CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 30-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2024 |
30-May-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0985 |
1.0974 |
-0.0012 |
-0.1% |
1.1035 |
| High |
1.0999 |
1.1094 |
0.0096 |
0.9% |
1.1050 |
| Low |
1.0962 |
1.0961 |
-0.0001 |
0.0% |
1.0944 |
| Close |
1.0969 |
1.1089 |
0.0120 |
1.1% |
1.0962 |
| Range |
0.0037 |
0.0134 |
0.0097 |
260.8% |
0.0106 |
| ATR |
0.0058 |
0.0064 |
0.0005 |
9.2% |
0.0000 |
| Volume |
33,361 |
55,370 |
22,009 |
66.0% |
144,137 |
|
| Daily Pivots for day following 30-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1448 |
1.1402 |
1.1162 |
|
| R3 |
1.1315 |
1.1268 |
1.1125 |
|
| R2 |
1.1181 |
1.1181 |
1.1113 |
|
| R1 |
1.1135 |
1.1135 |
1.1101 |
1.1158 |
| PP |
1.1048 |
1.1048 |
1.1048 |
1.1059 |
| S1 |
1.1001 |
1.1001 |
1.1076 |
1.1025 |
| S2 |
1.0914 |
1.0914 |
1.1064 |
|
| S3 |
1.0781 |
1.0868 |
1.1052 |
|
| S4 |
1.0647 |
1.0734 |
1.1015 |
|
|
| 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 |
1.1094 |
1.0944 |
0.0150 |
1.4% |
0.0064 |
0.6% |
96% |
True |
False |
38,667 |
| 10 |
1.1163 |
1.0944 |
0.0219 |
2.0% |
0.0060 |
0.5% |
66% |
False |
False |
33,849 |
| 20 |
1.1163 |
1.0944 |
0.0219 |
2.0% |
0.0060 |
0.5% |
66% |
False |
False |
30,807 |
| 40 |
1.1202 |
1.0900 |
0.0302 |
2.7% |
0.0066 |
0.6% |
63% |
False |
False |
30,258 |
| 60 |
1.1577 |
1.0900 |
0.0678 |
6.1% |
0.0067 |
0.6% |
28% |
False |
False |
28,595 |
| 80 |
1.1657 |
1.0900 |
0.0758 |
6.8% |
0.0063 |
0.6% |
25% |
False |
False |
21,478 |
| 100 |
1.2002 |
1.0900 |
0.1102 |
9.9% |
0.0063 |
0.6% |
17% |
False |
False |
17,188 |
| 120 |
1.2197 |
1.0900 |
0.1297 |
11.7% |
0.0064 |
0.6% |
15% |
False |
False |
14,331 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1661 |
|
2.618 |
1.1444 |
|
1.618 |
1.1310 |
|
1.000 |
1.1228 |
|
0.618 |
1.1177 |
|
HIGH |
1.1094 |
|
0.618 |
1.1043 |
|
0.500 |
1.1027 |
|
0.382 |
1.1011 |
|
LOW |
1.0961 |
|
0.618 |
1.0878 |
|
1.000 |
1.0827 |
|
1.618 |
1.0744 |
|
2.618 |
1.0611 |
|
4.250 |
1.0393 |
|
|
| Fisher Pivots for day following 30-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1068 |
1.1067 |
| PP |
1.1048 |
1.1045 |
| S1 |
1.1027 |
1.1023 |
|