CME Swiss Franc Future September 2024
| Trading Metrics calculated at close of trading on 21-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2024 |
21-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1433 |
1.1336 |
-0.0097 |
-0.8% |
1.1358 |
| High |
1.1440 |
1.1345 |
-0.0096 |
-0.8% |
1.1449 |
| Low |
1.1319 |
1.1274 |
-0.0045 |
-0.4% |
1.1274 |
| Close |
1.1341 |
1.1297 |
-0.0044 |
-0.4% |
1.1297 |
| Range |
0.0122 |
0.0071 |
-0.0051 |
-41.6% |
0.0176 |
| ATR |
0.0070 |
0.0070 |
0.0000 |
0.1% |
0.0000 |
| Volume |
59,235 |
34,169 |
-25,066 |
-42.3% |
167,096 |
|
| Daily Pivots for day following 21-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1518 |
1.1479 |
1.1336 |
|
| R3 |
1.1447 |
1.1408 |
1.1317 |
|
| R2 |
1.1376 |
1.1376 |
1.1310 |
|
| R1 |
1.1337 |
1.1337 |
1.1304 |
1.1321 |
| PP |
1.1305 |
1.1305 |
1.1305 |
1.1297 |
| S1 |
1.1266 |
1.1266 |
1.1290 |
1.1250 |
| S2 |
1.1234 |
1.1234 |
1.1284 |
|
| S3 |
1.1163 |
1.1195 |
1.1277 |
|
| S4 |
1.1092 |
1.1124 |
1.1258 |
|
|
| Weekly Pivots for week ending 21-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1866 |
1.1757 |
1.1394 |
|
| R3 |
1.1691 |
1.1582 |
1.1345 |
|
| R2 |
1.1515 |
1.1515 |
1.1329 |
|
| R1 |
1.1406 |
1.1406 |
1.1313 |
1.1373 |
| PP |
1.1340 |
1.1340 |
1.1340 |
1.1323 |
| S1 |
1.1231 |
1.1231 |
1.1281 |
1.1198 |
| S2 |
1.1164 |
1.1164 |
1.1265 |
|
| S3 |
1.0989 |
1.1055 |
1.1249 |
|
| S4 |
1.0813 |
1.0880 |
1.1200 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1449 |
1.1274 |
0.0176 |
1.6% |
0.0081 |
0.7% |
13% |
False |
True |
41,387 |
| 10 |
1.1449 |
1.1244 |
0.0205 |
1.8% |
0.0075 |
0.7% |
26% |
False |
False |
41,414 |
| 20 |
1.1449 |
1.1061 |
0.0388 |
3.4% |
0.0073 |
0.6% |
61% |
False |
False |
21,350 |
| 40 |
1.1449 |
1.1020 |
0.0429 |
3.8% |
0.0063 |
0.6% |
65% |
False |
False |
10,712 |
| 60 |
1.1449 |
1.1020 |
0.0429 |
3.8% |
0.0057 |
0.5% |
65% |
False |
False |
7,145 |
| 80 |
1.1680 |
1.1020 |
0.0660 |
5.8% |
0.0051 |
0.4% |
42% |
False |
False |
5,364 |
| 100 |
1.1959 |
1.1020 |
0.0939 |
8.3% |
0.0047 |
0.4% |
29% |
False |
False |
4,291 |
| 120 |
1.2267 |
1.1020 |
0.1247 |
11.0% |
0.0045 |
0.4% |
22% |
False |
False |
3,576 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1646 |
|
2.618 |
1.1530 |
|
1.618 |
1.1459 |
|
1.000 |
1.1416 |
|
0.618 |
1.1388 |
|
HIGH |
1.1345 |
|
0.618 |
1.1317 |
|
0.500 |
1.1309 |
|
0.382 |
1.1301 |
|
LOW |
1.1274 |
|
0.618 |
1.1230 |
|
1.000 |
1.1203 |
|
1.618 |
1.1159 |
|
2.618 |
1.1088 |
|
4.250 |
1.0972 |
|
|
| Fisher Pivots for day following 21-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1309 |
1.1361 |
| PP |
1.1305 |
1.1340 |
| S1 |
1.1301 |
1.1318 |
|