CME Swiss Franc Future September 2024
| Trading Metrics calculated at close of trading on 27-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2024 |
27-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1288 |
1.1254 |
-0.0034 |
-0.3% |
1.1358 |
| High |
1.1291 |
1.1269 |
-0.0022 |
-0.2% |
1.1449 |
| Low |
1.1242 |
1.1230 |
-0.0012 |
-0.1% |
1.1274 |
| Close |
1.1255 |
1.1234 |
-0.0021 |
-0.2% |
1.1297 |
| Range |
0.0050 |
0.0040 |
-0.0010 |
-20.2% |
0.0176 |
| ATR |
0.0065 |
0.0063 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
27,396 |
20,934 |
-6,462 |
-23.6% |
167,096 |
|
| Daily Pivots for day following 27-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1363 |
1.1338 |
1.1256 |
|
| R3 |
1.1323 |
1.1298 |
1.1245 |
|
| R2 |
1.1284 |
1.1284 |
1.1241 |
|
| R1 |
1.1259 |
1.1259 |
1.1238 |
1.1252 |
| PP |
1.1244 |
1.1244 |
1.1244 |
1.1241 |
| S1 |
1.1219 |
1.1219 |
1.1230 |
1.1212 |
| S2 |
1.1205 |
1.1205 |
1.1227 |
|
| S3 |
1.1165 |
1.1180 |
1.1223 |
|
| S4 |
1.1126 |
1.1140 |
1.1212 |
|
|
| 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 |
1.1345 |
1.1230 |
0.0115 |
1.0% |
0.0048 |
0.4% |
4% |
False |
True |
24,982 |
| 10 |
1.1449 |
1.1230 |
0.0220 |
2.0% |
0.0062 |
0.5% |
2% |
False |
True |
36,853 |
| 20 |
1.1449 |
1.1081 |
0.0368 |
3.3% |
0.0073 |
0.7% |
42% |
False |
False |
25,762 |
| 40 |
1.1449 |
1.1020 |
0.0429 |
3.8% |
0.0061 |
0.5% |
50% |
False |
False |
12,978 |
| 60 |
1.1449 |
1.1020 |
0.0429 |
3.8% |
0.0058 |
0.5% |
50% |
False |
False |
8,657 |
| 80 |
1.1680 |
1.1020 |
0.0660 |
5.9% |
0.0052 |
0.5% |
32% |
False |
False |
6,498 |
| 100 |
1.1790 |
1.1020 |
0.0770 |
6.9% |
0.0047 |
0.4% |
28% |
False |
False |
5,199 |
| 120 |
1.2124 |
1.1020 |
0.1104 |
9.8% |
0.0044 |
0.4% |
19% |
False |
False |
4,332 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1437 |
|
2.618 |
1.1372 |
|
1.618 |
1.1333 |
|
1.000 |
1.1309 |
|
0.618 |
1.1293 |
|
HIGH |
1.1269 |
|
0.618 |
1.1254 |
|
0.500 |
1.1249 |
|
0.382 |
1.1245 |
|
LOW |
1.1230 |
|
0.618 |
1.1205 |
|
1.000 |
1.1190 |
|
1.618 |
1.1166 |
|
2.618 |
1.1126 |
|
4.250 |
1.1062 |
|
|
| Fisher Pivots for day following 27-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1249 |
1.1280 |
| PP |
1.1244 |
1.1265 |
| S1 |
1.1239 |
1.1249 |
|