CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 24-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2023 |
24-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1763 |
1.1776 |
0.0013 |
0.1% |
1.1770 |
| High |
1.1763 |
1.1780 |
0.0017 |
0.1% |
1.1810 |
| Low |
1.1763 |
1.1674 |
-0.0089 |
-0.8% |
1.1710 |
| Close |
1.1763 |
1.1674 |
-0.0089 |
-0.8% |
1.1710 |
| Range |
0.0000 |
0.0106 |
0.0106 |
|
0.0101 |
| ATR |
0.0053 |
0.0057 |
0.0004 |
7.1% |
0.0000 |
| Volume |
0 |
6 |
6 |
|
15 |
|
| Daily Pivots for day following 24-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2027 |
1.1957 |
1.1732 |
|
| R3 |
1.1921 |
1.1851 |
1.1703 |
|
| R2 |
1.1815 |
1.1815 |
1.1693 |
|
| R1 |
1.1745 |
1.1745 |
1.1684 |
1.1727 |
| PP |
1.1709 |
1.1709 |
1.1709 |
1.1701 |
| S1 |
1.1639 |
1.1639 |
1.1664 |
1.1621 |
| S2 |
1.1603 |
1.1603 |
1.1655 |
|
| S3 |
1.1497 |
1.1533 |
1.1645 |
|
| S4 |
1.1391 |
1.1427 |
1.1616 |
|
|
| Weekly Pivots for week ending 18-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2045 |
1.1978 |
1.1765 |
|
| R3 |
1.1944 |
1.1877 |
1.1737 |
|
| R2 |
1.1844 |
1.1844 |
1.1728 |
|
| R1 |
1.1777 |
1.1777 |
1.1719 |
1.1760 |
| PP |
1.1743 |
1.1743 |
1.1743 |
1.1735 |
| S1 |
1.1676 |
1.1676 |
1.1700 |
1.1659 |
| S2 |
1.1643 |
1.1643 |
1.1691 |
|
| S3 |
1.1542 |
1.1576 |
1.1682 |
|
| S4 |
1.1442 |
1.1475 |
1.1654 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2231 |
|
2.618 |
1.2058 |
|
1.618 |
1.1952 |
|
1.000 |
1.1886 |
|
0.618 |
1.1846 |
|
HIGH |
1.1780 |
|
0.618 |
1.1740 |
|
0.500 |
1.1727 |
|
0.382 |
1.1714 |
|
LOW |
1.1674 |
|
0.618 |
1.1608 |
|
1.000 |
1.1568 |
|
1.618 |
1.1502 |
|
2.618 |
1.1396 |
|
4.250 |
1.1224 |
|
|
| Fisher Pivots for day following 24-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1727 |
1.1727 |
| PP |
1.1709 |
1.1709 |
| S1 |
1.1692 |
1.1692 |
|