CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 11-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2023 |
11-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1840 |
1.1794 |
-0.0046 |
-0.4% |
1.1843 |
| High |
1.1880 |
1.1820 |
-0.0061 |
-0.5% |
1.1880 |
| Low |
1.1800 |
1.1779 |
-0.0022 |
-0.2% |
1.1779 |
| Close |
1.1800 |
1.1794 |
-0.0006 |
-0.1% |
1.1794 |
| Range |
0.0080 |
0.0041 |
-0.0039 |
-48.8% |
0.0102 |
| ATR |
0.0062 |
0.0060 |
-0.0001 |
-2.4% |
0.0000 |
| Volume |
9 |
0 |
-9 |
-100.0% |
11 |
|
| Daily Pivots for day following 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1920 |
1.1898 |
1.1817 |
|
| R3 |
1.1879 |
1.1857 |
1.1805 |
|
| R2 |
1.1838 |
1.1838 |
1.1802 |
|
| R1 |
1.1816 |
1.1816 |
1.1798 |
1.1815 |
| PP |
1.1797 |
1.1797 |
1.1797 |
1.1797 |
| S1 |
1.1775 |
1.1775 |
1.1790 |
1.1774 |
| S2 |
1.1756 |
1.1756 |
1.1786 |
|
| S3 |
1.1715 |
1.1734 |
1.1783 |
|
| S4 |
1.1674 |
1.1693 |
1.1771 |
|
|
| Weekly Pivots for week ending 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2122 |
1.2060 |
1.1850 |
|
| R3 |
1.2021 |
1.1958 |
1.1822 |
|
| R2 |
1.1919 |
1.1919 |
1.1813 |
|
| R1 |
1.1857 |
1.1857 |
1.1803 |
1.1837 |
| PP |
1.1818 |
1.1818 |
1.1818 |
1.1808 |
| S1 |
1.1755 |
1.1755 |
1.1785 |
1.1736 |
| S2 |
1.1716 |
1.1716 |
1.1775 |
|
| S3 |
1.1615 |
1.1654 |
1.1766 |
|
| S4 |
1.1513 |
1.1552 |
1.1738 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1994 |
|
2.618 |
1.1927 |
|
1.618 |
1.1886 |
|
1.000 |
1.1861 |
|
0.618 |
1.1845 |
|
HIGH |
1.1820 |
|
0.618 |
1.1804 |
|
0.500 |
1.1799 |
|
0.382 |
1.1794 |
|
LOW |
1.1779 |
|
0.618 |
1.1753 |
|
1.000 |
1.1738 |
|
1.618 |
1.1712 |
|
2.618 |
1.1671 |
|
4.250 |
1.1604 |
|
|
| Fisher Pivots for day following 11-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1799 |
1.1829 |
| PP |
1.1797 |
1.1818 |
| S1 |
1.1796 |
1.1806 |
|