CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 29-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2024 |
29-May-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0961 |
1.0985 |
0.0025 |
0.2% |
1.1035 |
| High |
1.1033 |
1.0999 |
-0.0035 |
-0.3% |
1.1050 |
| Low |
1.0952 |
1.0962 |
0.0010 |
0.1% |
1.0944 |
| Close |
1.0989 |
1.0969 |
-0.0020 |
-0.2% |
1.0962 |
| Range |
0.0082 |
0.0037 |
-0.0045 |
-54.6% |
0.0106 |
| ATR |
0.0060 |
0.0058 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
45,360 |
33,361 |
-11,999 |
-26.5% |
144,137 |
|
| Daily Pivots for day following 29-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1087 |
1.1065 |
1.0989 |
|
| R3 |
1.1050 |
1.1028 |
1.0979 |
|
| R2 |
1.1013 |
1.1013 |
1.0976 |
|
| R1 |
1.0991 |
1.0991 |
1.0972 |
1.0984 |
| PP |
1.0976 |
1.0976 |
1.0976 |
1.0973 |
| S1 |
1.0954 |
1.0954 |
1.0966 |
1.0947 |
| S2 |
1.0939 |
1.0939 |
1.0962 |
|
| S3 |
1.0902 |
1.0917 |
1.0959 |
|
| S4 |
1.0865 |
1.0880 |
1.0949 |
|
|
| 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 |
1.1033 |
1.0944 |
0.0089 |
0.8% |
0.0050 |
0.5% |
28% |
False |
False |
33,863 |
| 10 |
1.1163 |
1.0944 |
0.0219 |
2.0% |
0.0053 |
0.5% |
11% |
False |
False |
31,416 |
| 20 |
1.1163 |
1.0900 |
0.0264 |
2.4% |
0.0058 |
0.5% |
26% |
False |
False |
29,639 |
| 40 |
1.1202 |
1.0900 |
0.0302 |
2.8% |
0.0065 |
0.6% |
23% |
False |
False |
29,510 |
| 60 |
1.1577 |
1.0900 |
0.0678 |
6.2% |
0.0065 |
0.6% |
10% |
False |
False |
27,678 |
| 80 |
1.1695 |
1.0900 |
0.0796 |
7.3% |
0.0062 |
0.6% |
9% |
False |
False |
20,787 |
| 100 |
1.2022 |
1.0900 |
0.1122 |
10.2% |
0.0063 |
0.6% |
6% |
False |
False |
16,635 |
| 120 |
1.2197 |
1.0900 |
0.1297 |
11.8% |
0.0063 |
0.6% |
5% |
False |
False |
13,869 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1156 |
|
2.618 |
1.1095 |
|
1.618 |
1.1058 |
|
1.000 |
1.1036 |
|
0.618 |
1.1021 |
|
HIGH |
1.0999 |
|
0.618 |
1.0984 |
|
0.500 |
1.0980 |
|
0.382 |
1.0976 |
|
LOW |
1.0962 |
|
0.618 |
1.0939 |
|
1.000 |
1.0925 |
|
1.618 |
1.0902 |
|
2.618 |
1.0865 |
|
4.250 |
1.0804 |
|
|
| Fisher Pivots for day following 29-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0980 |
1.0989 |
| PP |
1.0976 |
1.0982 |
| S1 |
1.0973 |
1.0976 |
|