CME Swiss Franc Future September 2024
| Trading Metrics calculated at close of trading on 12-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2024 |
12-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1281 |
1.1263 |
-0.0018 |
-0.2% |
1.1212 |
| High |
1.1285 |
1.1368 |
0.0083 |
0.7% |
1.1389 |
| Low |
1.1244 |
1.1256 |
0.0012 |
0.1% |
1.1203 |
| Close |
1.1270 |
1.1311 |
0.0042 |
0.4% |
1.1284 |
| Range |
0.0041 |
0.0112 |
0.0071 |
173.2% |
0.0187 |
| ATR |
0.0063 |
0.0067 |
0.0003 |
5.5% |
0.0000 |
| Volume |
22,803 |
90,095 |
67,292 |
295.1% |
12,358 |
|
| Daily Pivots for day following 12-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1648 |
1.1591 |
1.1373 |
|
| R3 |
1.1536 |
1.1479 |
1.1342 |
|
| R2 |
1.1424 |
1.1424 |
1.1332 |
|
| R1 |
1.1367 |
1.1367 |
1.1321 |
1.1396 |
| PP |
1.1312 |
1.1312 |
1.1312 |
1.1326 |
| S1 |
1.1255 |
1.1255 |
1.1301 |
1.1284 |
| S2 |
1.1200 |
1.1200 |
1.1290 |
|
| S3 |
1.1088 |
1.1143 |
1.1280 |
|
| S4 |
1.0976 |
1.1031 |
1.1249 |
|
|
| 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 |
1.1387 |
1.1244 |
0.0143 |
1.3% |
0.0072 |
0.6% |
47% |
False |
False |
27,547 |
| 10 |
1.1389 |
1.1081 |
0.0308 |
2.7% |
0.0085 |
0.7% |
75% |
False |
False |
14,671 |
| 20 |
1.1389 |
1.1061 |
0.0328 |
2.9% |
0.0065 |
0.6% |
76% |
False |
False |
7,509 |
| 40 |
1.1389 |
1.1020 |
0.0369 |
3.3% |
0.0058 |
0.5% |
79% |
False |
False |
3,769 |
| 60 |
1.1500 |
1.1020 |
0.0480 |
4.2% |
0.0054 |
0.5% |
61% |
False |
False |
2,516 |
| 80 |
1.1680 |
1.1020 |
0.0660 |
5.8% |
0.0046 |
0.4% |
44% |
False |
False |
1,891 |
| 100 |
1.1959 |
1.1020 |
0.0939 |
8.3% |
0.0043 |
0.4% |
31% |
False |
False |
1,513 |
| 120 |
1.2267 |
1.1020 |
0.1247 |
11.0% |
0.0043 |
0.4% |
23% |
False |
False |
1,261 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1844 |
|
2.618 |
1.1661 |
|
1.618 |
1.1549 |
|
1.000 |
1.1480 |
|
0.618 |
1.1437 |
|
HIGH |
1.1368 |
|
0.618 |
1.1325 |
|
0.500 |
1.1312 |
|
0.382 |
1.1299 |
|
LOW |
1.1256 |
|
0.618 |
1.1187 |
|
1.000 |
1.1144 |
|
1.618 |
1.1075 |
|
2.618 |
1.0963 |
|
4.250 |
1.0780 |
|
|
| Fisher Pivots for day following 12-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1312 |
1.1309 |
| PP |
1.1312 |
1.1308 |
| S1 |
1.1311 |
1.1306 |
|