CME Swiss Franc Future December 2024
Trading Metrics calculated at close of trading on 05-Jun-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2024 |
05-Jun-2024 |
Change |
Change % |
Previous Week |
Open |
1.1492 |
1.1443 |
-0.0050 |
-0.4% |
1.1219 |
High |
1.1492 |
1.1443 |
-0.0050 |
-0.4% |
1.1352 |
Low |
1.1492 |
1.1443 |
-0.0050 |
-0.4% |
1.1198 |
Close |
1.1492 |
1.1443 |
-0.0050 |
-0.4% |
1.1325 |
Range |
|
|
|
|
|
ATR |
0.0048 |
0.0049 |
0.0000 |
0.2% |
0.0000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1443 |
1.1443 |
1.1443 |
|
R3 |
1.1443 |
1.1443 |
1.1443 |
|
R2 |
1.1443 |
1.1443 |
1.1443 |
|
R1 |
1.1443 |
1.1443 |
1.1443 |
1.1443 |
PP |
1.1443 |
1.1443 |
1.1443 |
1.1443 |
S1 |
1.1443 |
1.1443 |
1.1443 |
1.1443 |
S2 |
1.1443 |
1.1443 |
1.1443 |
|
S3 |
1.1443 |
1.1443 |
1.1443 |
|
S4 |
1.1443 |
1.1443 |
1.1443 |
|
|
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 |
1.1492 |
1.1277 |
0.0216 |
1.9% |
0.0018 |
0.2% |
77% |
False |
False |
|
10 |
1.1492 |
1.1180 |
0.0312 |
2.7% |
0.0011 |
0.1% |
84% |
False |
False |
|
20 |
1.1492 |
1.1180 |
0.0312 |
2.7% |
0.0008 |
0.1% |
84% |
False |
False |
|
40 |
1.1492 |
1.1140 |
0.0352 |
3.1% |
0.0019 |
0.2% |
86% |
False |
False |
1 |
60 |
1.1729 |
1.1140 |
0.0589 |
5.1% |
0.0023 |
0.2% |
51% |
False |
False |
1 |
80 |
1.1777 |
1.1140 |
0.0637 |
5.6% |
0.0020 |
0.2% |
47% |
False |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1443 |
2.618 |
1.1443 |
1.618 |
1.1443 |
1.000 |
1.1443 |
0.618 |
1.1443 |
HIGH |
1.1443 |
0.618 |
1.1443 |
0.500 |
1.1443 |
0.382 |
1.1443 |
LOW |
1.1443 |
0.618 |
1.1443 |
1.000 |
1.1443 |
1.618 |
1.1443 |
2.618 |
1.1443 |
4.250 |
1.1443 |
|
|
Fisher Pivots for day following 05-Jun-2024 |
Pivot |
1 day |
3 day |
R1 |
1.1443 |
1.1446 |
PP |
1.1443 |
1.1445 |
S1 |
1.1443 |
1.1444 |
|