CME Swiss Franc Future September 2024
| Trading Metrics calculated at close of trading on 26-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2024 |
26-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1309 |
1.1288 |
-0.0022 |
-0.2% |
1.1358 |
| High |
1.1331 |
1.1291 |
-0.0040 |
-0.4% |
1.1449 |
| Low |
1.1282 |
1.1242 |
-0.0040 |
-0.4% |
1.1274 |
| Close |
1.1292 |
1.1255 |
-0.0037 |
-0.3% |
1.1297 |
| Range |
0.0050 |
0.0050 |
0.0000 |
0.0% |
0.0176 |
| ATR |
0.0066 |
0.0065 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
20,158 |
27,396 |
7,238 |
35.9% |
167,096 |
|
| Daily Pivots for day following 26-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1411 |
1.1382 |
1.1282 |
|
| R3 |
1.1361 |
1.1333 |
1.1268 |
|
| R2 |
1.1312 |
1.1312 |
1.1264 |
|
| R1 |
1.1283 |
1.1283 |
1.1259 |
1.1273 |
| PP |
1.1262 |
1.1262 |
1.1262 |
1.1257 |
| S1 |
1.1234 |
1.1234 |
1.1250 |
1.1223 |
| S2 |
1.1213 |
1.1213 |
1.1245 |
|
| S3 |
1.1163 |
1.1184 |
1.1241 |
|
| S4 |
1.1114 |
1.1135 |
1.1227 |
|
|
| 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 |
1.1440 |
1.1242 |
0.0199 |
1.8% |
0.0064 |
0.6% |
7% |
False |
True |
32,642 |
| 10 |
1.1449 |
1.1242 |
0.0208 |
1.8% |
0.0069 |
0.6% |
6% |
False |
True |
43,769 |
| 20 |
1.1449 |
1.1079 |
0.0370 |
3.3% |
0.0073 |
0.6% |
47% |
False |
False |
24,724 |
| 40 |
1.1449 |
1.1020 |
0.0429 |
3.8% |
0.0063 |
0.6% |
55% |
False |
False |
12,455 |
| 60 |
1.1449 |
1.1020 |
0.0429 |
3.8% |
0.0057 |
0.5% |
55% |
False |
False |
8,308 |
| 80 |
1.1680 |
1.1020 |
0.0660 |
5.9% |
0.0051 |
0.5% |
36% |
False |
False |
6,236 |
| 100 |
1.1959 |
1.1020 |
0.0939 |
8.3% |
0.0048 |
0.4% |
25% |
False |
False |
4,989 |
| 120 |
1.2124 |
1.1020 |
0.1104 |
9.8% |
0.0044 |
0.4% |
21% |
False |
False |
4,158 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1501 |
|
2.618 |
1.1421 |
|
1.618 |
1.1371 |
|
1.000 |
1.1341 |
|
0.618 |
1.1322 |
|
HIGH |
1.1291 |
|
0.618 |
1.1272 |
|
0.500 |
1.1266 |
|
0.382 |
1.1260 |
|
LOW |
1.1242 |
|
0.618 |
1.1211 |
|
1.000 |
1.1192 |
|
1.618 |
1.1161 |
|
2.618 |
1.1112 |
|
4.250 |
1.1031 |
|
|
| Fisher Pivots for day following 26-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1266 |
1.1286 |
| PP |
1.1262 |
1.1276 |
| S1 |
1.1258 |
1.1265 |
|