CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 07-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2023 |
07-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1571 |
1.1546 |
-0.0025 |
-0.2% |
1.1684 |
| High |
1.1571 |
1.1546 |
-0.0025 |
-0.2% |
1.1790 |
| Low |
1.1571 |
1.1546 |
-0.0025 |
-0.2% |
1.1642 |
| Close |
1.1571 |
1.1546 |
-0.0025 |
-0.2% |
1.1650 |
| Range |
|
|
|
|
|
| ATR |
0.0054 |
0.0051 |
-0.0002 |
-3.8% |
0.0000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 07-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1546 |
1.1546 |
1.1546 |
|
| R3 |
1.1546 |
1.1546 |
1.1546 |
|
| R2 |
1.1546 |
1.1546 |
1.1546 |
|
| R1 |
1.1546 |
1.1546 |
1.1546 |
1.1546 |
| PP |
1.1546 |
1.1546 |
1.1546 |
1.1546 |
| S1 |
1.1546 |
1.1546 |
1.1546 |
1.1546 |
| S2 |
1.1546 |
1.1546 |
1.1546 |
|
| S3 |
1.1546 |
1.1546 |
1.1546 |
|
| S4 |
1.1546 |
1.1546 |
1.1546 |
|
|
| Weekly Pivots for week ending 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2138 |
1.2042 |
1.1731 |
|
| R3 |
1.1990 |
1.1894 |
1.1690 |
|
| R2 |
1.1842 |
1.1842 |
1.1677 |
|
| R1 |
1.1746 |
1.1746 |
1.1663 |
1.1720 |
| PP |
1.1694 |
1.1694 |
1.1694 |
1.1681 |
| S1 |
1.1598 |
1.1598 |
1.1636 |
1.1572 |
| S2 |
1.1546 |
1.1546 |
1.1622 |
|
| S3 |
1.1398 |
1.1450 |
1.1609 |
|
| S4 |
1.1250 |
1.1302 |
1.1568 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1546 |
|
2.618 |
1.1546 |
|
1.618 |
1.1546 |
|
1.000 |
1.1546 |
|
0.618 |
1.1546 |
|
HIGH |
1.1546 |
|
0.618 |
1.1546 |
|
0.500 |
1.1546 |
|
0.382 |
1.1546 |
|
LOW |
1.1546 |
|
0.618 |
1.1546 |
|
1.000 |
1.1546 |
|
1.618 |
1.1546 |
|
2.618 |
1.1546 |
|
4.250 |
1.1546 |
|
|
| Fisher Pivots for day following 07-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1546 |
1.1573 |
| PP |
1.1546 |
1.1564 |
| S1 |
1.1546 |
1.1555 |
|