CME Swiss Franc Future September 2024
Trading Metrics calculated at close of trading on 17-Jun-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2024 |
17-Jun-2024 |
Change |
Change % |
Previous Week |
Open |
1.1314 |
1.1358 |
0.0044 |
0.4% |
1.1274 |
High |
1.1364 |
1.1361 |
-0.0003 |
0.0% |
1.1368 |
Low |
1.1296 |
1.1313 |
0.0018 |
0.2% |
1.1244 |
Close |
1.1354 |
1.1356 |
0.0002 |
0.0% |
1.1354 |
Range |
0.0068 |
0.0048 |
-0.0020 |
-29.4% |
0.0124 |
ATR |
0.0065 |
0.0064 |
-0.0001 |
-1.9% |
0.0000 |
Volume |
39,843 |
24,587 |
-15,256 |
-38.3% |
242,227 |
|
Daily Pivots for day following 17-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1487 |
1.1469 |
1.1382 |
|
R3 |
1.1439 |
1.1421 |
1.1369 |
|
R2 |
1.1391 |
1.1391 |
1.1364 |
|
R1 |
1.1373 |
1.1373 |
1.1360 |
1.1358 |
PP |
1.1343 |
1.1343 |
1.1343 |
1.1336 |
S1 |
1.1325 |
1.1325 |
1.1351 |
1.1310 |
S2 |
1.1295 |
1.1295 |
1.1347 |
|
S3 |
1.1247 |
1.1277 |
1.1342 |
|
S4 |
1.1199 |
1.1229 |
1.1329 |
|
|
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% |
0.0063 |
0.6% |
90% |
False |
False |
49,637 |
10 |
1.1389 |
1.1244 |
0.0145 |
1.3% |
0.0070 |
0.6% |
77% |
False |
False |
27,761 |
20 |
1.1389 |
1.1061 |
0.0328 |
2.9% |
0.0064 |
0.6% |
90% |
False |
False |
14,243 |
40 |
1.1389 |
1.1020 |
0.0369 |
3.2% |
0.0057 |
0.5% |
91% |
False |
False |
7,150 |
60 |
1.1389 |
1.1020 |
0.0369 |
3.2% |
0.0054 |
0.5% |
91% |
False |
False |
4,770 |
80 |
1.1680 |
1.1020 |
0.0660 |
5.8% |
0.0047 |
0.4% |
51% |
False |
False |
3,582 |
100 |
1.1959 |
1.1020 |
0.0939 |
8.3% |
0.0045 |
0.4% |
36% |
False |
False |
2,866 |
120 |
1.2267 |
1.1020 |
0.1247 |
11.0% |
0.0044 |
0.4% |
27% |
False |
False |
2,389 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1565 |
2.618 |
1.1487 |
1.618 |
1.1439 |
1.000 |
1.1409 |
0.618 |
1.1391 |
HIGH |
1.1361 |
0.618 |
1.1343 |
0.500 |
1.1337 |
0.382 |
1.1331 |
LOW |
1.1313 |
0.618 |
1.1283 |
1.000 |
1.1265 |
1.618 |
1.1235 |
2.618 |
1.1187 |
4.250 |
1.1109 |
|
|
Fisher Pivots for day following 17-Jun-2024 |
Pivot |
1 day |
3 day |
R1 |
1.1349 |
1.1343 |
PP |
1.1343 |
1.1330 |
S1 |
1.1337 |
1.1317 |
|