CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 10-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2024 |
10-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1252 |
1.1161 |
-0.0092 |
-0.8% |
1.1100 |
| High |
1.1271 |
1.1178 |
-0.0094 |
-0.8% |
1.1274 |
| Low |
1.1156 |
1.1142 |
-0.0014 |
-0.1% |
1.1086 |
| Close |
1.1169 |
1.1164 |
-0.0005 |
0.0% |
1.1169 |
| Range |
0.0116 |
0.0036 |
-0.0080 |
-69.3% |
0.0188 |
| ATR |
0.0073 |
0.0070 |
-0.0003 |
-3.7% |
0.0000 |
| Volume |
34,351 |
42,287 |
7,936 |
23.1% |
189,345 |
|
| Daily Pivots for day following 10-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1268 |
1.1251 |
1.1184 |
|
| R3 |
1.1232 |
1.1216 |
1.1174 |
|
| R2 |
1.1197 |
1.1197 |
1.1171 |
|
| R1 |
1.1180 |
1.1180 |
1.1167 |
1.1189 |
| PP |
1.1161 |
1.1161 |
1.1161 |
1.1165 |
| S1 |
1.1145 |
1.1145 |
1.1161 |
1.1153 |
| S2 |
1.1126 |
1.1126 |
1.1157 |
|
| S3 |
1.1090 |
1.1109 |
1.1154 |
|
| S4 |
1.1055 |
1.1074 |
1.1144 |
|
|
| 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 |
1.1142 |
0.0132 |
1.2% |
0.0076 |
0.7% |
17% |
False |
True |
38,016 |
| 10 |
1.1274 |
1.0952 |
0.0322 |
2.9% |
0.0082 |
0.7% |
66% |
False |
False |
42,603 |
| 20 |
1.1274 |
1.0944 |
0.0330 |
3.0% |
0.0068 |
0.6% |
67% |
False |
False |
35,763 |
| 40 |
1.1274 |
1.0900 |
0.0374 |
3.4% |
0.0066 |
0.6% |
71% |
False |
False |
32,359 |
| 60 |
1.1451 |
1.0900 |
0.0551 |
4.9% |
0.0069 |
0.6% |
48% |
False |
False |
31,102 |
| 80 |
1.1577 |
1.0900 |
0.0678 |
6.1% |
0.0066 |
0.6% |
39% |
False |
False |
25,123 |
| 100 |
1.1860 |
1.0900 |
0.0961 |
8.6% |
0.0064 |
0.6% |
28% |
False |
False |
20,105 |
| 120 |
1.2197 |
1.0900 |
0.1297 |
11.6% |
0.0065 |
0.6% |
20% |
False |
False |
16,758 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1328 |
|
2.618 |
1.1270 |
|
1.618 |
1.1235 |
|
1.000 |
1.1213 |
|
0.618 |
1.1199 |
|
HIGH |
1.1178 |
|
0.618 |
1.1164 |
|
0.500 |
1.1160 |
|
0.382 |
1.1156 |
|
LOW |
1.1142 |
|
0.618 |
1.1120 |
|
1.000 |
1.1107 |
|
1.618 |
1.1085 |
|
2.618 |
1.1049 |
|
4.250 |
1.0991 |
|
|
| Fisher Pivots for day following 10-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1163 |
1.1207 |
| PP |
1.1161 |
1.1192 |
| S1 |
1.1160 |
1.1178 |
|