CME Swiss Franc Future September 2024
| Trading Metrics calculated at close of trading on 05-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2024 |
05-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1309 |
1.1369 |
0.0060 |
0.5% |
1.1075 |
| High |
1.1389 |
1.1372 |
-0.0018 |
-0.2% |
1.1242 |
| Low |
1.1279 |
1.1306 |
0.0027 |
0.2% |
1.1075 |
| Close |
1.1376 |
1.1328 |
-0.0049 |
-0.4% |
1.1210 |
| Range |
0.0111 |
0.0066 |
-0.0045 |
-40.3% |
0.0167 |
| ATR |
0.0063 |
0.0064 |
0.0001 |
0.8% |
0.0000 |
| Volume |
2,378 |
2,212 |
-166 |
-7.0% |
4,211 |
|
| Daily Pivots for day following 05-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1533 |
1.1496 |
1.1364 |
|
| R3 |
1.1467 |
1.1430 |
1.1346 |
|
| R2 |
1.1401 |
1.1401 |
1.1340 |
|
| R1 |
1.1364 |
1.1364 |
1.1334 |
1.1350 |
| PP |
1.1335 |
1.1335 |
1.1335 |
1.1328 |
| S1 |
1.1298 |
1.1298 |
1.1321 |
1.1284 |
| S2 |
1.1269 |
1.1269 |
1.1315 |
|
| S3 |
1.1203 |
1.1232 |
1.1309 |
|
| S4 |
1.1137 |
1.1166 |
1.1291 |
|
|
| 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 |
1.1081 |
0.0308 |
2.7% |
0.0098 |
0.9% |
80% |
False |
False |
1,794 |
| 10 |
1.1389 |
1.1061 |
0.0328 |
2.9% |
0.0071 |
0.6% |
81% |
False |
False |
1,166 |
| 20 |
1.1389 |
1.1061 |
0.0328 |
2.9% |
0.0057 |
0.5% |
81% |
False |
False |
635 |
| 40 |
1.1389 |
1.1020 |
0.0369 |
3.3% |
0.0057 |
0.5% |
83% |
False |
False |
327 |
| 60 |
1.1619 |
1.1020 |
0.0599 |
5.3% |
0.0051 |
0.4% |
51% |
False |
False |
226 |
| 80 |
1.1704 |
1.1020 |
0.0684 |
6.0% |
0.0045 |
0.4% |
45% |
False |
False |
170 |
| 100 |
1.2039 |
1.1020 |
0.1019 |
9.0% |
0.0041 |
0.4% |
30% |
False |
False |
136 |
| 120 |
1.2267 |
1.1020 |
0.1247 |
11.0% |
0.0042 |
0.4% |
25% |
False |
False |
113 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1652 |
|
2.618 |
1.1544 |
|
1.618 |
1.1478 |
|
1.000 |
1.1438 |
|
0.618 |
1.1412 |
|
HIGH |
1.1372 |
|
0.618 |
1.1346 |
|
0.500 |
1.1339 |
|
0.382 |
1.1331 |
|
LOW |
1.1306 |
|
0.618 |
1.1265 |
|
1.000 |
1.1240 |
|
1.618 |
1.1199 |
|
2.618 |
1.1133 |
|
4.250 |
1.1025 |
|
|
| Fisher Pivots for day following 05-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1339 |
1.1317 |
| PP |
1.1335 |
1.1306 |
| S1 |
1.1331 |
1.1296 |
|