CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 08-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2023 |
08-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1546 |
1.1538 |
-0.0008 |
-0.1% |
1.1600 |
| High |
1.1546 |
1.1585 |
0.0039 |
0.3% |
1.1600 |
| Low |
1.1546 |
1.1538 |
-0.0008 |
-0.1% |
1.1538 |
| Close |
1.1546 |
1.1538 |
-0.0008 |
-0.1% |
1.1538 |
| Range |
0.0000 |
0.0047 |
0.0047 |
|
0.0062 |
| ATR |
0.0051 |
0.0051 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1693 |
1.1662 |
1.1564 |
|
| R3 |
1.1647 |
1.1616 |
1.1551 |
|
| R2 |
1.1600 |
1.1600 |
1.1547 |
|
| R1 |
1.1569 |
1.1569 |
1.1542 |
1.1561 |
| PP |
1.1554 |
1.1554 |
1.1554 |
1.1550 |
| S1 |
1.1523 |
1.1523 |
1.1534 |
1.1515 |
| S2 |
1.1507 |
1.1507 |
1.1529 |
|
| S3 |
1.1461 |
1.1476 |
1.1525 |
|
| S4 |
1.1414 |
1.1430 |
1.1512 |
|
|
| Weekly Pivots for week ending 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1745 |
1.1703 |
1.1572 |
|
| R3 |
1.1683 |
1.1641 |
1.1555 |
|
| R2 |
1.1621 |
1.1621 |
1.1549 |
|
| R1 |
1.1579 |
1.1579 |
1.1544 |
1.1569 |
| PP |
1.1559 |
1.1559 |
1.1559 |
1.1554 |
| S1 |
1.1517 |
1.1517 |
1.1532 |
1.1507 |
| S2 |
1.1497 |
1.1497 |
1.1527 |
|
| S3 |
1.1435 |
1.1455 |
1.1521 |
|
| S4 |
1.1373 |
1.1393 |
1.1504 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1782 |
|
2.618 |
1.1706 |
|
1.618 |
1.1660 |
|
1.000 |
1.1631 |
|
0.618 |
1.1613 |
|
HIGH |
1.1585 |
|
0.618 |
1.1567 |
|
0.500 |
1.1561 |
|
0.382 |
1.1556 |
|
LOW |
1.1538 |
|
0.618 |
1.1509 |
|
1.000 |
1.1492 |
|
1.618 |
1.1463 |
|
2.618 |
1.1416 |
|
4.250 |
1.1340 |
|
|
| Fisher Pivots for day following 08-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1561 |
1.1561 |
| PP |
1.1554 |
1.1554 |
| S1 |
1.1546 |
1.1546 |
|