CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 04-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2023 |
04-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1820 |
1.1840 |
0.0020 |
0.2% |
1.1920 |
| High |
1.1830 |
1.1880 |
0.0050 |
0.4% |
1.1930 |
| Low |
1.1818 |
1.1783 |
-0.0035 |
-0.3% |
1.1783 |
| Close |
1.1818 |
1.1847 |
0.0029 |
0.2% |
1.1847 |
| Range |
0.0012 |
0.0097 |
0.0085 |
708.3% |
0.0147 |
| ATR |
0.0058 |
0.0061 |
0.0003 |
4.7% |
0.0000 |
| Volume |
2 |
5 |
3 |
150.0% |
11 |
|
| Daily Pivots for day following 04-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2128 |
1.2084 |
1.1900 |
|
| R3 |
1.2031 |
1.1987 |
1.1873 |
|
| R2 |
1.1934 |
1.1934 |
1.1864 |
|
| R1 |
1.1890 |
1.1890 |
1.1855 |
1.1912 |
| PP |
1.1837 |
1.1837 |
1.1837 |
1.1847 |
| S1 |
1.1793 |
1.1793 |
1.1838 |
1.1815 |
| S2 |
1.1740 |
1.1740 |
1.1829 |
|
| S3 |
1.1643 |
1.1696 |
1.1820 |
|
| S4 |
1.1546 |
1.1599 |
1.1793 |
|
|
| Weekly Pivots for week ending 04-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2294 |
1.2217 |
1.1927 |
|
| R3 |
1.2147 |
1.2070 |
1.1887 |
|
| R2 |
1.2000 |
1.2000 |
1.1873 |
|
| R1 |
1.1923 |
1.1923 |
1.1860 |
1.1888 |
| PP |
1.1853 |
1.1853 |
1.1853 |
1.1836 |
| S1 |
1.1776 |
1.1776 |
1.1833 |
1.1741 |
| S2 |
1.1706 |
1.1706 |
1.1820 |
|
| S3 |
1.1559 |
1.1629 |
1.1806 |
|
| S4 |
1.1412 |
1.1482 |
1.1766 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2292 |
|
2.618 |
1.2134 |
|
1.618 |
1.2037 |
|
1.000 |
1.1977 |
|
0.618 |
1.1940 |
|
HIGH |
1.1880 |
|
0.618 |
1.1843 |
|
0.500 |
1.1832 |
|
0.382 |
1.1820 |
|
LOW |
1.1783 |
|
0.618 |
1.1723 |
|
1.000 |
1.1686 |
|
1.618 |
1.1626 |
|
2.618 |
1.1529 |
|
4.250 |
1.1371 |
|
|
| Fisher Pivots for day following 04-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1842 |
1.1842 |
| PP |
1.1837 |
1.1837 |
| S1 |
1.1832 |
1.1832 |
|