CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 12-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2024 |
12-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1163 |
1.1148 |
-0.0016 |
-0.1% |
1.1100 |
| High |
1.1170 |
1.1256 |
0.0086 |
0.8% |
1.1274 |
| Low |
1.1128 |
1.1140 |
0.0012 |
0.1% |
1.1086 |
| Close |
1.1154 |
1.1195 |
0.0041 |
0.4% |
1.1169 |
| Range |
0.0042 |
0.0117 |
0.0075 |
177.4% |
0.0188 |
| ATR |
0.0068 |
0.0072 |
0.0003 |
5.1% |
0.0000 |
| Volume |
43,253 |
117,080 |
73,827 |
170.7% |
189,345 |
|
| Daily Pivots for day following 12-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1546 |
1.1487 |
1.1259 |
|
| R3 |
1.1430 |
1.1370 |
1.1227 |
|
| R2 |
1.1313 |
1.1313 |
1.1216 |
|
| R1 |
1.1254 |
1.1254 |
1.1205 |
1.1284 |
| PP |
1.1197 |
1.1197 |
1.1197 |
1.1212 |
| S1 |
1.1137 |
1.1137 |
1.1184 |
1.1167 |
| S2 |
1.1080 |
1.1080 |
1.1173 |
|
| S3 |
1.0964 |
1.1021 |
1.1162 |
|
| S4 |
1.0847 |
1.0904 |
1.1130 |
|
|
| 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 |
1.1271 |
1.1128 |
0.0143 |
1.3% |
0.0073 |
0.6% |
47% |
False |
False |
52,255 |
| 10 |
1.1274 |
1.0961 |
0.0313 |
2.8% |
0.0086 |
0.8% |
75% |
False |
False |
50,765 |
| 20 |
1.1274 |
1.0944 |
0.0330 |
2.9% |
0.0069 |
0.6% |
76% |
False |
False |
41,090 |
| 40 |
1.1274 |
1.0900 |
0.0374 |
3.3% |
0.0068 |
0.6% |
79% |
False |
False |
35,028 |
| 60 |
1.1419 |
1.0900 |
0.0519 |
4.6% |
0.0070 |
0.6% |
57% |
False |
False |
32,947 |
| 80 |
1.1577 |
1.0900 |
0.0678 |
6.1% |
0.0066 |
0.6% |
44% |
False |
False |
27,126 |
| 100 |
1.1860 |
1.0900 |
0.0961 |
8.6% |
0.0065 |
0.6% |
31% |
False |
False |
21,708 |
| 120 |
1.2197 |
1.0900 |
0.1297 |
11.6% |
0.0065 |
0.6% |
23% |
False |
False |
18,094 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1751 |
|
2.618 |
1.1561 |
|
1.618 |
1.1444 |
|
1.000 |
1.1373 |
|
0.618 |
1.1328 |
|
HIGH |
1.1256 |
|
0.618 |
1.1211 |
|
0.500 |
1.1198 |
|
0.382 |
1.1184 |
|
LOW |
1.1140 |
|
0.618 |
1.1068 |
|
1.000 |
1.1023 |
|
1.618 |
1.0951 |
|
2.618 |
1.0835 |
|
4.250 |
1.0644 |
|
|
| Fisher Pivots for day following 12-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1198 |
1.1194 |
| PP |
1.1197 |
1.1193 |
| S1 |
1.1196 |
1.1192 |
|