CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 21-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2023 |
21-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1472 |
1.1392 |
-0.0080 |
-0.7% |
1.1568 |
| High |
1.1472 |
1.1392 |
-0.0080 |
-0.7% |
1.1568 |
| Low |
1.1472 |
1.1392 |
-0.0080 |
-0.7% |
1.1473 |
| Close |
1.1472 |
1.1392 |
-0.0080 |
-0.7% |
1.1473 |
| Range |
|
|
|
|
|
| ATR |
0.0038 |
0.0041 |
0.0003 |
8.0% |
0.0000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1392 |
1.1392 |
1.1392 |
|
| R3 |
1.1392 |
1.1392 |
1.1392 |
|
| R2 |
1.1392 |
1.1392 |
1.1392 |
|
| R1 |
1.1392 |
1.1392 |
1.1392 |
1.1392 |
| PP |
1.1392 |
1.1392 |
1.1392 |
1.1392 |
| S1 |
1.1392 |
1.1392 |
1.1392 |
1.1392 |
| S2 |
1.1392 |
1.1392 |
1.1392 |
|
| S3 |
1.1392 |
1.1392 |
1.1392 |
|
| S4 |
1.1392 |
1.1392 |
1.1392 |
|
|
| Weekly Pivots for week ending 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1791 |
1.1727 |
1.1525 |
|
| R3 |
1.1695 |
1.1632 |
1.1499 |
|
| R2 |
1.1600 |
1.1600 |
1.1490 |
|
| R1 |
1.1536 |
1.1536 |
1.1481 |
1.1520 |
| PP |
1.1504 |
1.1504 |
1.1504 |
1.1496 |
| S1 |
1.1441 |
1.1441 |
1.1464 |
1.1425 |
| S2 |
1.1409 |
1.1409 |
1.1455 |
|
| S3 |
1.1313 |
1.1345 |
1.1446 |
|
| S4 |
1.1218 |
1.1250 |
1.1420 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1392 |
|
2.618 |
1.1392 |
|
1.618 |
1.1392 |
|
1.000 |
1.1392 |
|
0.618 |
1.1392 |
|
HIGH |
1.1392 |
|
0.618 |
1.1392 |
|
0.500 |
1.1392 |
|
0.382 |
1.1392 |
|
LOW |
1.1392 |
|
0.618 |
1.1392 |
|
1.000 |
1.1392 |
|
1.618 |
1.1392 |
|
2.618 |
1.1392 |
|
4.250 |
1.1392 |
|
|
| Fisher Pivots for day following 21-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1392 |
1.1432 |
| PP |
1.1392 |
1.1419 |
| S1 |
1.1392 |
1.1405 |
|