CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 07-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2023 |
07-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1840 |
1.1843 |
0.0003 |
0.0% |
1.1920 |
| High |
1.1880 |
1.1843 |
-0.0038 |
-0.3% |
1.1930 |
| Low |
1.1783 |
1.1793 |
0.0010 |
0.1% |
1.1783 |
| Close |
1.1847 |
1.1843 |
-0.0004 |
0.0% |
1.1847 |
| Range |
0.0097 |
0.0050 |
-0.0047 |
-48.5% |
0.0147 |
| ATR |
0.0061 |
0.0061 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
5 |
0 |
-5 |
-100.0% |
11 |
|
| Daily Pivots for day following 07-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1976 |
1.1959 |
1.1870 |
|
| R3 |
1.1926 |
1.1909 |
1.1856 |
|
| R2 |
1.1876 |
1.1876 |
1.1852 |
|
| R1 |
1.1859 |
1.1859 |
1.1847 |
1.1868 |
| PP |
1.1826 |
1.1826 |
1.1826 |
1.1830 |
| S1 |
1.1809 |
1.1809 |
1.1838 |
1.1818 |
| S2 |
1.1776 |
1.1776 |
1.1833 |
|
| S3 |
1.1726 |
1.1759 |
1.1829 |
|
| S4 |
1.1676 |
1.1709 |
1.1815 |
|
|
| Weekly Pivots for week ending 04-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2294 |
1.2217 |
1.1927 |
|
| R3 |
1.2147 |
1.2070 |
1.1887 |
|
| R2 |
1.2000 |
1.2000 |
1.1873 |
|
| R1 |
1.1923 |
1.1923 |
1.1860 |
1.1888 |
| PP |
1.1853 |
1.1853 |
1.1853 |
1.1836 |
| S1 |
1.1776 |
1.1776 |
1.1833 |
1.1741 |
| S2 |
1.1706 |
1.1706 |
1.1820 |
|
| S3 |
1.1559 |
1.1629 |
1.1806 |
|
| S4 |
1.1412 |
1.1482 |
1.1766 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2055 |
|
2.618 |
1.1973 |
|
1.618 |
1.1923 |
|
1.000 |
1.1893 |
|
0.618 |
1.1873 |
|
HIGH |
1.1843 |
|
0.618 |
1.1823 |
|
0.500 |
1.1818 |
|
0.382 |
1.1812 |
|
LOW |
1.1793 |
|
0.618 |
1.1762 |
|
1.000 |
1.1743 |
|
1.618 |
1.1712 |
|
2.618 |
1.1662 |
|
4.250 |
1.1580 |
|
|
| Fisher Pivots for day following 07-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1834 |
1.1839 |
| PP |
1.1826 |
1.1835 |
| S1 |
1.1818 |
1.1832 |
|