CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 10-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2023 |
10-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1799 |
1.1840 |
0.0041 |
0.3% |
1.1920 |
| High |
1.1835 |
1.1880 |
0.0045 |
0.4% |
1.1930 |
| Low |
1.1779 |
1.1800 |
0.0021 |
0.2% |
1.1783 |
| Close |
1.1783 |
1.1800 |
0.0018 |
0.1% |
1.1847 |
| Range |
0.0056 |
0.0080 |
0.0024 |
42.9% |
0.0147 |
| ATR |
0.0059 |
0.0062 |
0.0003 |
4.6% |
0.0000 |
| Volume |
1 |
9 |
8 |
800.0% |
11 |
|
| Daily Pivots for day following 10-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2067 |
1.2013 |
1.1844 |
|
| R3 |
1.1987 |
1.1933 |
1.1822 |
|
| R2 |
1.1907 |
1.1907 |
1.1815 |
|
| R1 |
1.1853 |
1.1853 |
1.1807 |
1.1840 |
| PP |
1.1827 |
1.1827 |
1.1827 |
1.1820 |
| S1 |
1.1773 |
1.1773 |
1.1793 |
1.1760 |
| S2 |
1.1747 |
1.1747 |
1.1785 |
|
| S3 |
1.1667 |
1.1693 |
1.1778 |
|
| S4 |
1.1587 |
1.1613 |
1.1756 |
|
|
| 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 |
1.2220 |
|
2.618 |
1.2089 |
|
1.618 |
1.2009 |
|
1.000 |
1.1960 |
|
0.618 |
1.1929 |
|
HIGH |
1.1880 |
|
0.618 |
1.1849 |
|
0.500 |
1.1840 |
|
0.382 |
1.1831 |
|
LOW |
1.1800 |
|
0.618 |
1.1751 |
|
1.000 |
1.1720 |
|
1.618 |
1.1671 |
|
2.618 |
1.1591 |
|
4.250 |
1.1460 |
|
|
| Fisher Pivots for day following 10-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1840 |
1.1830 |
| PP |
1.1827 |
1.1820 |
| S1 |
1.1813 |
1.1810 |
|