CME Swiss Franc Future September 2024
| Trading Metrics calculated at close of trading on 01-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2024 |
01-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1231 |
1.1234 |
0.0004 |
0.0% |
1.1301 |
| High |
1.1241 |
1.1239 |
-0.0002 |
0.0% |
1.1331 |
| Low |
1.1203 |
1.1158 |
-0.0045 |
-0.4% |
1.1203 |
| Close |
1.1233 |
1.1170 |
-0.0064 |
-0.6% |
1.1233 |
| Range |
0.0038 |
0.0081 |
0.0044 |
116.0% |
0.0128 |
| ATR |
0.0061 |
0.0063 |
0.0001 |
2.3% |
0.0000 |
| Volume |
33,580 |
33,738 |
158 |
0.5% |
124,321 |
|
| Daily Pivots for day following 01-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1432 |
1.1382 |
1.1214 |
|
| R3 |
1.1351 |
1.1301 |
1.1192 |
|
| R2 |
1.1270 |
1.1270 |
1.1184 |
|
| R1 |
1.1220 |
1.1220 |
1.1177 |
1.1204 |
| PP |
1.1189 |
1.1189 |
1.1189 |
1.1181 |
| S1 |
1.1139 |
1.1139 |
1.1162 |
1.1123 |
| S2 |
1.1108 |
1.1108 |
1.1155 |
|
| S3 |
1.1027 |
1.1058 |
1.1147 |
|
| S4 |
1.0946 |
1.0977 |
1.1125 |
|
|
| 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 |
1.1158 |
0.0173 |
1.5% |
0.0051 |
0.5% |
7% |
False |
True |
27,161 |
| 10 |
1.1449 |
1.1158 |
0.0291 |
2.6% |
0.0062 |
0.6% |
4% |
False |
True |
32,515 |
| 20 |
1.1449 |
1.1158 |
0.0291 |
2.6% |
0.0069 |
0.6% |
4% |
False |
True |
28,987 |
| 40 |
1.1449 |
1.1061 |
0.0388 |
3.5% |
0.0060 |
0.5% |
28% |
False |
False |
14,660 |
| 60 |
1.1449 |
1.1020 |
0.0429 |
3.8% |
0.0058 |
0.5% |
35% |
False |
False |
9,779 |
| 80 |
1.1680 |
1.1020 |
0.0660 |
5.9% |
0.0053 |
0.5% |
23% |
False |
False |
7,339 |
| 100 |
1.1706 |
1.1020 |
0.0686 |
6.1% |
0.0047 |
0.4% |
22% |
False |
False |
5,872 |
| 120 |
1.2065 |
1.1020 |
0.1045 |
9.4% |
0.0044 |
0.4% |
14% |
False |
False |
4,893 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1583 |
|
2.618 |
1.1451 |
|
1.618 |
1.1370 |
|
1.000 |
1.1320 |
|
0.618 |
1.1289 |
|
HIGH |
1.1239 |
|
0.618 |
1.1208 |
|
0.500 |
1.1199 |
|
0.382 |
1.1189 |
|
LOW |
1.1158 |
|
0.618 |
1.1108 |
|
1.000 |
1.1077 |
|
1.618 |
1.1027 |
|
2.618 |
1.0946 |
|
4.250 |
1.0814 |
|
|
| Fisher Pivots for day following 01-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1199 |
1.1214 |
| PP |
1.1189 |
1.1199 |
| S1 |
1.1179 |
1.1184 |
|