CME Swiss Franc Future September 2024
| Trading Metrics calculated at close of trading on 04-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2024 |
04-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1212 |
1.1309 |
0.0097 |
0.9% |
1.1075 |
| High |
1.1306 |
1.1389 |
0.0083 |
0.7% |
1.1242 |
| Low |
1.1203 |
1.1279 |
0.0076 |
0.7% |
1.1075 |
| Close |
1.1300 |
1.1376 |
0.0076 |
0.7% |
1.1210 |
| Range |
0.0104 |
0.0111 |
0.0007 |
6.8% |
0.0167 |
| ATR |
0.0060 |
0.0063 |
0.0004 |
6.0% |
0.0000 |
| Volume |
1,558 |
2,378 |
820 |
52.6% |
4,211 |
|
| Daily Pivots for day following 04-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1679 |
1.1638 |
1.1437 |
|
| R3 |
1.1569 |
1.1528 |
1.1406 |
|
| R2 |
1.1458 |
1.1458 |
1.1396 |
|
| R1 |
1.1417 |
1.1417 |
1.1386 |
1.1438 |
| PP |
1.1348 |
1.1348 |
1.1348 |
1.1358 |
| S1 |
1.1307 |
1.1307 |
1.1366 |
1.1327 |
| S2 |
1.1237 |
1.1237 |
1.1356 |
|
| S3 |
1.1127 |
1.1196 |
1.1346 |
|
| S4 |
1.1016 |
1.1086 |
1.1315 |
|
|
| 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 |
1.1389 |
1.1079 |
0.0310 |
2.7% |
0.0091 |
0.8% |
96% |
True |
False |
1,387 |
| 10 |
1.1389 |
1.1061 |
0.0328 |
2.9% |
0.0067 |
0.6% |
96% |
True |
False |
951 |
| 20 |
1.1389 |
1.1061 |
0.0328 |
2.9% |
0.0055 |
0.5% |
96% |
True |
False |
525 |
| 40 |
1.1389 |
1.1020 |
0.0369 |
3.2% |
0.0056 |
0.5% |
96% |
True |
False |
273 |
| 60 |
1.1656 |
1.1020 |
0.0636 |
5.6% |
0.0050 |
0.4% |
56% |
False |
False |
189 |
| 80 |
1.1706 |
1.1020 |
0.0686 |
6.0% |
0.0044 |
0.4% |
52% |
False |
False |
142 |
| 100 |
1.2039 |
1.1020 |
0.1019 |
9.0% |
0.0040 |
0.4% |
35% |
False |
False |
114 |
| 120 |
1.2267 |
1.1020 |
0.1247 |
11.0% |
0.0041 |
0.4% |
29% |
False |
False |
95 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1859 |
|
2.618 |
1.1678 |
|
1.618 |
1.1568 |
|
1.000 |
1.1500 |
|
0.618 |
1.1457 |
|
HIGH |
1.1389 |
|
0.618 |
1.1347 |
|
0.500 |
1.1334 |
|
0.382 |
1.1321 |
|
LOW |
1.1279 |
|
0.618 |
1.1210 |
|
1.000 |
1.1168 |
|
1.618 |
1.1100 |
|
2.618 |
1.0989 |
|
4.250 |
1.0809 |
|
|
| Fisher Pivots for day following 04-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1362 |
1.1342 |
| PP |
1.1348 |
1.1308 |
| S1 |
1.1334 |
1.1275 |
|