CME Swiss Franc Future September 2024
| Trading Metrics calculated at close of trading on 02-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2024 |
02-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1234 |
1.1176 |
-0.0058 |
-0.5% |
1.1301 |
| High |
1.1239 |
1.1177 |
-0.0063 |
-0.6% |
1.1331 |
| Low |
1.1158 |
1.1144 |
-0.0014 |
-0.1% |
1.1203 |
| Close |
1.1170 |
1.1158 |
-0.0012 |
-0.1% |
1.1233 |
| Range |
0.0081 |
0.0033 |
-0.0049 |
-59.9% |
0.0128 |
| ATR |
0.0063 |
0.0061 |
-0.0002 |
-3.4% |
0.0000 |
| Volume |
33,738 |
25,812 |
-7,926 |
-23.5% |
124,321 |
|
| Daily Pivots for day following 02-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1257 |
1.1240 |
1.1176 |
|
| R3 |
1.1225 |
1.1208 |
1.1167 |
|
| R2 |
1.1192 |
1.1192 |
1.1164 |
|
| R1 |
1.1175 |
1.1175 |
1.1161 |
1.1167 |
| PP |
1.1160 |
1.1160 |
1.1160 |
1.1156 |
| S1 |
1.1143 |
1.1143 |
1.1155 |
1.1135 |
| S2 |
1.1127 |
1.1127 |
1.1152 |
|
| S3 |
1.1095 |
1.1110 |
1.1149 |
|
| S4 |
1.1062 |
1.1078 |
1.1140 |
|
|
| 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 |
1.1291 |
1.1144 |
0.0147 |
1.3% |
0.0048 |
0.4% |
10% |
False |
True |
28,292 |
| 10 |
1.1449 |
1.1144 |
0.0305 |
2.7% |
0.0061 |
0.5% |
5% |
False |
True |
32,638 |
| 20 |
1.1449 |
1.1144 |
0.0305 |
2.7% |
0.0065 |
0.6% |
5% |
False |
True |
30,199 |
| 40 |
1.1449 |
1.1061 |
0.0388 |
3.5% |
0.0058 |
0.5% |
25% |
False |
False |
15,304 |
| 60 |
1.1449 |
1.1020 |
0.0429 |
3.8% |
0.0058 |
0.5% |
32% |
False |
False |
10,209 |
| 80 |
1.1680 |
1.1020 |
0.0660 |
5.9% |
0.0053 |
0.5% |
21% |
False |
False |
7,662 |
| 100 |
1.1706 |
1.1020 |
0.0686 |
6.1% |
0.0047 |
0.4% |
20% |
False |
False |
6,130 |
| 120 |
1.2047 |
1.1020 |
0.1027 |
9.2% |
0.0044 |
0.4% |
13% |
False |
False |
5,108 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1315 |
|
2.618 |
1.1262 |
|
1.618 |
1.1229 |
|
1.000 |
1.1209 |
|
0.618 |
1.1197 |
|
HIGH |
1.1177 |
|
0.618 |
1.1164 |
|
0.500 |
1.1160 |
|
0.382 |
1.1156 |
|
LOW |
1.1144 |
|
0.618 |
1.1124 |
|
1.000 |
1.1112 |
|
1.618 |
1.1091 |
|
2.618 |
1.1059 |
|
4.250 |
1.1006 |
|
|
| Fisher Pivots for day following 02-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1160 |
1.1192 |
| PP |
1.1160 |
1.1181 |
| S1 |
1.1159 |
1.1169 |
|