CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 15-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2023 |
15-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1770 |
1.1800 |
0.0030 |
0.3% |
1.1843 |
| High |
1.1799 |
1.1810 |
0.0012 |
0.1% |
1.1880 |
| Low |
1.1716 |
1.1761 |
0.0045 |
0.4% |
1.1779 |
| Close |
1.1758 |
1.1761 |
0.0003 |
0.0% |
1.1794 |
| Range |
0.0083 |
0.0050 |
-0.0034 |
-40.4% |
0.0102 |
| ATR |
0.0062 |
0.0061 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
3 |
5 |
2 |
66.7% |
11 |
|
| Daily Pivots for day following 15-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1926 |
1.1893 |
1.1788 |
|
| R3 |
1.1876 |
1.1843 |
1.1774 |
|
| R2 |
1.1827 |
1.1827 |
1.1770 |
|
| R1 |
1.1794 |
1.1794 |
1.1765 |
1.1785 |
| PP |
1.1777 |
1.1777 |
1.1777 |
1.1773 |
| S1 |
1.1744 |
1.1744 |
1.1756 |
1.1736 |
| S2 |
1.1728 |
1.1728 |
1.1751 |
|
| S3 |
1.1678 |
1.1695 |
1.1747 |
|
| S4 |
1.1629 |
1.1645 |
1.1733 |
|
|
| 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 |
1.2020 |
|
2.618 |
1.1940 |
|
1.618 |
1.1890 |
|
1.000 |
1.1860 |
|
0.618 |
1.1841 |
|
HIGH |
1.1810 |
|
0.618 |
1.1791 |
|
0.500 |
1.1785 |
|
0.382 |
1.1779 |
|
LOW |
1.1761 |
|
0.618 |
1.1730 |
|
1.000 |
1.1711 |
|
1.618 |
1.1680 |
|
2.618 |
1.1631 |
|
4.250 |
1.1550 |
|
|
| Fisher Pivots for day following 15-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1785 |
1.1768 |
| PP |
1.1777 |
1.1765 |
| S1 |
1.1769 |
1.1763 |
|