CME Swiss Franc Future March 2024
| Trading Metrics calculated at close of trading on 11-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2023 |
11-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1570 |
1.1610 |
0.0040 |
0.3% |
1.1490 |
| High |
1.1603 |
1.1674 |
0.0071 |
0.6% |
1.1569 |
| Low |
1.1570 |
1.1610 |
0.0040 |
0.3% |
1.1434 |
| Close |
1.1603 |
1.1674 |
0.0071 |
0.6% |
1.1565 |
| Range |
0.0033 |
0.0064 |
0.0031 |
95.4% |
0.0136 |
| ATR |
0.0056 |
0.0057 |
0.0001 |
2.0% |
0.0000 |
| Volume |
9 |
9 |
0 |
0.0% |
18 |
|
| Daily Pivots for day following 11-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1843 |
1.1822 |
1.1708 |
|
| R3 |
1.1779 |
1.1758 |
1.1691 |
|
| R2 |
1.1716 |
1.1716 |
1.1685 |
|
| R1 |
1.1695 |
1.1695 |
1.1679 |
1.1705 |
| PP |
1.1652 |
1.1652 |
1.1652 |
1.1658 |
| S1 |
1.1631 |
1.1631 |
1.1668 |
1.1642 |
| S2 |
1.1589 |
1.1589 |
1.1662 |
|
| S3 |
1.1525 |
1.1568 |
1.1656 |
|
| S4 |
1.1462 |
1.1504 |
1.1639 |
|
|
| 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 |
1.1943 |
|
2.618 |
1.1840 |
|
1.618 |
1.1776 |
|
1.000 |
1.1737 |
|
0.618 |
1.1713 |
|
HIGH |
1.1674 |
|
0.618 |
1.1649 |
|
0.500 |
1.1642 |
|
0.382 |
1.1634 |
|
LOW |
1.1610 |
|
0.618 |
1.1571 |
|
1.000 |
1.1547 |
|
1.618 |
1.1507 |
|
2.618 |
1.1444 |
|
4.250 |
1.1340 |
|
|
| Fisher Pivots for day following 11-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1663 |
1.1639 |
| PP |
1.1652 |
1.1604 |
| S1 |
1.1642 |
1.1570 |
|