CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 30-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2023 |
30-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1740 |
1.1770 |
0.0030 |
0.3% |
1.1757 |
| High |
1.1760 |
1.1790 |
0.0030 |
0.3% |
1.1780 |
| Low |
1.1740 |
1.1749 |
0.0009 |
0.1% |
1.1643 |
| Close |
1.1749 |
1.1749 |
0.0001 |
0.0% |
1.1685 |
| Range |
0.0020 |
0.0041 |
0.0021 |
105.0% |
0.0137 |
| ATR |
0.0054 |
0.0053 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
4 |
3 |
-1 |
-25.0% |
12 |
|
| Daily Pivots for day following 30-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1886 |
1.1858 |
1.1772 |
|
| R3 |
1.1845 |
1.1817 |
1.1760 |
|
| R2 |
1.1804 |
1.1804 |
1.1757 |
|
| R1 |
1.1776 |
1.1776 |
1.1753 |
1.1770 |
| PP |
1.1763 |
1.1763 |
1.1763 |
1.1759 |
| S1 |
1.1735 |
1.1735 |
1.1745 |
1.1729 |
| S2 |
1.1722 |
1.1722 |
1.1741 |
|
| S3 |
1.1681 |
1.1694 |
1.1738 |
|
| S4 |
1.1640 |
1.1653 |
1.1726 |
|
|
| Weekly Pivots for week ending 25-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2114 |
1.2036 |
1.1760 |
|
| R3 |
1.1977 |
1.1899 |
1.1723 |
|
| R2 |
1.1840 |
1.1840 |
1.1710 |
|
| R1 |
1.1762 |
1.1762 |
1.1698 |
1.1733 |
| PP |
1.1703 |
1.1703 |
1.1703 |
1.1688 |
| S1 |
1.1625 |
1.1625 |
1.1672 |
1.1596 |
| S2 |
1.1566 |
1.1566 |
1.1660 |
|
| S3 |
1.1429 |
1.1488 |
1.1647 |
|
| S4 |
1.1292 |
1.1351 |
1.1610 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1964 |
|
2.618 |
1.1897 |
|
1.618 |
1.1856 |
|
1.000 |
1.1831 |
|
0.618 |
1.1815 |
|
HIGH |
1.1790 |
|
0.618 |
1.1774 |
|
0.500 |
1.1770 |
|
0.382 |
1.1765 |
|
LOW |
1.1749 |
|
0.618 |
1.1724 |
|
1.000 |
1.1708 |
|
1.618 |
1.1683 |
|
2.618 |
1.1642 |
|
4.250 |
1.1575 |
|
|
| Fisher Pivots for day following 30-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1770 |
1.1745 |
| PP |
1.1763 |
1.1741 |
| S1 |
1.1756 |
1.1737 |
|