CME Swiss Franc Future September 2024
| Trading Metrics calculated at close of trading on 24-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2024 |
24-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1336 |
1.1301 |
-0.0035 |
-0.3% |
1.1358 |
| High |
1.1345 |
1.1322 |
-0.0023 |
-0.2% |
1.1449 |
| Low |
1.1274 |
1.1292 |
0.0019 |
0.2% |
1.1274 |
| Close |
1.1297 |
1.1312 |
0.0015 |
0.1% |
1.1297 |
| Range |
0.0071 |
0.0030 |
-0.0042 |
-58.5% |
0.0176 |
| ATR |
0.0070 |
0.0067 |
-0.0003 |
-4.1% |
0.0000 |
| Volume |
34,169 |
22,253 |
-11,916 |
-34.9% |
167,096 |
|
| Daily Pivots for day following 24-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1397 |
1.1384 |
1.1328 |
|
| R3 |
1.1368 |
1.1355 |
1.1320 |
|
| R2 |
1.1338 |
1.1338 |
1.1317 |
|
| R1 |
1.1325 |
1.1325 |
1.1315 |
1.1332 |
| PP |
1.1309 |
1.1309 |
1.1309 |
1.1312 |
| S1 |
1.1296 |
1.1296 |
1.1309 |
1.1302 |
| S2 |
1.1279 |
1.1279 |
1.1307 |
|
| S3 |
1.1250 |
1.1266 |
1.1304 |
|
| S4 |
1.1220 |
1.1237 |
1.1296 |
|
|
| 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% |
0.0073 |
0.6% |
22% |
False |
False |
37,869 |
| 10 |
1.1449 |
1.1244 |
0.0205 |
1.8% |
0.0067 |
0.6% |
33% |
False |
False |
43,157 |
| 20 |
1.1449 |
1.1061 |
0.0388 |
3.4% |
0.0073 |
0.6% |
65% |
False |
False |
22,429 |
| 40 |
1.1449 |
1.1020 |
0.0429 |
3.8% |
0.0063 |
0.6% |
68% |
False |
False |
11,267 |
| 60 |
1.1449 |
1.1020 |
0.0429 |
3.8% |
0.0057 |
0.5% |
68% |
False |
False |
7,516 |
| 80 |
1.1680 |
1.1020 |
0.0660 |
5.8% |
0.0051 |
0.4% |
44% |
False |
False |
5,642 |
| 100 |
1.1959 |
1.1020 |
0.0939 |
8.3% |
0.0047 |
0.4% |
31% |
False |
False |
4,514 |
| 120 |
1.2124 |
1.1020 |
0.1104 |
9.8% |
0.0044 |
0.4% |
26% |
False |
False |
3,762 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1447 |
|
2.618 |
1.1399 |
|
1.618 |
1.1369 |
|
1.000 |
1.1351 |
|
0.618 |
1.1340 |
|
HIGH |
1.1322 |
|
0.618 |
1.1310 |
|
0.500 |
1.1307 |
|
0.382 |
1.1303 |
|
LOW |
1.1292 |
|
0.618 |
1.1274 |
|
1.000 |
1.1263 |
|
1.618 |
1.1244 |
|
2.618 |
1.1215 |
|
4.250 |
1.1167 |
|
|
| Fisher Pivots for day following 24-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1310 |
1.1357 |
| PP |
1.1309 |
1.1342 |
| S1 |
1.1307 |
1.1327 |
|