CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 14-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2024 |
14-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1189 |
1.1190 |
0.0001 |
0.0% |
1.1161 |
| High |
1.1200 |
1.1245 |
0.0045 |
0.4% |
1.1256 |
| Low |
1.1155 |
1.1179 |
0.0024 |
0.2% |
1.1128 |
| Close |
1.1190 |
1.1235 |
0.0046 |
0.4% |
1.1235 |
| Range |
0.0045 |
0.0066 |
0.0021 |
47.2% |
0.0128 |
| ATR |
0.0070 |
0.0069 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
74,180 |
12,407 |
-61,773 |
-83.3% |
289,207 |
|
| Daily Pivots for day following 14-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1416 |
1.1391 |
1.1271 |
|
| R3 |
1.1351 |
1.1326 |
1.1253 |
|
| R2 |
1.1285 |
1.1285 |
1.1247 |
|
| R1 |
1.1260 |
1.1260 |
1.1241 |
1.1273 |
| PP |
1.1220 |
1.1220 |
1.1220 |
1.1226 |
| S1 |
1.1195 |
1.1195 |
1.1229 |
1.1207 |
| S2 |
1.1154 |
1.1154 |
1.1223 |
|
| S3 |
1.1089 |
1.1129 |
1.1217 |
|
| S4 |
1.1023 |
1.1064 |
1.1199 |
|
|
| Weekly Pivots for week ending 14-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1590 |
1.1541 |
1.1305 |
|
| R3 |
1.1462 |
1.1413 |
1.1270 |
|
| R2 |
1.1334 |
1.1334 |
1.1258 |
|
| R1 |
1.1285 |
1.1285 |
1.1247 |
1.1310 |
| PP |
1.1206 |
1.1206 |
1.1206 |
1.1219 |
| S1 |
1.1157 |
1.1157 |
1.1223 |
1.1182 |
| S2 |
1.1078 |
1.1078 |
1.1212 |
|
| S3 |
1.0950 |
1.1029 |
1.1200 |
|
| S4 |
1.0822 |
1.0901 |
1.1165 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1256 |
1.1128 |
0.0128 |
1.1% |
0.0061 |
0.5% |
84% |
False |
False |
57,841 |
| 10 |
1.1274 |
1.1086 |
0.0188 |
1.7% |
0.0075 |
0.7% |
79% |
False |
False |
47,855 |
| 20 |
1.1274 |
1.0944 |
0.0330 |
2.9% |
0.0067 |
0.6% |
88% |
False |
False |
42,216 |
| 40 |
1.1274 |
1.0900 |
0.0374 |
3.3% |
0.0068 |
0.6% |
90% |
False |
False |
36,180 |
| 60 |
1.1419 |
1.0900 |
0.0519 |
4.6% |
0.0070 |
0.6% |
65% |
False |
False |
33,433 |
| 80 |
1.1577 |
1.0900 |
0.0678 |
6.0% |
0.0067 |
0.6% |
50% |
False |
False |
28,208 |
| 100 |
1.1860 |
1.0900 |
0.0961 |
8.5% |
0.0066 |
0.6% |
35% |
False |
False |
22,574 |
| 120 |
1.2197 |
1.0900 |
0.1297 |
11.5% |
0.0065 |
0.6% |
26% |
False |
False |
18,815 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1523 |
|
2.618 |
1.1416 |
|
1.618 |
1.1350 |
|
1.000 |
1.1310 |
|
0.618 |
1.1285 |
|
HIGH |
1.1245 |
|
0.618 |
1.1219 |
|
0.500 |
1.1212 |
|
0.382 |
1.1204 |
|
LOW |
1.1179 |
|
0.618 |
1.1139 |
|
1.000 |
1.1114 |
|
1.618 |
1.1073 |
|
2.618 |
1.1008 |
|
4.250 |
1.0901 |
|
|
| Fisher Pivots for day following 14-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1227 |
1.1223 |
| PP |
1.1220 |
1.1210 |
| S1 |
1.1212 |
1.1198 |
|