CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 22-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2023 |
22-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1757 |
1.1761 |
0.0004 |
0.0% |
1.1770 |
| High |
1.1759 |
1.1780 |
0.0022 |
0.2% |
1.1810 |
| Low |
1.1757 |
1.1737 |
-0.0020 |
-0.2% |
1.1710 |
| Close |
1.1758 |
1.1737 |
-0.0021 |
-0.2% |
1.1710 |
| Range |
0.0002 |
0.0043 |
0.0042 |
2,766.7% |
0.0101 |
| ATR |
0.0056 |
0.0055 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
2 |
4 |
2 |
100.0% |
15 |
|
| Daily Pivots for day following 22-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1880 |
1.1852 |
1.1761 |
|
| R3 |
1.1837 |
1.1809 |
1.1749 |
|
| R2 |
1.1794 |
1.1794 |
1.1745 |
|
| R1 |
1.1766 |
1.1766 |
1.1741 |
1.1759 |
| PP |
1.1751 |
1.1751 |
1.1751 |
1.1748 |
| S1 |
1.1723 |
1.1723 |
1.1733 |
1.1716 |
| S2 |
1.1708 |
1.1708 |
1.1729 |
|
| S3 |
1.1665 |
1.1680 |
1.1725 |
|
| S4 |
1.1622 |
1.1637 |
1.1713 |
|
|
| Weekly Pivots for week ending 18-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2045 |
1.1978 |
1.1765 |
|
| R3 |
1.1944 |
1.1877 |
1.1737 |
|
| R2 |
1.1844 |
1.1844 |
1.1728 |
|
| R1 |
1.1777 |
1.1777 |
1.1719 |
1.1760 |
| PP |
1.1743 |
1.1743 |
1.1743 |
1.1735 |
| S1 |
1.1676 |
1.1676 |
1.1700 |
1.1659 |
| S2 |
1.1643 |
1.1643 |
1.1691 |
|
| S3 |
1.1542 |
1.1576 |
1.1682 |
|
| S4 |
1.1442 |
1.1475 |
1.1654 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1963 |
|
2.618 |
1.1893 |
|
1.618 |
1.1850 |
|
1.000 |
1.1823 |
|
0.618 |
1.1807 |
|
HIGH |
1.1780 |
|
0.618 |
1.1764 |
|
0.500 |
1.1759 |
|
0.382 |
1.1753 |
|
LOW |
1.1737 |
|
0.618 |
1.1710 |
|
1.000 |
1.1694 |
|
1.618 |
1.1667 |
|
2.618 |
1.1624 |
|
4.250 |
1.1554 |
|
|
| Fisher Pivots for day following 22-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1759 |
1.1745 |
| PP |
1.1751 |
1.1742 |
| S1 |
1.1744 |
1.1740 |
|