CME Swiss Franc Future September 2024
| Trading Metrics calculated at close of trading on 13-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2024 |
13-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1263 |
1.1304 |
0.0042 |
0.4% |
1.1212 |
| High |
1.1368 |
1.1317 |
-0.0052 |
-0.5% |
1.1389 |
| Low |
1.1256 |
1.1271 |
0.0015 |
0.1% |
1.1203 |
| Close |
1.1311 |
1.1307 |
-0.0005 |
0.0% |
1.1284 |
| Range |
0.0112 |
0.0046 |
-0.0067 |
-59.4% |
0.0187 |
| ATR |
0.0067 |
0.0065 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
90,095 |
70,858 |
-19,237 |
-21.4% |
12,358 |
|
| Daily Pivots for day following 13-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1435 |
1.1416 |
1.1332 |
|
| R3 |
1.1389 |
1.1371 |
1.1319 |
|
| R2 |
1.1344 |
1.1344 |
1.1315 |
|
| R1 |
1.1325 |
1.1325 |
1.1311 |
1.1334 |
| PP |
1.1298 |
1.1298 |
1.1298 |
1.1303 |
| S1 |
1.1280 |
1.1280 |
1.1302 |
1.1289 |
| S2 |
1.1253 |
1.1253 |
1.1298 |
|
| S3 |
1.1207 |
1.1234 |
1.1294 |
|
| S4 |
1.1162 |
1.1189 |
1.1281 |
|
|
| 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% |
0.0070 |
0.6% |
44% |
False |
False |
41,441 |
| 10 |
1.1389 |
1.1160 |
0.0229 |
2.0% |
0.0077 |
0.7% |
64% |
False |
False |
21,579 |
| 20 |
1.1389 |
1.1061 |
0.0328 |
2.9% |
0.0064 |
0.6% |
75% |
False |
False |
11,039 |
| 40 |
1.1389 |
1.1020 |
0.0369 |
3.3% |
0.0058 |
0.5% |
78% |
False |
False |
5,540 |
| 60 |
1.1500 |
1.1020 |
0.0480 |
4.2% |
0.0054 |
0.5% |
60% |
False |
False |
3,697 |
| 80 |
1.1680 |
1.1020 |
0.0660 |
5.8% |
0.0046 |
0.4% |
43% |
False |
False |
2,777 |
| 100 |
1.1959 |
1.1020 |
0.0939 |
8.3% |
0.0044 |
0.4% |
31% |
False |
False |
2,222 |
| 120 |
1.2267 |
1.1020 |
0.1247 |
11.0% |
0.0043 |
0.4% |
23% |
False |
False |
1,852 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1510 |
|
2.618 |
1.1436 |
|
1.618 |
1.1390 |
|
1.000 |
1.1362 |
|
0.618 |
1.1345 |
|
HIGH |
1.1317 |
|
0.618 |
1.1299 |
|
0.500 |
1.1294 |
|
0.382 |
1.1288 |
|
LOW |
1.1271 |
|
0.618 |
1.1243 |
|
1.000 |
1.1226 |
|
1.618 |
1.1197 |
|
2.618 |
1.1152 |
|
4.250 |
1.1078 |
|
|
| Fisher Pivots for day following 13-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1302 |
1.1306 |
| PP |
1.1298 |
1.1306 |
| S1 |
1.1294 |
1.1306 |
|