CME Swiss Franc Future December 2024
Trading Metrics calculated at close of trading on 10-Jun-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2024 |
10-Jun-2024 |
Change |
Change % |
Previous Week |
Open |
1.1400 |
1.1396 |
-0.0005 |
0.0% |
1.1400 |
High |
1.1500 |
1.1396 |
-0.0104 |
-0.9% |
1.1500 |
Low |
1.1390 |
1.1396 |
0.0006 |
0.1% |
1.1390 |
Close |
1.1401 |
1.1396 |
-0.0006 |
0.0% |
1.1401 |
Range |
0.0110 |
0.0000 |
-0.0110 |
-100.0% |
0.0110 |
ATR |
0.0052 |
0.0048 |
-0.0003 |
-6.4% |
0.0000 |
Volume |
4 |
340 |
336 |
8,400.0% |
141 |
|
Daily Pivots for day following 10-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1396 |
1.1396 |
1.1396 |
|
R3 |
1.1396 |
1.1396 |
1.1396 |
|
R2 |
1.1396 |
1.1396 |
1.1396 |
|
R1 |
1.1396 |
1.1396 |
1.1396 |
1.1396 |
PP |
1.1396 |
1.1396 |
1.1396 |
1.1396 |
S1 |
1.1396 |
1.1396 |
1.1396 |
1.1396 |
S2 |
1.1396 |
1.1396 |
1.1396 |
|
S3 |
1.1396 |
1.1396 |
1.1396 |
|
S4 |
1.1396 |
1.1396 |
1.1396 |
|
|
Weekly Pivots for week ending 07-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1760 |
1.1691 |
1.1462 |
|
R3 |
1.1650 |
1.1581 |
1.1431 |
|
R2 |
1.1540 |
1.1540 |
1.1421 |
|
R1 |
1.1471 |
1.1471 |
1.1411 |
1.1505 |
PP |
1.1430 |
1.1430 |
1.1430 |
1.1447 |
S1 |
1.1361 |
1.1361 |
1.1391 |
1.1395 |
S2 |
1.1320 |
1.1320 |
1.1381 |
|
S3 |
1.1210 |
1.1251 |
1.1371 |
|
S4 |
1.1100 |
1.1141 |
1.1341 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1500 |
1.1390 |
0.0110 |
1.0% |
0.0025 |
0.2% |
5% |
False |
False |
96 |
10 |
1.1500 |
1.1198 |
0.0302 |
2.6% |
0.0022 |
0.2% |
66% |
False |
False |
48 |
20 |
1.1500 |
1.1180 |
0.0320 |
2.8% |
0.0013 |
0.1% |
67% |
False |
False |
24 |
40 |
1.1500 |
1.1140 |
0.0360 |
3.2% |
0.0019 |
0.2% |
71% |
False |
False |
13 |
60 |
1.1667 |
1.1140 |
0.0527 |
4.6% |
0.0024 |
0.2% |
49% |
False |
False |
9 |
80 |
1.1768 |
1.1140 |
0.0628 |
5.5% |
0.0022 |
0.2% |
41% |
False |
False |
7 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1396 |
2.618 |
1.1396 |
1.618 |
1.1396 |
1.000 |
1.1396 |
0.618 |
1.1396 |
HIGH |
1.1396 |
0.618 |
1.1396 |
0.500 |
1.1396 |
0.382 |
1.1396 |
LOW |
1.1396 |
0.618 |
1.1396 |
1.000 |
1.1396 |
1.618 |
1.1396 |
2.618 |
1.1396 |
4.250 |
1.1396 |
|
|
Fisher Pivots for day following 10-Jun-2024 |
Pivot |
1 day |
3 day |
R1 |
1.1396 |
1.1445 |
PP |
1.1396 |
1.1428 |
S1 |
1.1396 |
1.1412 |
|