CME Swiss Franc Future September 2024
| Trading Metrics calculated at close of trading on 28-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2024 |
28-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1254 |
1.1231 |
-0.0024 |
-0.2% |
1.1301 |
| High |
1.1269 |
1.1241 |
-0.0029 |
-0.3% |
1.1331 |
| Low |
1.1230 |
1.1203 |
-0.0027 |
-0.2% |
1.1203 |
| Close |
1.1234 |
1.1233 |
-0.0001 |
0.0% |
1.1233 |
| Range |
0.0040 |
0.0038 |
-0.0002 |
-5.1% |
0.0128 |
| ATR |
0.0063 |
0.0061 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
20,934 |
33,580 |
12,646 |
60.4% |
124,321 |
|
| Daily Pivots for day following 28-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1338 |
1.1323 |
1.1254 |
|
| R3 |
1.1301 |
1.1286 |
1.1243 |
|
| R2 |
1.1263 |
1.1263 |
1.1240 |
|
| R1 |
1.1248 |
1.1248 |
1.1236 |
1.1256 |
| PP |
1.1226 |
1.1226 |
1.1226 |
1.1229 |
| S1 |
1.1211 |
1.1211 |
1.1230 |
1.1218 |
| S2 |
1.1188 |
1.1188 |
1.1226 |
|
| S3 |
1.1151 |
1.1173 |
1.1223 |
|
| S4 |
1.1113 |
1.1136 |
1.1212 |
|
|
| Weekly Pivots for week ending 28-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1640 |
1.1564 |
1.1303 |
|
| R3 |
1.1512 |
1.1436 |
1.1268 |
|
| R2 |
1.1384 |
1.1384 |
1.1256 |
|
| R1 |
1.1308 |
1.1308 |
1.1245 |
1.1282 |
| PP |
1.1256 |
1.1256 |
1.1256 |
1.1243 |
| S1 |
1.1180 |
1.1180 |
1.1221 |
1.1154 |
| S2 |
1.1128 |
1.1128 |
1.1210 |
|
| S3 |
1.1000 |
1.1052 |
1.1198 |
|
| S4 |
1.0872 |
1.0924 |
1.1163 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1331 |
1.1203 |
0.0128 |
1.1% |
0.0041 |
0.4% |
23% |
False |
True |
24,864 |
| 10 |
1.1449 |
1.1203 |
0.0246 |
2.2% |
0.0061 |
0.5% |
12% |
False |
True |
33,126 |
| 20 |
1.1449 |
1.1160 |
0.0289 |
2.6% |
0.0069 |
0.6% |
25% |
False |
False |
27,352 |
| 40 |
1.1449 |
1.1061 |
0.0388 |
3.5% |
0.0060 |
0.5% |
44% |
False |
False |
13,817 |
| 60 |
1.1449 |
1.1020 |
0.0429 |
3.8% |
0.0057 |
0.5% |
50% |
False |
False |
9,217 |
| 80 |
1.1680 |
1.1020 |
0.0660 |
5.9% |
0.0052 |
0.5% |
32% |
False |
False |
6,918 |
| 100 |
1.1754 |
1.1020 |
0.0734 |
6.5% |
0.0047 |
0.4% |
29% |
False |
False |
5,534 |
| 120 |
1.2116 |
1.1020 |
0.1096 |
9.8% |
0.0044 |
0.4% |
19% |
False |
False |
4,612 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1400 |
|
2.618 |
1.1339 |
|
1.618 |
1.1301 |
|
1.000 |
1.1278 |
|
0.618 |
1.1264 |
|
HIGH |
1.1241 |
|
0.618 |
1.1226 |
|
0.500 |
1.1222 |
|
0.382 |
1.1217 |
|
LOW |
1.1203 |
|
0.618 |
1.1180 |
|
1.000 |
1.1166 |
|
1.618 |
1.1142 |
|
2.618 |
1.1105 |
|
4.250 |
1.1044 |
|
|
| Fisher Pivots for day following 28-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1229 |
1.1247 |
| PP |
1.1226 |
1.1242 |
| S1 |
1.1222 |
1.1238 |
|