CME Swiss Franc Future September 2024
| Trading Metrics calculated at close of trading on 20-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2024 |
20-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1359 |
1.1433 |
0.0074 |
0.7% |
1.1274 |
| High |
1.1449 |
1.1440 |
-0.0009 |
-0.1% |
1.1368 |
| Low |
1.1354 |
1.1319 |
-0.0036 |
-0.3% |
1.1244 |
| Close |
1.1435 |
1.1341 |
-0.0094 |
-0.8% |
1.1354 |
| Range |
0.0095 |
0.0122 |
0.0027 |
27.9% |
0.0124 |
| ATR |
0.0066 |
0.0070 |
0.0004 |
6.0% |
0.0000 |
| Volume |
49,105 |
59,235 |
10,130 |
20.6% |
242,227 |
|
| Daily Pivots for day following 20-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1731 |
1.1658 |
1.1408 |
|
| R3 |
1.1610 |
1.1536 |
1.1374 |
|
| R2 |
1.1488 |
1.1488 |
1.1363 |
|
| R1 |
1.1415 |
1.1415 |
1.1352 |
1.1391 |
| PP |
1.1367 |
1.1367 |
1.1367 |
1.1355 |
| S1 |
1.1293 |
1.1293 |
1.1330 |
1.1269 |
| S2 |
1.1245 |
1.1245 |
1.1319 |
|
| S3 |
1.1124 |
1.1172 |
1.1308 |
|
| S4 |
1.1002 |
1.1050 |
1.1274 |
|
|
| 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 |
1.1271 |
0.0178 |
1.6% |
0.0076 |
0.7% |
39% |
False |
False |
48,725 |
| 10 |
1.1449 |
1.1244 |
0.0205 |
1.8% |
0.0074 |
0.6% |
47% |
False |
False |
38,136 |
| 20 |
1.1449 |
1.1061 |
0.0388 |
3.4% |
0.0072 |
0.6% |
72% |
False |
False |
19,651 |
| 40 |
1.1449 |
1.1020 |
0.0429 |
3.8% |
0.0062 |
0.5% |
75% |
False |
False |
9,858 |
| 60 |
1.1449 |
1.1020 |
0.0429 |
3.8% |
0.0056 |
0.5% |
75% |
False |
False |
6,575 |
| 80 |
1.1680 |
1.1020 |
0.0660 |
5.8% |
0.0050 |
0.4% |
49% |
False |
False |
4,937 |
| 100 |
1.1959 |
1.1020 |
0.0939 |
8.3% |
0.0046 |
0.4% |
34% |
False |
False |
3,950 |
| 120 |
1.2267 |
1.1020 |
0.1247 |
11.0% |
0.0044 |
0.4% |
26% |
False |
False |
3,291 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1956 |
|
2.618 |
1.1758 |
|
1.618 |
1.1637 |
|
1.000 |
1.1562 |
|
0.618 |
1.1515 |
|
HIGH |
1.1440 |
|
0.618 |
1.1394 |
|
0.500 |
1.1379 |
|
0.382 |
1.1365 |
|
LOW |
1.1319 |
|
0.618 |
1.1243 |
|
1.000 |
1.1197 |
|
1.618 |
1.1122 |
|
2.618 |
1.1000 |
|
4.250 |
1.0802 |
|
|
| Fisher Pivots for day following 20-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1379 |
1.1381 |
| PP |
1.1367 |
1.1368 |
| S1 |
1.1354 |
1.1354 |
|