.1656 |
1.1574 |
|
| R1 |
1.1599 |
1.1599 |
1.1558 |
1.1627 |
| PP |
1.1484 |
1.1484 |
1.1484 |
1.1498 |
| S1 |
1.1427 |
1.1427 |
1.1527 |
1.1455 |
| S2 |
1.1312 |
1.1312 |
1.1511 |
|
| S3 |
1.1140 |
1.1255 |
1.1495 |
|
| S4 |
1.0968 |
1.1083 |
1.1448 |
|
|
| Weekly Pivots for week ending 09-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1777 |
1.1718 |
1.1473 |
|
| R3 |
1.1649 |
1.1590 |
1.1437 |
|
| R2 |
1.1520 |
1.1520 |
1.1426 |
|
| R1 |
1.1461 |
1.1461 |
1.1414 |
1.1491 |
| PP |
1.1392 |
1.1392 |
1.1392 |
1.1406 |
| S1 |
1.1333 |
1.1333 |
1.1390 |
1.1362 |
| S2 |
1.1263 |
1.1263 |
1.1378 |
|
| S3 |
1.1135 |
1.1204 |
1.1367 |
|
| S4 |
1.1006 |
1.1076 |
1.1331 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2271 |
|
2.618 |
1.1990 |
|
1.618 |
1.1818 |
|
1.000 |
1.1712 |
|
0.618 |
1.1646 |
|
HIGH |
1.1540 |
|
0.618 |
1.1474 |
|
0.500 |
1.1454 |
|
0.382 |
1.1434 |
|
LOW |
1.1368 |
|
0.618 |
1.1262 |
|
1.000 |
1.1196 |
|
1.618 |
1.1090 |
|
2.618 |
1.0918 |
|
4.250 |
1.0637 |
|
|
| Fisher Pivots for day following 15-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1513 |
1.1512 |
| PP |
1.1484 |
1.1482 |
| S1 |
1.1454 |
1.1452 |
|