CME Swiss Franc Future March 2024
| Trading Metrics calculated at close of trading on 16-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2023 |
16-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1460 |
1.1510 |
0.0050 |
0.4% |
1.1318 |
| High |
1.1540 |
1.1510 |
-0.0030 |
-0.3% |
1.1540 |
| Low |
1.1368 |
1.1541 |
0.0173 |
1.5% |
1.1318 |
| Close |
1.1543 |
1.1510 |
-0.0033 |
-0.3% |
1.1510 |
| Range |
0.0172 |
-0.0031 |
-0.0203 |
-117.7% |
0.0222 |
| ATR |
0.0065 |
0.0063 |
-0.0002 |
-3.6% |
0.0000 |
| Volume |
18 |
0 |
-18 |
-100.0% |
34 |
|
| Daily Pivots for day following 16-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1429 |
1.1439 |
1.1493 |
|
| R3 |
1.1459 |
1.1469 |
1.1502 |
|
| R2 |
1.1490 |
1.1490 |
1.1504 |
|
| R1 |
1.1500 |
1.1500 |
1.1507 |
1.1495 |
| PP |
1.1520 |
1.1520 |
1.1520 |
1.1518 |
| S1 |
1.1530 |
1.1530 |
1.1513 |
1.1525 |
| S2 |
1.1551 |
1.1551 |
1.1516 |
|
| S3 |
1.1581 |
1.1561 |
1.1518 |
|
| S4 |
1.1612 |
1.1591 |
1.1527 |
|
|
| Weekly Pivots for week ending 16-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2122 |
1.2038 |
1.1632 |
|
| R3 |
1.1900 |
1.1816 |
1.1571 |
|
| R2 |
1.1678 |
1.1678 |
1.1551 |
|
| R1 |
1.1594 |
1.1594 |
1.1530 |
1.1636 |
| PP |
1.1456 |
1.1456 |
1.1456 |
1.1477 |
| S1 |
1.1372 |
1.1372 |
1.1490 |
1.1414 |
| S2 |
1.1234 |
1.1234 |
1.1469 |
|
| S3 |
1.1012 |
1.1150 |
1.1449 |
|
| S4 |
1.0790 |
1.0928 |
1.1388 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1380 |
|
2.618 |
1.1430 |
|
1.618 |
1.1461 |
|
1.000 |
1.1480 |
|
0.618 |
1.1491 |
|
HIGH |
1.1510 |
|
0.618 |
1.1522 |
|
0.500 |
1.1525 |
|
0.382 |
1.1529 |
|
LOW |
1.1541 |
|
0.618 |
1.1559 |
|
1.000 |
1.1571 |
|
1.618 |
1.1590 |
|
2.618 |
1.1620 |
|
4.250 |
1.1670 |
|
|
| Fisher Pivots for day following 16-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1525 |
1.1491 |
| PP |
1.1520 |
1.1473 |
| S1 |
1.1515 |
1.1454 |
|