CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 01-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2023 |
01-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1680 |
1.1642 |
-0.0038 |
-0.3% |
1.1684 |
| High |
1.1680 |
1.1722 |
0.0042 |
0.4% |
1.1790 |
| Low |
1.1680 |
1.1642 |
-0.0038 |
-0.3% |
1.1642 |
| Close |
1.1680 |
1.1650 |
-0.0030 |
-0.3% |
1.1650 |
| Range |
0.0000 |
0.0080 |
0.0080 |
|
0.0148 |
| ATR |
0.0054 |
0.0056 |
0.0002 |
3.4% |
0.0000 |
| Volume |
2 |
1 |
-1 |
-50.0% |
10 |
|
| Daily Pivots for day following 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1910 |
1.1859 |
1.1693 |
|
| R3 |
1.1830 |
1.1780 |
1.1671 |
|
| R2 |
1.1751 |
1.1751 |
1.1664 |
|
| R1 |
1.1700 |
1.1700 |
1.1657 |
1.1725 |
| PP |
1.1671 |
1.1671 |
1.1671 |
1.1684 |
| S1 |
1.1621 |
1.1621 |
1.1642 |
1.1646 |
| S2 |
1.1592 |
1.1592 |
1.1635 |
|
| S3 |
1.1512 |
1.1541 |
1.1628 |
|
| S4 |
1.1433 |
1.1462 |
1.1606 |
|
|
| Weekly Pivots for week ending 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2138 |
1.2042 |
1.1731 |
|
| R3 |
1.1990 |
1.1894 |
1.1690 |
|
| R2 |
1.1842 |
1.1842 |
1.1677 |
|
| R1 |
1.1746 |
1.1746 |
1.1663 |
1.1720 |
| PP |
1.1694 |
1.1694 |
1.1694 |
1.1681 |
| S1 |
1.1598 |
1.1598 |
1.1636 |
1.1572 |
| S2 |
1.1546 |
1.1546 |
1.1622 |
|
| S3 |
1.1398 |
1.1450 |
1.1609 |
|
| S4 |
1.1250 |
1.1302 |
1.1568 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2059 |
|
2.618 |
1.1930 |
|
1.618 |
1.1850 |
|
1.000 |
1.1801 |
|
0.618 |
1.1771 |
|
HIGH |
1.1722 |
|
0.618 |
1.1691 |
|
0.500 |
1.1682 |
|
0.382 |
1.1672 |
|
LOW |
1.1642 |
|
0.618 |
1.1593 |
|
1.000 |
1.1563 |
|
1.618 |
1.1513 |
|
2.618 |
1.1434 |
|
4.250 |
1.1304 |
|
|
| Fisher Pivots for day following 01-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1682 |
1.1716 |
| PP |
1.1671 |
1.1694 |
| S1 |
1.1660 |
1.1672 |
|