CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 03-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2024 |
03-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1093 |
1.1100 |
0.0008 |
0.1% |
1.0961 |
| High |
1.1128 |
1.1192 |
0.0064 |
0.6% |
1.1128 |
| Low |
1.1046 |
1.1086 |
0.0040 |
0.4% |
1.0952 |
| Close |
1.1096 |
1.1185 |
0.0089 |
0.8% |
1.1096 |
| Range |
0.0082 |
0.0106 |
0.0024 |
29.4% |
0.0176 |
| ATR |
0.0065 |
0.0068 |
0.0003 |
4.4% |
0.0000 |
| Volume |
60,315 |
41,548 |
-18,767 |
-31.1% |
194,406 |
|
| Daily Pivots for day following 03-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1471 |
1.1433 |
1.1243 |
|
| R3 |
1.1365 |
1.1328 |
1.1214 |
|
| R2 |
1.1260 |
1.1260 |
1.1204 |
|
| R1 |
1.1222 |
1.1222 |
1.1194 |
1.1241 |
| PP |
1.1154 |
1.1154 |
1.1154 |
1.1163 |
| S1 |
1.1117 |
1.1117 |
1.1175 |
1.1135 |
| S2 |
1.1049 |
1.1049 |
1.1165 |
|
| S3 |
1.0943 |
1.1011 |
1.1155 |
|
| S4 |
1.0838 |
1.0906 |
1.1126 |
|
|
| 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 |
1.1192 |
1.0952 |
0.0240 |
2.1% |
0.0088 |
0.8% |
97% |
True |
False |
47,190 |
| 10 |
1.1192 |
1.0944 |
0.0248 |
2.2% |
0.0064 |
0.6% |
97% |
True |
False |
38,009 |
| 20 |
1.1192 |
1.0944 |
0.0248 |
2.2% |
0.0058 |
0.5% |
97% |
True |
False |
32,007 |
| 40 |
1.1192 |
1.0900 |
0.0292 |
2.6% |
0.0067 |
0.6% |
98% |
True |
False |
31,268 |
| 60 |
1.1577 |
1.0900 |
0.0678 |
6.1% |
0.0068 |
0.6% |
42% |
False |
False |
30,272 |
| 80 |
1.1608 |
1.0900 |
0.0709 |
6.3% |
0.0064 |
0.6% |
40% |
False |
False |
22,751 |
| 100 |
1.1971 |
1.0900 |
0.1071 |
9.6% |
0.0064 |
0.6% |
27% |
False |
False |
18,207 |
| 120 |
1.2197 |
1.0900 |
0.1297 |
11.6% |
0.0065 |
0.6% |
22% |
False |
False |
15,180 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1640 |
|
2.618 |
1.1468 |
|
1.618 |
1.1362 |
|
1.000 |
1.1297 |
|
0.618 |
1.1257 |
|
HIGH |
1.1192 |
|
0.618 |
1.1151 |
|
0.500 |
1.1139 |
|
0.382 |
1.1126 |
|
LOW |
1.1086 |
|
0.618 |
1.1021 |
|
1.000 |
1.0981 |
|
1.618 |
1.0915 |
|
2.618 |
1.0810 |
|
4.250 |
1.0638 |
|
|
| Fisher Pivots for day following 03-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1169 |
1.1148 |
| PP |
1.1154 |
1.1112 |
| S1 |
1.1139 |
1.1076 |
|