CME Swiss Franc Future June 2024
Trading Metrics calculated at close of trading on 16-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2023 |
16-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
1.1800 |
1.1740 |
-0.0060 |
-0.5% |
1.1843 |
High |
1.1810 |
1.1772 |
-0.0038 |
-0.3% |
1.1880 |
Low |
1.1761 |
1.1733 |
-0.0028 |
-0.2% |
1.1779 |
Close |
1.1761 |
1.1750 |
-0.0011 |
-0.1% |
1.1794 |
Range |
0.0050 |
0.0040 |
-0.0010 |
-20.2% |
0.0102 |
ATR |
0.0061 |
0.0060 |
-0.0002 |
-2.5% |
0.0000 |
Volume |
5 |
2 |
-3 |
-60.0% |
11 |
|
Daily Pivots for day following 16-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1870 |
1.1849 |
1.1771 |
|
R3 |
1.1830 |
1.1810 |
1.1760 |
|
R2 |
1.1791 |
1.1791 |
1.1757 |
|
R1 |
1.1770 |
1.1770 |
1.1753 |
1.1781 |
PP |
1.1751 |
1.1751 |
1.1751 |
1.1757 |
S1 |
1.1731 |
1.1731 |
1.1746 |
1.1741 |
S2 |
1.1712 |
1.1712 |
1.1742 |
|
S3 |
1.1672 |
1.1691 |
1.1739 |
|
S4 |
1.1633 |
1.1652 |
1.1728 |
|
|
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 |
1.1940 |
2.618 |
1.1875 |
1.618 |
1.1836 |
1.000 |
1.1812 |
0.618 |
1.1796 |
HIGH |
1.1772 |
0.618 |
1.1757 |
0.500 |
1.1752 |
0.382 |
1.1748 |
LOW |
1.1733 |
0.618 |
1.1708 |
1.000 |
1.1693 |
1.618 |
1.1669 |
2.618 |
1.1629 |
4.250 |
1.1565 |
|
|
Fisher Pivots for day following 16-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
1.1752 |
1.1763 |
PP |
1.1751 |
1.1758 |
S1 |
1.1750 |
1.1754 |
|