CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 13-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2024 |
13-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1148 |
1.1189 |
0.0042 |
0.4% |
1.1100 |
| High |
1.1256 |
1.1200 |
-0.0057 |
-0.5% |
1.1274 |
| Low |
1.1140 |
1.1155 |
0.0016 |
0.1% |
1.1086 |
| Close |
1.1195 |
1.1190 |
-0.0005 |
0.0% |
1.1169 |
| Range |
0.0117 |
0.0045 |
-0.0072 |
-61.8% |
0.0188 |
| ATR |
0.0072 |
0.0070 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
117,080 |
74,180 |
-42,900 |
-36.6% |
189,345 |
|
| Daily Pivots for day following 13-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1315 |
1.1297 |
1.1214 |
|
| R3 |
1.1270 |
1.1252 |
1.1202 |
|
| R2 |
1.1226 |
1.1226 |
1.1198 |
|
| R1 |
1.1208 |
1.1208 |
1.1194 |
1.1217 |
| PP |
1.1181 |
1.1181 |
1.1181 |
1.1186 |
| S1 |
1.1163 |
1.1163 |
1.1185 |
1.1172 |
| S2 |
1.1137 |
1.1137 |
1.1181 |
|
| S3 |
1.1092 |
1.1119 |
1.1177 |
|
| S4 |
1.1048 |
1.1074 |
1.1165 |
|
|
| 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% |
0.0071 |
0.6% |
43% |
False |
False |
62,230 |
| 10 |
1.1274 |
1.1046 |
0.0228 |
2.0% |
0.0077 |
0.7% |
63% |
False |
False |
52,646 |
| 20 |
1.1274 |
1.0944 |
0.0330 |
2.9% |
0.0068 |
0.6% |
75% |
False |
False |
43,247 |
| 40 |
1.1274 |
1.0900 |
0.0374 |
3.3% |
0.0068 |
0.6% |
78% |
False |
False |
36,349 |
| 60 |
1.1419 |
1.0900 |
0.0519 |
4.6% |
0.0070 |
0.6% |
56% |
False |
False |
33,760 |
| 80 |
1.1577 |
1.0900 |
0.0678 |
6.1% |
0.0066 |
0.6% |
43% |
False |
False |
28,053 |
| 100 |
1.1860 |
1.0900 |
0.0961 |
8.6% |
0.0065 |
0.6% |
30% |
False |
False |
22,450 |
| 120 |
1.2197 |
1.0900 |
0.1297 |
11.6% |
0.0065 |
0.6% |
22% |
False |
False |
18,712 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1389 |
|
2.618 |
1.1316 |
|
1.618 |
1.1272 |
|
1.000 |
1.1244 |
|
0.618 |
1.1227 |
|
HIGH |
1.1200 |
|
0.618 |
1.1183 |
|
0.500 |
1.1177 |
|
0.382 |
1.1172 |
|
LOW |
1.1155 |
|
0.618 |
1.1127 |
|
1.000 |
1.1111 |
|
1.618 |
1.1083 |
|
2.618 |
1.1038 |
|
4.250 |
1.0966 |
|
|
| Fisher Pivots for day following 13-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1185 |
1.1192 |
| PP |
1.1181 |
1.1191 |
| S1 |
1.1177 |
1.1190 |
|