CME Swiss Franc Future March 2024
| Trading Metrics calculated at close of trading on 12-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2023 |
12-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1610 |
1.1680 |
0.0070 |
0.6% |
1.1490 |
| High |
1.1674 |
1.1849 |
0.0175 |
1.5% |
1.1569 |
| Low |
1.1610 |
1.1680 |
0.0070 |
0.6% |
1.1434 |
| Close |
1.1674 |
1.1849 |
0.0175 |
1.5% |
1.1565 |
| Range |
0.0064 |
0.0169 |
0.0105 |
165.4% |
0.0136 |
| ATR |
0.0057 |
0.0065 |
0.0008 |
14.9% |
0.0000 |
| Volume |
9 |
19 |
10 |
111.1% |
18 |
|
| Daily Pivots for day following 12-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2298 |
1.2242 |
1.1941 |
|
| R3 |
1.2129 |
1.2073 |
1.1895 |
|
| R2 |
1.1961 |
1.1961 |
1.1879 |
|
| R1 |
1.1905 |
1.1905 |
1.1864 |
1.1933 |
| PP |
1.1792 |
1.1792 |
1.1792 |
1.1806 |
| S1 |
1.1736 |
1.1736 |
1.1833 |
1.1764 |
| S2 |
1.1624 |
1.1624 |
1.1818 |
|
| S3 |
1.1455 |
1.1568 |
1.1802 |
|
| S4 |
1.1287 |
1.1399 |
1.1756 |
|
|
| 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 |
1.2565 |
|
2.618 |
1.2290 |
|
1.618 |
1.2121 |
|
1.000 |
1.2017 |
|
0.618 |
1.1953 |
|
HIGH |
1.1849 |
|
0.618 |
1.1784 |
|
0.500 |
1.1764 |
|
0.382 |
1.1744 |
|
LOW |
1.1680 |
|
0.618 |
1.1576 |
|
1.000 |
1.1512 |
|
1.618 |
1.1407 |
|
2.618 |
1.1239 |
|
4.250 |
1.0964 |
|
|
| Fisher Pivots for day following 12-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1820 |
1.1802 |
| PP |
1.1792 |
1.1756 |
| S1 |
1.1764 |
1.1709 |
|