CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 07-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2024 |
07-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1206 |
1.1252 |
0.0046 |
0.4% |
1.1100 |
| High |
1.1258 |
1.1271 |
0.0013 |
0.1% |
1.1274 |
| Low |
1.1205 |
1.1156 |
-0.0050 |
-0.4% |
1.1086 |
| Close |
1.1241 |
1.1169 |
-0.0073 |
-0.6% |
1.1169 |
| Range |
0.0053 |
0.0116 |
0.0063 |
117.9% |
0.0188 |
| ATR |
0.0070 |
0.0073 |
0.0003 |
4.7% |
0.0000 |
| Volume |
24,306 |
34,351 |
10,045 |
41.3% |
189,345 |
|
| Daily Pivots for day following 07-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1545 |
1.1472 |
1.1232 |
|
| R3 |
1.1429 |
1.1357 |
1.1200 |
|
| R2 |
1.1314 |
1.1314 |
1.1190 |
|
| R1 |
1.1241 |
1.1241 |
1.1179 |
1.1220 |
| PP |
1.1198 |
1.1198 |
1.1198 |
1.1188 |
| S1 |
1.1126 |
1.1126 |
1.1158 |
1.1104 |
| S2 |
1.1083 |
1.1083 |
1.1147 |
|
| S3 |
1.0967 |
1.1010 |
1.1137 |
|
| S4 |
1.0852 |
1.0895 |
1.1105 |
|
|
| Weekly Pivots for week ending 07-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1739 |
1.1641 |
1.1272 |
|
| R3 |
1.1551 |
1.1454 |
1.1220 |
|
| R2 |
1.1364 |
1.1364 |
1.1203 |
|
| R1 |
1.1266 |
1.1266 |
1.1186 |
1.1315 |
| PP |
1.1176 |
1.1176 |
1.1176 |
1.1200 |
| S1 |
1.1079 |
1.1079 |
1.1151 |
1.1127 |
| S2 |
1.0989 |
1.0989 |
1.1134 |
|
| S3 |
1.0801 |
1.0891 |
1.1117 |
|
| S4 |
1.0614 |
1.0704 |
1.1065 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1274 |
1.1086 |
0.0188 |
1.7% |
0.0090 |
0.8% |
44% |
False |
False |
37,869 |
| 10 |
1.1274 |
1.0944 |
0.0330 |
3.0% |
0.0082 |
0.7% |
68% |
False |
False |
40,820 |
| 20 |
1.1274 |
1.0944 |
0.0330 |
3.0% |
0.0068 |
0.6% |
68% |
False |
False |
34,638 |
| 40 |
1.1274 |
1.0900 |
0.0374 |
3.3% |
0.0066 |
0.6% |
72% |
False |
False |
32,042 |
| 60 |
1.1499 |
1.0900 |
0.0600 |
5.4% |
0.0070 |
0.6% |
45% |
False |
False |
31,263 |
| 80 |
1.1577 |
1.0900 |
0.0678 |
6.1% |
0.0066 |
0.6% |
40% |
False |
False |
24,595 |
| 100 |
1.1860 |
1.0900 |
0.0961 |
8.6% |
0.0065 |
0.6% |
28% |
False |
False |
19,683 |
| 120 |
1.2197 |
1.0900 |
0.1297 |
11.6% |
0.0065 |
0.6% |
21% |
False |
False |
16,406 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1762 |
|
2.618 |
1.1573 |
|
1.618 |
1.1458 |
|
1.000 |
1.1387 |
|
0.618 |
1.1342 |
|
HIGH |
1.1271 |
|
0.618 |
1.1227 |
|
0.500 |
1.1213 |
|
0.382 |
1.1200 |
|
LOW |
1.1156 |
|
0.618 |
1.1084 |
|
1.000 |
1.1040 |
|
1.618 |
1.0969 |
|
2.618 |
1.0853 |
|
4.250 |
1.0665 |
|
|
| Fisher Pivots for day following 07-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1213 |
1.1213 |
| PP |
1.1198 |
1.1198 |
| S1 |
1.1183 |
1.1183 |
|