CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 14-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2023 |
14-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1794 |
1.1770 |
-0.0024 |
-0.2% |
1.1843 |
| High |
1.1820 |
1.1799 |
-0.0021 |
-0.2% |
1.1880 |
| Low |
1.1779 |
1.1716 |
-0.0063 |
-0.5% |
1.1779 |
| Close |
1.1794 |
1.1758 |
-0.0036 |
-0.3% |
1.1794 |
| Range |
0.0041 |
0.0083 |
0.0042 |
102.4% |
0.0102 |
| ATR |
0.0060 |
0.0062 |
0.0002 |
2.7% |
0.0000 |
| Volume |
0 |
3 |
3 |
|
11 |
|
| Daily Pivots for day following 14-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2006 |
1.1965 |
1.1804 |
|
| R3 |
1.1923 |
1.1882 |
1.1781 |
|
| R2 |
1.1840 |
1.1840 |
1.1773 |
|
| R1 |
1.1799 |
1.1799 |
1.1766 |
1.1778 |
| PP |
1.1757 |
1.1757 |
1.1757 |
1.1747 |
| S1 |
1.1716 |
1.1716 |
1.1750 |
1.1695 |
| S2 |
1.1674 |
1.1674 |
1.1743 |
|
| S3 |
1.1591 |
1.1633 |
1.1735 |
|
| S4 |
1.1508 |
1.1550 |
1.1712 |
|
|
| Weekly Pivots for week ending 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2122 |
1.2060 |
1.1850 |
|
| R3 |
1.2021 |
1.1958 |
1.1822 |
|
| R2 |
1.1919 |
1.1919 |
1.1813 |
|
| R1 |
1.1857 |
1.1857 |
1.1803 |
1.1837 |
| PP |
1.1818 |
1.1818 |
1.1818 |
1.1808 |
| S1 |
1.1755 |
1.1755 |
1.1785 |
1.1736 |
| S2 |
1.1716 |
1.1716 |
1.1775 |
|
| S3 |
1.1615 |
1.1654 |
1.1766 |
|
| S4 |
1.1513 |
1.1552 |
1.1738 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2151 |
|
2.618 |
1.2016 |
|
1.618 |
1.1933 |
|
1.000 |
1.1882 |
|
0.618 |
1.1850 |
|
HIGH |
1.1799 |
|
0.618 |
1.1767 |
|
0.500 |
1.1757 |
|
0.382 |
1.1747 |
|
LOW |
1.1716 |
|
0.618 |
1.1664 |
|
1.000 |
1.1633 |
|
1.618 |
1.1581 |
|
2.618 |
1.1498 |
|
4.250 |
1.1363 |
|
|
| Fisher Pivots for day following 14-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1758 |
1.1798 |
| PP |
1.1757 |
1.1785 |
| S1 |
1.1757 |
1.1771 |
|