CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 28-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2024 |
28-May-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0966 |
1.0961 |
-0.0005 |
0.0% |
1.1035 |
| High |
1.0976 |
1.1033 |
0.0057 |
0.5% |
1.1050 |
| Low |
1.0944 |
1.0952 |
0.0008 |
0.1% |
1.0944 |
| Close |
1.0962 |
1.0989 |
0.0027 |
0.2% |
1.0962 |
| Range |
0.0032 |
0.0082 |
0.0050 |
154.7% |
0.0106 |
| ATR |
0.0058 |
0.0060 |
0.0002 |
2.8% |
0.0000 |
| Volume |
24,454 |
45,360 |
20,906 |
85.5% |
144,137 |
|
| Daily Pivots for day following 28-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1236 |
1.1194 |
1.1033 |
|
| R3 |
1.1154 |
1.1112 |
1.1011 |
|
| R2 |
1.1073 |
1.1073 |
1.1003 |
|
| R1 |
1.1031 |
1.1031 |
1.0996 |
1.1052 |
| PP |
1.0991 |
1.0991 |
1.0991 |
1.1002 |
| S1 |
1.0949 |
1.0949 |
1.0981 |
1.0970 |
| S2 |
1.0910 |
1.0910 |
1.0974 |
|
| S3 |
1.0828 |
1.0868 |
1.0966 |
|
| S4 |
1.0747 |
1.0786 |
1.0944 |
|
|
| Weekly Pivots for week ending 24-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1303 |
1.1239 |
1.1020 |
|
| R3 |
1.1197 |
1.1133 |
1.0991 |
|
| R2 |
1.1091 |
1.1091 |
1.0981 |
|
| R1 |
1.1027 |
1.1027 |
1.0972 |
1.1006 |
| PP |
1.0985 |
1.0985 |
1.0985 |
1.0975 |
| S1 |
1.0921 |
1.0921 |
1.0952 |
1.0900 |
| S2 |
1.0879 |
1.0879 |
1.0943 |
|
| S3 |
1.0773 |
1.0815 |
1.0933 |
|
| S4 |
1.0667 |
1.0709 |
1.0904 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1039 |
1.0944 |
0.0095 |
0.9% |
0.0050 |
0.5% |
47% |
False |
False |
32,841 |
| 10 |
1.1163 |
1.0944 |
0.0219 |
2.0% |
0.0056 |
0.5% |
20% |
False |
False |
30,735 |
| 20 |
1.1163 |
1.0900 |
0.0264 |
2.4% |
0.0062 |
0.6% |
34% |
False |
False |
30,622 |
| 40 |
1.1202 |
1.0900 |
0.0302 |
2.7% |
0.0066 |
0.6% |
29% |
False |
False |
29,339 |
| 60 |
1.1577 |
1.0900 |
0.0678 |
6.2% |
0.0066 |
0.6% |
13% |
False |
False |
27,134 |
| 80 |
1.1855 |
1.0900 |
0.0956 |
8.7% |
0.0064 |
0.6% |
9% |
False |
False |
20,372 |
| 100 |
1.2022 |
1.0900 |
0.1122 |
10.2% |
0.0063 |
0.6% |
8% |
False |
False |
16,301 |
| 120 |
1.2197 |
1.0900 |
0.1297 |
11.8% |
0.0063 |
0.6% |
7% |
False |
False |
13,591 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1379 |
|
2.618 |
1.1246 |
|
1.618 |
1.1165 |
|
1.000 |
1.1115 |
|
0.618 |
1.1083 |
|
HIGH |
1.1033 |
|
0.618 |
1.1002 |
|
0.500 |
1.0992 |
|
0.382 |
1.0983 |
|
LOW |
1.0952 |
|
0.618 |
1.0901 |
|
1.000 |
1.0870 |
|
1.618 |
1.0820 |
|
2.618 |
1.0738 |
|
4.250 |
1.0605 |
|
|
| Fisher Pivots for day following 28-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0992 |
1.0989 |
| PP |
1.0991 |
1.0989 |
| S1 |
1.0990 |
1.0989 |
|