CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 31-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2024 |
31-May-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0974 |
1.1093 |
0.0119 |
1.1% |
1.0961 |
| High |
1.1094 |
1.1128 |
0.0034 |
0.3% |
1.1128 |
| Low |
1.0961 |
1.1046 |
0.0086 |
0.8% |
1.0952 |
| Close |
1.1089 |
1.1096 |
0.0007 |
0.1% |
1.1096 |
| Range |
0.0134 |
0.0082 |
-0.0052 |
-39.0% |
0.0176 |
| ATR |
0.0064 |
0.0065 |
0.0001 |
2.0% |
0.0000 |
| Volume |
55,370 |
60,315 |
4,945 |
8.9% |
194,406 |
|
| Daily Pivots for day following 31-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1334 |
1.1296 |
1.1140 |
|
| R3 |
1.1253 |
1.1215 |
1.1118 |
|
| R2 |
1.1171 |
1.1171 |
1.1110 |
|
| R1 |
1.1133 |
1.1133 |
1.1103 |
1.1152 |
| PP |
1.1090 |
1.1090 |
1.1090 |
1.1099 |
| S1 |
1.1052 |
1.1052 |
1.1088 |
1.1071 |
| S2 |
1.1008 |
1.1008 |
1.1081 |
|
| S3 |
1.0927 |
1.0970 |
1.1073 |
|
| S4 |
1.0845 |
1.0889 |
1.1051 |
|
|
| Weekly Pivots for week ending 31-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1586 |
1.1517 |
1.1192 |
|
| R3 |
1.1410 |
1.1341 |
1.1144 |
|
| R2 |
1.1234 |
1.1234 |
1.1128 |
|
| R1 |
1.1165 |
1.1165 |
1.1112 |
1.1200 |
| PP |
1.1058 |
1.1058 |
1.1058 |
1.1076 |
| S1 |
1.0989 |
1.0989 |
1.1079 |
1.1024 |
| S2 |
1.0882 |
1.0882 |
1.1063 |
|
| S3 |
1.0706 |
1.0813 |
1.1047 |
|
| S4 |
1.0530 |
1.0637 |
1.0999 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1128 |
1.0944 |
0.0184 |
1.7% |
0.0073 |
0.7% |
83% |
True |
False |
43,772 |
| 10 |
1.1128 |
1.0944 |
0.0184 |
1.7% |
0.0059 |
0.5% |
83% |
True |
False |
36,578 |
| 20 |
1.1163 |
1.0944 |
0.0219 |
2.0% |
0.0059 |
0.5% |
69% |
False |
False |
31,800 |
| 40 |
1.1202 |
1.0900 |
0.0302 |
2.7% |
0.0066 |
0.6% |
65% |
False |
False |
31,017 |
| 60 |
1.1577 |
1.0900 |
0.0678 |
6.1% |
0.0067 |
0.6% |
29% |
False |
False |
29,589 |
| 80 |
1.1657 |
1.0900 |
0.0758 |
6.8% |
0.0064 |
0.6% |
26% |
False |
False |
22,232 |
| 100 |
1.1971 |
1.0900 |
0.1071 |
9.7% |
0.0064 |
0.6% |
18% |
False |
False |
17,792 |
| 120 |
1.2197 |
1.0900 |
0.1297 |
11.7% |
0.0064 |
0.6% |
15% |
False |
False |
14,833 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1474 |
|
2.618 |
1.1341 |
|
1.618 |
1.1259 |
|
1.000 |
1.1209 |
|
0.618 |
1.1178 |
|
HIGH |
1.1128 |
|
0.618 |
1.1096 |
|
0.500 |
1.1087 |
|
0.382 |
1.1077 |
|
LOW |
1.1046 |
|
0.618 |
1.0996 |
|
1.000 |
1.0965 |
|
1.618 |
1.0914 |
|
2.618 |
1.0833 |
|
4.250 |
1.0700 |
|
|
| Fisher Pivots for day following 31-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1093 |
1.1078 |
| PP |
1.1090 |
1.1061 |
| S1 |
1.1087 |
1.1044 |
|