CME Swiss Franc Future March 2024
| Trading Metrics calculated at close of trading on 07-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2023 |
07-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1468 |
1.1474 |
0.0007 |
0.1% |
1.1490 |
| High |
1.1468 |
1.1569 |
0.0102 |
0.9% |
1.1569 |
| Low |
1.1468 |
1.1466 |
-0.0002 |
0.0% |
1.1434 |
| Close |
1.1468 |
1.1565 |
0.0098 |
0.9% |
1.1565 |
| Range |
0.0000 |
0.0103 |
0.0103 |
|
0.0136 |
| ATR |
0.0054 |
0.0057 |
0.0004 |
6.6% |
0.0000 |
| Volume |
0 |
16 |
16 |
|
18 |
|
| Daily Pivots for day following 07-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1842 |
1.1807 |
1.1622 |
|
| R3 |
1.1739 |
1.1704 |
1.1593 |
|
| R2 |
1.1636 |
1.1636 |
1.1584 |
|
| R1 |
1.1601 |
1.1601 |
1.1574 |
1.1619 |
| PP |
1.1533 |
1.1533 |
1.1533 |
1.1542 |
| S1 |
1.1498 |
1.1498 |
1.1556 |
1.1516 |
| S2 |
1.1430 |
1.1430 |
1.1546 |
|
| S3 |
1.1327 |
1.1395 |
1.1537 |
|
| S4 |
1.1224 |
1.1292 |
1.1508 |
|
|
| Weekly Pivots for week ending 07-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1929 |
1.1883 |
1.1640 |
|
| R3 |
1.1794 |
1.1747 |
1.1602 |
|
| R2 |
1.1658 |
1.1658 |
1.1590 |
|
| R1 |
1.1612 |
1.1612 |
1.1577 |
1.1635 |
| PP |
1.1523 |
1.1523 |
1.1523 |
1.1534 |
| S1 |
1.1476 |
1.1476 |
1.1553 |
1.1499 |
| S2 |
1.1387 |
1.1387 |
1.1540 |
|
| S3 |
1.1252 |
1.1341 |
1.1528 |
|
| S4 |
1.1116 |
1.1205 |
1.1490 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2007 |
|
2.618 |
1.1839 |
|
1.618 |
1.1736 |
|
1.000 |
1.1672 |
|
0.618 |
1.1633 |
|
HIGH |
1.1569 |
|
0.618 |
1.1530 |
|
0.500 |
1.1518 |
|
0.382 |
1.1505 |
|
LOW |
1.1466 |
|
0.618 |
1.1402 |
|
1.000 |
1.1363 |
|
1.618 |
1.1299 |
|
2.618 |
1.1196 |
|
4.250 |
1.1028 |
|
|
| Fisher Pivots for day following 07-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1549 |
1.1544 |
| PP |
1.1533 |
1.1523 |
| S1 |
1.1518 |
1.1501 |
|