CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 05-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2024 |
05-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1183 |
1.1253 |
0.0070 |
0.6% |
1.0961 |
| High |
1.1274 |
1.1256 |
-0.0018 |
-0.2% |
1.1128 |
| Low |
1.1163 |
1.1191 |
0.0028 |
0.2% |
1.0952 |
| Close |
1.1260 |
1.1212 |
-0.0048 |
-0.4% |
1.1096 |
| Range |
0.0111 |
0.0066 |
-0.0045 |
-40.7% |
0.0176 |
| ATR |
0.0071 |
0.0071 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
49,778 |
39,362 |
-10,416 |
-20.9% |
194,406 |
|
| Daily Pivots for day following 05-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1416 |
1.1380 |
1.1248 |
|
| R3 |
1.1351 |
1.1314 |
1.1230 |
|
| R2 |
1.1285 |
1.1285 |
1.1224 |
|
| R1 |
1.1249 |
1.1249 |
1.1218 |
1.1234 |
| PP |
1.1220 |
1.1220 |
1.1220 |
1.1212 |
| S1 |
1.1183 |
1.1183 |
1.1206 |
1.1169 |
| S2 |
1.1154 |
1.1154 |
1.1200 |
|
| S3 |
1.1089 |
1.1118 |
1.1194 |
|
| S4 |
1.1023 |
1.1052 |
1.1176 |
|
|
| 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% |
0.0099 |
0.9% |
80% |
False |
False |
49,274 |
| 10 |
1.1274 |
1.0944 |
0.0330 |
2.9% |
0.0075 |
0.7% |
81% |
False |
False |
41,569 |
| 20 |
1.1274 |
1.0944 |
0.0330 |
2.9% |
0.0063 |
0.6% |
81% |
False |
False |
34,194 |
| 40 |
1.1274 |
1.0900 |
0.0374 |
3.3% |
0.0068 |
0.6% |
84% |
False |
False |
32,450 |
| 60 |
1.1551 |
1.0900 |
0.0651 |
5.8% |
0.0069 |
0.6% |
48% |
False |
False |
31,449 |
| 80 |
1.1577 |
1.0900 |
0.0678 |
6.0% |
0.0065 |
0.6% |
46% |
False |
False |
23,864 |
| 100 |
1.1971 |
1.0900 |
0.1071 |
9.6% |
0.0065 |
0.6% |
29% |
False |
False |
19,098 |
| 120 |
1.2197 |
1.0900 |
0.1297 |
11.6% |
0.0066 |
0.6% |
24% |
False |
False |
15,922 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1534 |
|
2.618 |
1.1427 |
|
1.618 |
1.1362 |
|
1.000 |
1.1322 |
|
0.618 |
1.1296 |
|
HIGH |
1.1256 |
|
0.618 |
1.1231 |
|
0.500 |
1.1223 |
|
0.382 |
1.1216 |
|
LOW |
1.1191 |
|
0.618 |
1.1150 |
|
1.000 |
1.1125 |
|
1.618 |
1.1085 |
|
2.618 |
1.1019 |
|
4.250 |
1.0912 |
|
|
| Fisher Pivots for day following 05-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1223 |
1.1201 |
| PP |
1.1220 |
1.1191 |
| S1 |
1.1216 |
1.1180 |
|