CME Swiss Franc Future September 2024
| Trading Metrics calculated at close of trading on 03-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2024 |
03-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1210 |
1.1212 |
0.0002 |
0.0% |
1.1075 |
| High |
1.1242 |
1.1306 |
0.0065 |
0.6% |
1.1242 |
| Low |
1.1160 |
1.1203 |
0.0043 |
0.4% |
1.1075 |
| Close |
1.1210 |
1.1300 |
0.0090 |
0.8% |
1.1210 |
| Range |
0.0082 |
0.0104 |
0.0022 |
27.0% |
0.0167 |
| ATR |
0.0057 |
0.0060 |
0.0003 |
5.9% |
0.0000 |
| Volume |
1,052 |
1,558 |
506 |
48.1% |
4,211 |
|
| Daily Pivots for day following 03-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1580 |
1.1544 |
1.1357 |
|
| R3 |
1.1477 |
1.1440 |
1.1328 |
|
| R2 |
1.1373 |
1.1373 |
1.1319 |
|
| R1 |
1.1337 |
1.1337 |
1.1309 |
1.1355 |
| PP |
1.1270 |
1.1270 |
1.1270 |
1.1279 |
| S1 |
1.1233 |
1.1233 |
1.1291 |
1.1251 |
| S2 |
1.1166 |
1.1166 |
1.1281 |
|
| S3 |
1.1063 |
1.1130 |
1.1272 |
|
| S4 |
1.0959 |
1.1026 |
1.1243 |
|
|
| Weekly Pivots for week ending 31-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1676 |
1.1610 |
1.1302 |
|
| R3 |
1.1509 |
1.1443 |
1.1256 |
|
| R2 |
1.1342 |
1.1342 |
1.1241 |
|
| R1 |
1.1276 |
1.1276 |
1.1225 |
1.1309 |
| PP |
1.1175 |
1.1175 |
1.1175 |
1.1192 |
| S1 |
1.1109 |
1.1109 |
1.1195 |
1.1142 |
| S2 |
1.1008 |
1.1008 |
1.1179 |
|
| S3 |
1.0841 |
1.0942 |
1.1164 |
|
| S4 |
1.0674 |
1.0775 |
1.1118 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1306 |
1.1075 |
0.0232 |
2.0% |
0.0083 |
0.7% |
97% |
True |
False |
1,153 |
| 10 |
1.1306 |
1.1061 |
0.0245 |
2.2% |
0.0059 |
0.5% |
98% |
True |
False |
724 |
| 20 |
1.1306 |
1.1061 |
0.0245 |
2.2% |
0.0051 |
0.5% |
98% |
True |
False |
408 |
| 40 |
1.1306 |
1.1020 |
0.0286 |
2.5% |
0.0054 |
0.5% |
98% |
True |
False |
214 |
| 60 |
1.1680 |
1.1020 |
0.0660 |
5.8% |
0.0049 |
0.4% |
42% |
False |
False |
150 |
| 80 |
1.1706 |
1.1020 |
0.0686 |
6.1% |
0.0043 |
0.4% |
41% |
False |
False |
112 |
| 100 |
1.2047 |
1.1020 |
0.1027 |
9.1% |
0.0040 |
0.4% |
27% |
False |
False |
90 |
| 120 |
1.2267 |
1.1020 |
0.1247 |
11.0% |
0.0041 |
0.4% |
22% |
False |
False |
75 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1746 |
|
2.618 |
1.1577 |
|
1.618 |
1.1473 |
|
1.000 |
1.1410 |
|
0.618 |
1.1370 |
|
HIGH |
1.1306 |
|
0.618 |
1.1266 |
|
0.500 |
1.1254 |
|
0.382 |
1.1242 |
|
LOW |
1.1203 |
|
0.618 |
1.1139 |
|
1.000 |
1.1099 |
|
1.618 |
1.1035 |
|
2.618 |
1.0932 |
|
4.250 |
1.0763 |
|
|
| Fisher Pivots for day following 03-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1285 |
1.1265 |
| PP |
1.1270 |
1.1229 |
| S1 |
1.1254 |
1.1194 |
|