CME Swiss Franc Future September 2024
| Trading Metrics calculated at close of trading on 18-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2024 |
18-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1358 |
1.1359 |
0.0001 |
0.0% |
1.1274 |
| High |
1.1361 |
1.1449 |
0.0088 |
0.8% |
1.1368 |
| Low |
1.1313 |
1.1354 |
0.0041 |
0.4% |
1.1244 |
| Close |
1.1356 |
1.1435 |
0.0079 |
0.7% |
1.1354 |
| Range |
0.0048 |
0.0095 |
0.0047 |
97.9% |
0.0124 |
| ATR |
0.0064 |
0.0066 |
0.0002 |
3.5% |
0.0000 |
| Volume |
24,587 |
49,105 |
24,518 |
99.7% |
242,227 |
|
| Daily Pivots for day following 18-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1698 |
1.1661 |
1.1487 |
|
| R3 |
1.1603 |
1.1566 |
1.1461 |
|
| R2 |
1.1508 |
1.1508 |
1.1452 |
|
| R1 |
1.1471 |
1.1471 |
1.1443 |
1.1489 |
| PP |
1.1413 |
1.1413 |
1.1413 |
1.1422 |
| S1 |
1.1376 |
1.1376 |
1.1426 |
1.1394 |
| S2 |
1.1318 |
1.1318 |
1.1417 |
|
| S3 |
1.1223 |
1.1281 |
1.1408 |
|
| S4 |
1.1128 |
1.1186 |
1.1382 |
|
|
| 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 |
1.1449 |
1.1256 |
0.0193 |
1.7% |
0.0074 |
0.6% |
92% |
True |
False |
54,897 |
| 10 |
1.1449 |
1.1244 |
0.0205 |
1.8% |
0.0068 |
0.6% |
93% |
True |
False |
32,434 |
| 20 |
1.1449 |
1.1061 |
0.0388 |
3.4% |
0.0067 |
0.6% |
96% |
True |
False |
16,692 |
| 40 |
1.1449 |
1.1020 |
0.0429 |
3.8% |
0.0059 |
0.5% |
97% |
True |
False |
8,377 |
| 60 |
1.1449 |
1.1020 |
0.0429 |
3.8% |
0.0054 |
0.5% |
97% |
True |
False |
5,588 |
| 80 |
1.1680 |
1.1020 |
0.0660 |
5.8% |
0.0048 |
0.4% |
63% |
False |
False |
4,196 |
| 100 |
1.1959 |
1.1020 |
0.0939 |
8.2% |
0.0046 |
0.4% |
44% |
False |
False |
3,357 |
| 120 |
1.2267 |
1.1020 |
0.1247 |
10.9% |
0.0044 |
0.4% |
33% |
False |
False |
2,798 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1853 |
|
2.618 |
1.1698 |
|
1.618 |
1.1603 |
|
1.000 |
1.1544 |
|
0.618 |
1.1508 |
|
HIGH |
1.1449 |
|
0.618 |
1.1413 |
|
0.500 |
1.1402 |
|
0.382 |
1.1390 |
|
LOW |
1.1354 |
|
0.618 |
1.1295 |
|
1.000 |
1.1259 |
|
1.618 |
1.1200 |
|
2.618 |
1.1105 |
|
4.250 |
1.0950 |
|
|
| Fisher Pivots for day following 18-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1424 |
1.1414 |
| PP |
1.1413 |
1.1393 |
| S1 |
1.1402 |
1.1372 |
|