CME Swiss Franc Future March 2024
| Trading Metrics calculated at close of trading on 10-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2023 |
10-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1474 |
1.1570 |
0.0096 |
0.8% |
1.1490 |
| High |
1.1569 |
1.1603 |
0.0034 |
0.3% |
1.1569 |
| Low |
1.1466 |
1.1570 |
0.0104 |
0.9% |
1.1434 |
| Close |
1.1565 |
1.1603 |
0.0038 |
0.3% |
1.1565 |
| Range |
0.0103 |
0.0033 |
-0.0071 |
-68.4% |
0.0136 |
| ATR |
0.0057 |
0.0056 |
-0.0001 |
-2.4% |
0.0000 |
| Volume |
16 |
9 |
-7 |
-43.8% |
18 |
|
| Daily Pivots for day following 10-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1689 |
1.1678 |
1.1620 |
|
| R3 |
1.1657 |
1.1646 |
1.1611 |
|
| R2 |
1.1624 |
1.1624 |
1.1608 |
|
| R1 |
1.1613 |
1.1613 |
1.1605 |
1.1619 |
| PP |
1.1592 |
1.1592 |
1.1592 |
1.1594 |
| S1 |
1.1581 |
1.1581 |
1.1600 |
1.1586 |
| S2 |
1.1559 |
1.1559 |
1.1597 |
|
| S3 |
1.1527 |
1.1548 |
1.1594 |
|
| S4 |
1.1494 |
1.1516 |
1.1585 |
|
|
| Weekly Pivots for week ending 07-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1929 |
1.1883 |
1.1640 |
|
| R3 |
1.1794 |
1.1747 |
1.1602 |
|
| R2 |
1.1658 |
1.1658 |
1.1590 |
|
| R1 |
1.1612 |
1.1612 |
1.1577 |
1.1635 |
| PP |
1.1523 |
1.1523 |
1.1523 |
1.1534 |
| S1 |
1.1476 |
1.1476 |
1.1553 |
1.1499 |
| S2 |
1.1387 |
1.1387 |
1.1540 |
|
| S3 |
1.1252 |
1.1341 |
1.1528 |
|
| S4 |
1.1116 |
1.1205 |
1.1490 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1741 |
|
2.618 |
1.1688 |
|
1.618 |
1.1655 |
|
1.000 |
1.1635 |
|
0.618 |
1.1623 |
|
HIGH |
1.1603 |
|
0.618 |
1.1590 |
|
0.500 |
1.1586 |
|
0.382 |
1.1582 |
|
LOW |
1.1570 |
|
0.618 |
1.1550 |
|
1.000 |
1.1538 |
|
1.618 |
1.1517 |
|
2.618 |
1.1485 |
|
4.250 |
1.1432 |
|
|
| Fisher Pivots for day following 10-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1597 |
1.1580 |
| PP |
1.1592 |
1.1557 |
| S1 |
1.1586 |
1.1534 |
|