CME Swiss Franc Future September 2024
| Trading Metrics calculated at close of trading on 14-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2024 |
14-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1304 |
1.1314 |
0.0010 |
0.1% |
1.1274 |
| High |
1.1317 |
1.1364 |
0.0047 |
0.4% |
1.1368 |
| Low |
1.1271 |
1.1296 |
0.0025 |
0.2% |
1.1244 |
| Close |
1.1307 |
1.1354 |
0.0047 |
0.4% |
1.1354 |
| Range |
0.0046 |
0.0068 |
0.0023 |
49.5% |
0.0124 |
| ATR |
0.0065 |
0.0065 |
0.0000 |
0.3% |
0.0000 |
| Volume |
70,858 |
39,843 |
-31,015 |
-43.8% |
242,227 |
|
| Daily Pivots for day following 14-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1542 |
1.1516 |
1.1391 |
|
| R3 |
1.1474 |
1.1448 |
1.1372 |
|
| R2 |
1.1406 |
1.1406 |
1.1366 |
|
| R1 |
1.1380 |
1.1380 |
1.1360 |
1.1393 |
| PP |
1.1338 |
1.1338 |
1.1338 |
1.1344 |
| S1 |
1.1312 |
1.1312 |
1.1347 |
1.1325 |
| S2 |
1.1270 |
1.1270 |
1.1341 |
|
| S3 |
1.1202 |
1.1244 |
1.1335 |
|
| S4 |
1.1134 |
1.1176 |
1.1316 |
|
|
| Weekly Pivots for week ending 14-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1694 |
1.1648 |
1.1422 |
|
| R3 |
1.1570 |
1.1524 |
1.1388 |
|
| R2 |
1.1446 |
1.1446 |
1.1376 |
|
| R1 |
1.1400 |
1.1400 |
1.1365 |
1.1423 |
| PP |
1.1322 |
1.1322 |
1.1322 |
1.1333 |
| S1 |
1.1276 |
1.1276 |
1.1342 |
1.1299 |
| S2 |
1.1198 |
1.1198 |
1.1331 |
|
| S3 |
1.1074 |
1.1152 |
1.1319 |
|
| S4 |
1.0950 |
1.1028 |
1.1285 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1368 |
1.1244 |
0.0124 |
1.1% |
0.0060 |
0.5% |
88% |
False |
False |
48,445 |
| 10 |
1.1389 |
1.1203 |
0.0187 |
1.6% |
0.0075 |
0.7% |
81% |
False |
False |
25,458 |
| 20 |
1.1389 |
1.1061 |
0.0328 |
2.9% |
0.0064 |
0.6% |
89% |
False |
False |
13,022 |
| 40 |
1.1389 |
1.1020 |
0.0369 |
3.3% |
0.0059 |
0.5% |
90% |
False |
False |
6,535 |
| 60 |
1.1430 |
1.1020 |
0.0410 |
3.6% |
0.0054 |
0.5% |
81% |
False |
False |
4,361 |
| 80 |
1.1680 |
1.1020 |
0.0660 |
5.8% |
0.0047 |
0.4% |
51% |
False |
False |
3,275 |
| 100 |
1.1959 |
1.1020 |
0.0939 |
8.3% |
0.0044 |
0.4% |
36% |
False |
False |
2,620 |
| 120 |
1.2267 |
1.1020 |
0.1247 |
11.0% |
0.0044 |
0.4% |
27% |
False |
False |
2,184 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1653 |
|
2.618 |
1.1542 |
|
1.618 |
1.1474 |
|
1.000 |
1.1432 |
|
0.618 |
1.1406 |
|
HIGH |
1.1364 |
|
0.618 |
1.1338 |
|
0.500 |
1.1330 |
|
0.382 |
1.1321 |
|
LOW |
1.1296 |
|
0.618 |
1.1253 |
|
1.000 |
1.1228 |
|
1.618 |
1.1185 |
|
2.618 |
1.1117 |
|
4.250 |
1.1007 |
|
|
| Fisher Pivots for day following 14-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1346 |
1.1340 |
| PP |
1.1338 |
1.1326 |
| S1 |
1.1330 |
1.1312 |
|