CME Swiss Franc Future September 2024
| Trading Metrics calculated at close of trading on 07-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2024 |
07-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1318 |
1.1372 |
0.0054 |
0.5% |
1.1212 |
| High |
1.1373 |
1.1387 |
0.0014 |
0.1% |
1.1389 |
| Low |
1.1318 |
1.1271 |
-0.0047 |
-0.4% |
1.1203 |
| Close |
1.1357 |
1.1284 |
-0.0074 |
-0.6% |
1.1284 |
| Range |
0.0055 |
0.0116 |
0.0061 |
110.0% |
0.0187 |
| ATR |
0.0063 |
0.0067 |
0.0004 |
5.9% |
0.0000 |
| Volume |
1,385 |
4,825 |
3,440 |
248.4% |
12,358 |
|
| Daily Pivots for day following 07-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1660 |
1.1587 |
1.1347 |
|
| R3 |
1.1545 |
1.1472 |
1.1315 |
|
| R2 |
1.1429 |
1.1429 |
1.1305 |
|
| R1 |
1.1356 |
1.1356 |
1.1294 |
1.1335 |
| PP |
1.1314 |
1.1314 |
1.1314 |
1.1303 |
| S1 |
1.1241 |
1.1241 |
1.1273 |
1.1220 |
| S2 |
1.1198 |
1.1198 |
1.1262 |
|
| S3 |
1.1083 |
1.1125 |
1.1252 |
|
| S4 |
1.0967 |
1.1010 |
1.1220 |
|
|
| Weekly Pivots for week ending 07-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1851 |
1.1754 |
1.1386 |
|
| R3 |
1.1665 |
1.1567 |
1.1335 |
|
| R2 |
1.1478 |
1.1478 |
1.1318 |
|
| R1 |
1.1381 |
1.1381 |
1.1301 |
1.1430 |
| PP |
1.1292 |
1.1292 |
1.1292 |
1.1316 |
| S1 |
1.1194 |
1.1194 |
1.1266 |
1.1243 |
| S2 |
1.1105 |
1.1105 |
1.1249 |
|
| S3 |
1.0919 |
1.1008 |
1.1232 |
|
| S4 |
1.0732 |
1.0821 |
1.1181 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1389 |
1.1203 |
0.0187 |
1.7% |
0.0090 |
0.8% |
43% |
False |
False |
2,471 |
| 10 |
1.1389 |
1.1061 |
0.0328 |
2.9% |
0.0079 |
0.7% |
68% |
False |
False |
1,700 |
| 20 |
1.1389 |
1.1061 |
0.0328 |
2.9% |
0.0062 |
0.5% |
68% |
False |
False |
943 |
| 40 |
1.1389 |
1.1020 |
0.0369 |
3.3% |
0.0056 |
0.5% |
71% |
False |
False |
482 |
| 60 |
1.1611 |
1.1020 |
0.0591 |
5.2% |
0.0053 |
0.5% |
45% |
False |
False |
324 |
| 80 |
1.1680 |
1.1020 |
0.0660 |
5.8% |
0.0045 |
0.4% |
40% |
False |
False |
247 |
| 100 |
1.1959 |
1.1020 |
0.0939 |
8.3% |
0.0042 |
0.4% |
28% |
False |
False |
198 |
| 120 |
1.2267 |
1.1020 |
0.1247 |
11.1% |
0.0042 |
0.4% |
21% |
False |
False |
165 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1877 |
|
2.618 |
1.1689 |
|
1.618 |
1.1573 |
|
1.000 |
1.1502 |
|
0.618 |
1.1458 |
|
HIGH |
1.1387 |
|
0.618 |
1.1342 |
|
0.500 |
1.1329 |
|
0.382 |
1.1315 |
|
LOW |
1.1271 |
|
0.618 |
1.1200 |
|
1.000 |
1.1156 |
|
1.618 |
1.1084 |
|
2.618 |
1.0969 |
|
4.250 |
1.0780 |
|
|
| Fisher Pivots for day following 07-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1329 |
1.1329 |
| PP |
1.1314 |
1.1314 |
| S1 |
1.1299 |
1.1299 |
|