CME Swiss Franc Future December 2024
| Trading Metrics calculated at close of trading on 03-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2024 |
03-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1325 |
1.1400 |
0.0075 |
0.7% |
1.1219 |
| High |
1.1352 |
1.1416 |
0.0065 |
0.6% |
1.1352 |
| Low |
1.1277 |
1.1400 |
0.0124 |
1.1% |
1.1198 |
| Close |
1.1325 |
1.1416 |
0.0091 |
0.8% |
1.1325 |
| Range |
0.0075 |
0.0016 |
-0.0059 |
-78.7% |
0.0154 |
| ATR |
0.0043 |
0.0046 |
0.0003 |
8.0% |
0.0000 |
| Volume |
0 |
1 |
1 |
|
0 |
|
| Daily Pivots for day following 03-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1459 |
1.1453 |
1.1425 |
|
| R3 |
1.1443 |
1.1437 |
1.1420 |
|
| R2 |
1.1427 |
1.1427 |
1.1419 |
|
| R1 |
1.1421 |
1.1421 |
1.1417 |
1.1424 |
| PP |
1.1411 |
1.1411 |
1.1411 |
1.1412 |
| S1 |
1.1405 |
1.1405 |
1.1415 |
1.1408 |
| S2 |
1.1395 |
1.1395 |
1.1413 |
|
| S3 |
1.1379 |
1.1389 |
1.1412 |
|
| S4 |
1.1363 |
1.1373 |
1.1407 |
|
|
| Weekly Pivots for week ending 31-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1752 |
1.1692 |
1.1409 |
|
| R3 |
1.1599 |
1.1539 |
1.1367 |
|
| R2 |
1.1445 |
1.1445 |
1.1353 |
|
| R1 |
1.1385 |
1.1385 |
1.1339 |
1.1415 |
| PP |
1.1292 |
1.1292 |
1.1292 |
1.1307 |
| S1 |
1.1232 |
1.1232 |
1.1311 |
1.1262 |
| S2 |
1.1138 |
1.1138 |
1.1297 |
|
| S3 |
1.0985 |
1.1078 |
1.1283 |
|
| S4 |
1.0831 |
1.0925 |
1.1241 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1416 |
1.1198 |
0.0218 |
1.9% |
0.0018 |
0.2% |
100% |
True |
False |
|
| 10 |
1.1416 |
1.1180 |
0.0236 |
2.1% |
0.0012 |
0.1% |
100% |
True |
False |
1 |
| 20 |
1.1416 |
1.1180 |
0.0236 |
2.1% |
0.0010 |
0.1% |
100% |
True |
False |
1 |
| 40 |
1.1416 |
1.1140 |
0.0276 |
2.4% |
0.0019 |
0.2% |
100% |
True |
False |
1 |
| 60 |
1.1768 |
1.1140 |
0.0628 |
5.5% |
0.0024 |
0.2% |
44% |
False |
False |
1 |
| 80 |
1.1817 |
1.1140 |
0.0677 |
5.9% |
0.0021 |
0.2% |
41% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1484 |
|
2.618 |
1.1458 |
|
1.618 |
1.1442 |
|
1.000 |
1.1432 |
|
0.618 |
1.1426 |
|
HIGH |
1.1416 |
|
0.618 |
1.1410 |
|
0.500 |
1.1408 |
|
0.382 |
1.1406 |
|
LOW |
1.1400 |
|
0.618 |
1.1390 |
|
1.000 |
1.1384 |
|
1.618 |
1.1374 |
|
2.618 |
1.1358 |
|
4.250 |
1.1332 |
|
|
| Fisher Pivots for day following 03-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1413 |
1.1393 |
| PP |
1.1411 |
1.1370 |
| S1 |
1.1408 |
1.1346 |
|