CME Swiss Franc Future September 2024
| Trading Metrics calculated at close of trading on 06-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2024 |
06-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1369 |
1.1318 |
-0.0051 |
-0.4% |
1.1075 |
| High |
1.1372 |
1.1373 |
0.0002 |
0.0% |
1.1242 |
| Low |
1.1306 |
1.1318 |
0.0013 |
0.1% |
1.1075 |
| Close |
1.1328 |
1.1357 |
0.0030 |
0.3% |
1.1210 |
| Range |
0.0066 |
0.0055 |
-0.0011 |
-16.7% |
0.0167 |
| ATR |
0.0064 |
0.0063 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
2,212 |
1,385 |
-827 |
-37.4% |
4,211 |
|
| Daily Pivots for day following 06-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1514 |
1.1491 |
1.1387 |
|
| R3 |
1.1459 |
1.1436 |
1.1372 |
|
| R2 |
1.1404 |
1.1404 |
1.1367 |
|
| R1 |
1.1381 |
1.1381 |
1.1362 |
1.1393 |
| PP |
1.1349 |
1.1349 |
1.1349 |
1.1355 |
| S1 |
1.1326 |
1.1326 |
1.1352 |
1.1338 |
| S2 |
1.1294 |
1.1294 |
1.1347 |
|
| S3 |
1.1239 |
1.1271 |
1.1342 |
|
| S4 |
1.1184 |
1.1216 |
1.1327 |
|
|
| 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 |
1.1160 |
0.0229 |
2.0% |
0.0083 |
0.7% |
86% |
False |
False |
1,717 |
| 10 |
1.1389 |
1.1061 |
0.0328 |
2.9% |
0.0070 |
0.6% |
90% |
False |
False |
1,285 |
| 20 |
1.1389 |
1.1061 |
0.0328 |
2.9% |
0.0058 |
0.5% |
90% |
False |
False |
704 |
| 40 |
1.1389 |
1.1020 |
0.0369 |
3.2% |
0.0055 |
0.5% |
91% |
False |
False |
362 |
| 60 |
1.1614 |
1.1020 |
0.0594 |
5.2% |
0.0052 |
0.5% |
57% |
False |
False |
243 |
| 80 |
1.1680 |
1.1020 |
0.0660 |
5.8% |
0.0045 |
0.4% |
51% |
False |
False |
187 |
| 100 |
1.1959 |
1.1020 |
0.0939 |
8.3% |
0.0041 |
0.4% |
36% |
False |
False |
150 |
| 120 |
1.2267 |
1.1020 |
0.1247 |
11.0% |
0.0042 |
0.4% |
27% |
False |
False |
125 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1607 |
|
2.618 |
1.1517 |
|
1.618 |
1.1462 |
|
1.000 |
1.1428 |
|
0.618 |
1.1407 |
|
HIGH |
1.1373 |
|
0.618 |
1.1352 |
|
0.500 |
1.1346 |
|
0.382 |
1.1339 |
|
LOW |
1.1318 |
|
0.618 |
1.1284 |
|
1.000 |
1.1263 |
|
1.618 |
1.1229 |
|
2.618 |
1.1174 |
|
4.250 |
1.1084 |
|
|
| Fisher Pivots for day following 06-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1353 |
1.1349 |
| PP |
1.1349 |
1.1342 |
| S1 |
1.1346 |
1.1334 |
|