CME Swiss Franc Future September 2024
| Trading Metrics calculated at close of trading on 10-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2024 |
10-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1372 |
1.1274 |
-0.0098 |
-0.9% |
1.1212 |
| High |
1.1387 |
1.1292 |
-0.0095 |
-0.8% |
1.1389 |
| Low |
1.1271 |
1.1257 |
-0.0014 |
-0.1% |
1.1203 |
| Close |
1.1284 |
1.1280 |
-0.0004 |
0.0% |
1.1284 |
| Range |
0.0116 |
0.0035 |
-0.0081 |
-70.1% |
0.0187 |
| ATR |
0.0067 |
0.0065 |
-0.0002 |
-3.5% |
0.0000 |
| Volume |
4,825 |
18,628 |
13,803 |
286.1% |
12,358 |
|
| Daily Pivots for day following 10-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1380 |
1.1364 |
1.1298 |
|
| R3 |
1.1345 |
1.1330 |
1.1289 |
|
| R2 |
1.1311 |
1.1311 |
1.1286 |
|
| R1 |
1.1295 |
1.1295 |
1.1283 |
1.1303 |
| PP |
1.1276 |
1.1276 |
1.1276 |
1.1280 |
| S1 |
1.1261 |
1.1261 |
1.1276 |
1.1268 |
| S2 |
1.1242 |
1.1242 |
1.1273 |
|
| S3 |
1.1207 |
1.1226 |
1.1270 |
|
| S4 |
1.1173 |
1.1192 |
1.1261 |
|
|
| 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 |
1.1257 |
0.0132 |
1.2% |
0.0076 |
0.7% |
17% |
False |
True |
5,885 |
| 10 |
1.1389 |
1.1075 |
0.0315 |
2.8% |
0.0080 |
0.7% |
65% |
False |
False |
3,519 |
| 20 |
1.1389 |
1.1061 |
0.0328 |
2.9% |
0.0062 |
0.5% |
67% |
False |
False |
1,874 |
| 40 |
1.1389 |
1.1020 |
0.0369 |
3.3% |
0.0055 |
0.5% |
70% |
False |
False |
947 |
| 60 |
1.1559 |
1.1020 |
0.0539 |
4.8% |
0.0053 |
0.5% |
48% |
False |
False |
634 |
| 80 |
1.1680 |
1.1020 |
0.0660 |
5.9% |
0.0045 |
0.4% |
39% |
False |
False |
480 |
| 100 |
1.1959 |
1.1020 |
0.0939 |
8.3% |
0.0042 |
0.4% |
28% |
False |
False |
384 |
| 120 |
1.2267 |
1.1020 |
0.1247 |
11.1% |
0.0042 |
0.4% |
21% |
False |
False |
320 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1438 |
|
2.618 |
1.1382 |
|
1.618 |
1.1347 |
|
1.000 |
1.1326 |
|
0.618 |
1.1313 |
|
HIGH |
1.1292 |
|
0.618 |
1.1278 |
|
0.500 |
1.1274 |
|
0.382 |
1.1270 |
|
LOW |
1.1257 |
|
0.618 |
1.1236 |
|
1.000 |
1.1223 |
|
1.618 |
1.1201 |
|
2.618 |
1.1167 |
|
4.250 |
1.1110 |
|
|
| Fisher Pivots for day following 10-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1278 |
1.1322 |
| PP |
1.1276 |
1.1308 |
| S1 |
1.1274 |
1.1294 |
|