CME Swiss Franc Future September 2024
| Trading Metrics calculated at close of trading on 25-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2024 |
25-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1301 |
1.1309 |
0.0008 |
0.1% |
1.1358 |
| High |
1.1322 |
1.1331 |
0.0010 |
0.1% |
1.1449 |
| Low |
1.1292 |
1.1282 |
-0.0011 |
-0.1% |
1.1274 |
| Close |
1.1312 |
1.1292 |
-0.0021 |
-0.2% |
1.1297 |
| Range |
0.0030 |
0.0050 |
0.0020 |
67.8% |
0.0176 |
| ATR |
0.0067 |
0.0066 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
22,253 |
20,158 |
-2,095 |
-9.4% |
167,096 |
|
| Daily Pivots for day following 25-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1450 |
1.1420 |
1.1319 |
|
| R3 |
1.1400 |
1.1371 |
1.1305 |
|
| R2 |
1.1351 |
1.1351 |
1.1301 |
|
| R1 |
1.1321 |
1.1321 |
1.1296 |
1.1311 |
| PP |
1.1301 |
1.1301 |
1.1301 |
1.1296 |
| S1 |
1.1272 |
1.1272 |
1.1287 |
1.1262 |
| S2 |
1.1252 |
1.1252 |
1.1282 |
|
| S3 |
1.1202 |
1.1222 |
1.1278 |
|
| S4 |
1.1153 |
1.1173 |
1.1264 |
|
|
| 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% |
10% |
False |
False |
36,984 |
| 10 |
1.1449 |
1.1244 |
0.0205 |
1.8% |
0.0068 |
0.6% |
23% |
False |
False |
43,310 |
| 20 |
1.1449 |
1.1075 |
0.0375 |
3.3% |
0.0074 |
0.7% |
58% |
False |
False |
23,415 |
| 40 |
1.1449 |
1.1020 |
0.0429 |
3.8% |
0.0062 |
0.6% |
63% |
False |
False |
11,771 |
| 60 |
1.1449 |
1.1020 |
0.0429 |
3.8% |
0.0056 |
0.5% |
63% |
False |
False |
7,852 |
| 80 |
1.1680 |
1.1020 |
0.0660 |
5.8% |
0.0051 |
0.5% |
41% |
False |
False |
5,894 |
| 100 |
1.1959 |
1.1020 |
0.0939 |
8.3% |
0.0048 |
0.4% |
29% |
False |
False |
4,715 |
| 120 |
1.2124 |
1.1020 |
0.1104 |
9.8% |
0.0044 |
0.4% |
25% |
False |
False |
3,930 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1541 |
|
2.618 |
1.1461 |
|
1.618 |
1.1411 |
|
1.000 |
1.1381 |
|
0.618 |
1.1362 |
|
HIGH |
1.1331 |
|
0.618 |
1.1312 |
|
0.500 |
1.1306 |
|
0.382 |
1.1300 |
|
LOW |
1.1282 |
|
0.618 |
1.1251 |
|
1.000 |
1.1232 |
|
1.618 |
1.1201 |
|
2.618 |
1.1152 |
|
4.250 |
1.1071 |
|
|
| Fisher Pivots for day following 25-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1306 |
1.1309 |
| PP |
1.1301 |
1.1303 |
| S1 |
1.1296 |
1.1297 |
|