CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 06-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2024 |
06-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1253 |
1.1206 |
-0.0047 |
-0.4% |
1.0961 |
| High |
1.1256 |
1.1258 |
0.0002 |
0.0% |
1.1128 |
| Low |
1.1191 |
1.1205 |
0.0015 |
0.1% |
1.0952 |
| Close |
1.1212 |
1.1241 |
0.0029 |
0.3% |
1.1096 |
| Range |
0.0066 |
0.0053 |
-0.0013 |
-19.1% |
0.0176 |
| ATR |
0.0071 |
0.0070 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
39,362 |
24,306 |
-15,056 |
-38.3% |
194,406 |
|
| Daily Pivots for day following 06-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1394 |
1.1370 |
1.1270 |
|
| R3 |
1.1341 |
1.1317 |
1.1256 |
|
| R2 |
1.1288 |
1.1288 |
1.1251 |
|
| R1 |
1.1264 |
1.1264 |
1.1246 |
1.1276 |
| PP |
1.1235 |
1.1235 |
1.1235 |
1.1241 |
| S1 |
1.1211 |
1.1211 |
1.1236 |
1.1223 |
| S2 |
1.1182 |
1.1182 |
1.1231 |
|
| S3 |
1.1129 |
1.1158 |
1.1226 |
|
| S4 |
1.1076 |
1.1105 |
1.1212 |
|
|
| 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 |
1.1046 |
0.0228 |
2.0% |
0.0083 |
0.7% |
86% |
False |
False |
43,061 |
| 10 |
1.1274 |
1.0944 |
0.0330 |
2.9% |
0.0074 |
0.7% |
90% |
False |
False |
40,864 |
| 20 |
1.1274 |
1.0944 |
0.0330 |
2.9% |
0.0064 |
0.6% |
90% |
False |
False |
34,266 |
| 40 |
1.1274 |
1.0900 |
0.0374 |
3.3% |
0.0066 |
0.6% |
91% |
False |
False |
31,932 |
| 60 |
1.1525 |
1.0900 |
0.0625 |
5.6% |
0.0069 |
0.6% |
55% |
False |
False |
31,415 |
| 80 |
1.1577 |
1.0900 |
0.0678 |
6.0% |
0.0066 |
0.6% |
50% |
False |
False |
24,168 |
| 100 |
1.1897 |
1.0900 |
0.0998 |
8.9% |
0.0065 |
0.6% |
34% |
False |
False |
19,341 |
| 120 |
1.2197 |
1.0900 |
0.1297 |
11.5% |
0.0065 |
0.6% |
26% |
False |
False |
16,125 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1483 |
|
2.618 |
1.1397 |
|
1.618 |
1.1344 |
|
1.000 |
1.1311 |
|
0.618 |
1.1291 |
|
HIGH |
1.1258 |
|
0.618 |
1.1238 |
|
0.500 |
1.1232 |
|
0.382 |
1.1225 |
|
LOW |
1.1205 |
|
0.618 |
1.1172 |
|
1.000 |
1.1152 |
|
1.618 |
1.1119 |
|
2.618 |
1.1066 |
|
4.250 |
1.0980 |
|
|
| Fisher Pivots for day following 06-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1238 |
1.1233 |
| PP |
1.1235 |
1.1226 |
| S1 |
1.1232 |
1.1218 |
|