CME Swiss Franc Future December 2024
| Trading Metrics calculated at close of trading on 06-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2024 |
06-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1443 |
1.1457 |
0.0014 |
0.1% |
1.1219 |
| High |
1.1443 |
1.1473 |
0.0031 |
0.3% |
1.1352 |
| Low |
1.1443 |
1.1457 |
0.0014 |
0.1% |
1.1198 |
| Close |
1.1443 |
1.1473 |
0.0031 |
0.3% |
1.1325 |
| Range |
0.0000 |
0.0017 |
0.0017 |
|
0.0154 |
| ATR |
0.0049 |
0.0047 |
-0.0001 |
-2.7% |
0.0000 |
| Volume |
0 |
136 |
136 |
|
0 |
|
| Daily Pivots for day following 06-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1517 |
1.1512 |
1.1482 |
|
| R3 |
1.1501 |
1.1495 |
1.1478 |
|
| R2 |
1.1484 |
1.1484 |
1.1476 |
|
| R1 |
1.1479 |
1.1479 |
1.1475 |
1.1481 |
| PP |
1.1468 |
1.1468 |
1.1468 |
1.1469 |
| S1 |
1.1462 |
1.1462 |
1.1471 |
1.1465 |
| S2 |
1.1451 |
1.1451 |
1.1470 |
|
| S3 |
1.1435 |
1.1446 |
1.1468 |
|
| S4 |
1.1418 |
1.1429 |
1.1464 |
|
|
| 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% |
0.0022 |
0.2% |
91% |
False |
False |
27 |
| 10 |
1.1492 |
1.1180 |
0.0312 |
2.7% |
0.0013 |
0.1% |
94% |
False |
False |
14 |
| 20 |
1.1492 |
1.1180 |
0.0312 |
2.7% |
0.0009 |
0.1% |
94% |
False |
False |
7 |
| 40 |
1.1492 |
1.1140 |
0.0352 |
3.1% |
0.0018 |
0.2% |
95% |
False |
False |
4 |
| 60 |
1.1723 |
1.1140 |
0.0583 |
5.1% |
0.0024 |
0.2% |
57% |
False |
False |
4 |
| 80 |
1.1768 |
1.1140 |
0.0628 |
5.5% |
0.0021 |
0.2% |
53% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1543 |
|
2.618 |
1.1516 |
|
1.618 |
1.1500 |
|
1.000 |
1.1490 |
|
0.618 |
1.1483 |
|
HIGH |
1.1473 |
|
0.618 |
1.1467 |
|
0.500 |
1.1465 |
|
0.382 |
1.1463 |
|
LOW |
1.1457 |
|
0.618 |
1.1446 |
|
1.000 |
1.1440 |
|
1.618 |
1.1430 |
|
2.618 |
1.1413 |
|
4.250 |
1.1386 |
|
|
| Fisher Pivots for day following 06-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1470 |
1.1471 |
| PP |
1.1468 |
1.1469 |
| S1 |
1.1465 |
1.1467 |
|