CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 04-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2024 |
04-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1100 |
1.1183 |
0.0083 |
0.7% |
1.0961 |
| High |
1.1192 |
1.1274 |
0.0082 |
0.7% |
1.1128 |
| Low |
1.1086 |
1.1163 |
0.0077 |
0.7% |
1.0952 |
| Close |
1.1185 |
1.1260 |
0.0075 |
0.7% |
1.1096 |
| Range |
0.0106 |
0.0111 |
0.0005 |
4.7% |
0.0176 |
| ATR |
0.0068 |
0.0071 |
0.0003 |
4.5% |
0.0000 |
| Volume |
41,548 |
49,778 |
8,230 |
19.8% |
194,406 |
|
| Daily Pivots for day following 04-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1564 |
1.1522 |
1.1320 |
|
| R3 |
1.1453 |
1.1412 |
1.1290 |
|
| R2 |
1.1343 |
1.1343 |
1.1280 |
|
| R1 |
1.1301 |
1.1301 |
1.1270 |
1.1322 |
| PP |
1.1232 |
1.1232 |
1.1232 |
1.1242 |
| S1 |
1.1191 |
1.1191 |
1.1249 |
1.1211 |
| S2 |
1.1122 |
1.1122 |
1.1239 |
|
| S3 |
1.1011 |
1.1080 |
1.1229 |
|
| S4 |
1.0901 |
1.0970 |
1.1199 |
|
|
| 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 |
1.1274 |
1.0961 |
0.0313 |
2.8% |
0.0094 |
0.8% |
96% |
True |
False |
48,074 |
| 10 |
1.1274 |
1.0944 |
0.0330 |
2.9% |
0.0072 |
0.6% |
96% |
True |
False |
40,458 |
| 20 |
1.1274 |
1.0944 |
0.0330 |
2.9% |
0.0062 |
0.6% |
96% |
True |
False |
33,440 |
| 40 |
1.1274 |
1.0900 |
0.0374 |
3.3% |
0.0068 |
0.6% |
96% |
True |
False |
31,978 |
| 60 |
1.1551 |
1.0900 |
0.0651 |
5.8% |
0.0068 |
0.6% |
55% |
False |
False |
30,986 |
| 80 |
1.1605 |
1.0900 |
0.0706 |
6.3% |
0.0065 |
0.6% |
51% |
False |
False |
23,373 |
| 100 |
1.1971 |
1.0900 |
0.1071 |
9.5% |
0.0065 |
0.6% |
34% |
False |
False |
18,705 |
| 120 |
1.2197 |
1.0900 |
0.1297 |
11.5% |
0.0065 |
0.6% |
28% |
False |
False |
15,594 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1743 |
|
2.618 |
1.1563 |
|
1.618 |
1.1452 |
|
1.000 |
1.1384 |
|
0.618 |
1.1342 |
|
HIGH |
1.1274 |
|
0.618 |
1.1231 |
|
0.500 |
1.1218 |
|
0.382 |
1.1205 |
|
LOW |
1.1163 |
|
0.618 |
1.1095 |
|
1.000 |
1.1053 |
|
1.618 |
1.0984 |
|
2.618 |
1.0874 |
|
4.250 |
1.0693 |
|
|
| Fisher Pivots for day following 04-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1246 |
1.1226 |
| PP |
1.1232 |
1.1193 |
| S1 |
1.1218 |
1.1160 |
|