CME Swiss Franc Future September 2024
| Trading Metrics calculated at close of trading on 03-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2024 |
03-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1176 |
1.1164 |
-0.0012 |
-0.1% |
1.1301 |
| High |
1.1177 |
1.1229 |
0.0052 |
0.5% |
1.1331 |
| Low |
1.1144 |
1.1149 |
0.0005 |
0.0% |
1.1203 |
| Close |
1.1158 |
1.1188 |
0.0030 |
0.3% |
1.1233 |
| Range |
0.0033 |
0.0080 |
0.0048 |
146.2% |
0.0128 |
| ATR |
0.0061 |
0.0062 |
0.0001 |
2.3% |
0.0000 |
| Volume |
25,812 |
27,350 |
1,538 |
6.0% |
124,321 |
|
| Daily Pivots for day following 03-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1428 |
1.1388 |
1.1232 |
|
| R3 |
1.1348 |
1.1308 |
1.1210 |
|
| R2 |
1.1268 |
1.1268 |
1.1203 |
|
| R1 |
1.1228 |
1.1228 |
1.1195 |
1.1248 |
| PP |
1.1188 |
1.1188 |
1.1188 |
1.1198 |
| S1 |
1.1148 |
1.1148 |
1.1181 |
1.1168 |
| S2 |
1.1108 |
1.1108 |
1.1173 |
|
| S3 |
1.1028 |
1.1068 |
1.1166 |
|
| S4 |
1.0948 |
1.0988 |
1.1144 |
|
|
| 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 |
1.1269 |
1.1144 |
0.0125 |
1.1% |
0.0054 |
0.5% |
35% |
False |
False |
28,282 |
| 10 |
1.1440 |
1.1144 |
0.0296 |
2.6% |
0.0059 |
0.5% |
15% |
False |
False |
30,462 |
| 20 |
1.1449 |
1.1144 |
0.0305 |
2.7% |
0.0064 |
0.6% |
14% |
False |
False |
31,448 |
| 40 |
1.1449 |
1.1061 |
0.0388 |
3.5% |
0.0059 |
0.5% |
33% |
False |
False |
15,986 |
| 60 |
1.1449 |
1.1020 |
0.0429 |
3.8% |
0.0059 |
0.5% |
39% |
False |
False |
10,665 |
| 80 |
1.1656 |
1.1020 |
0.0636 |
5.7% |
0.0054 |
0.5% |
26% |
False |
False |
8,004 |
| 100 |
1.1706 |
1.1020 |
0.0686 |
6.1% |
0.0048 |
0.4% |
24% |
False |
False |
6,403 |
| 120 |
1.2039 |
1.1020 |
0.1019 |
9.1% |
0.0044 |
0.4% |
16% |
False |
False |
5,336 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1569 |
|
2.618 |
1.1438 |
|
1.618 |
1.1358 |
|
1.000 |
1.1309 |
|
0.618 |
1.1278 |
|
HIGH |
1.1229 |
|
0.618 |
1.1198 |
|
0.500 |
1.1189 |
|
0.382 |
1.1179 |
|
LOW |
1.1149 |
|
0.618 |
1.1099 |
|
1.000 |
1.1069 |
|
1.618 |
1.1019 |
|
2.618 |
1.0939 |
|
4.250 |
1.0809 |
|
|
| Fisher Pivots for day following 03-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1189 |
1.1192 |
| PP |
1.1188 |
1.1190 |
| S1 |
1.1188 |
1.1189 |
|