CME Swiss Franc Future December 2024
| Trading Metrics calculated at close of trading on 11-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2024 |
11-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1396 |
1.1380 |
-0.0016 |
-0.1% |
1.1400 |
| High |
1.1396 |
1.1387 |
-0.0009 |
-0.1% |
1.1500 |
| Low |
1.1396 |
1.1380 |
-0.0016 |
-0.1% |
1.1390 |
| Close |
1.1396 |
1.1387 |
-0.0009 |
-0.1% |
1.1401 |
| Range |
0.0000 |
0.0007 |
0.0007 |
|
0.0110 |
| ATR |
0.0048 |
0.0046 |
-0.0002 |
-4.9% |
0.0000 |
| Volume |
340 |
6 |
-334 |
-98.2% |
141 |
|
| Daily Pivots for day following 11-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1404 |
1.1402 |
1.1390 |
|
| R3 |
1.1397 |
1.1395 |
1.1388 |
|
| R2 |
1.1391 |
1.1391 |
1.1388 |
|
| R1 |
1.1389 |
1.1389 |
1.1387 |
1.1390 |
| PP |
1.1384 |
1.1384 |
1.1384 |
1.1385 |
| S1 |
1.1382 |
1.1382 |
1.1386 |
1.1383 |
| S2 |
1.1378 |
1.1378 |
1.1385 |
|
| S3 |
1.1371 |
1.1376 |
1.1385 |
|
| S4 |
1.1365 |
1.1369 |
1.1383 |
|
|
| 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 |
1.1380 |
0.0120 |
1.0% |
0.0027 |
0.2% |
5% |
False |
True |
97 |
| 10 |
1.1500 |
1.1198 |
0.0302 |
2.6% |
0.0022 |
0.2% |
63% |
False |
False |
48 |
| 20 |
1.1500 |
1.1180 |
0.0320 |
2.8% |
0.0013 |
0.1% |
65% |
False |
False |
25 |
| 40 |
1.1500 |
1.1140 |
0.0360 |
3.2% |
0.0019 |
0.2% |
69% |
False |
False |
13 |
| 60 |
1.1620 |
1.1140 |
0.0480 |
4.2% |
0.0024 |
0.2% |
51% |
False |
False |
9 |
| 80 |
1.1768 |
1.1140 |
0.0628 |
5.5% |
0.0021 |
0.2% |
39% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1414 |
|
2.618 |
1.1404 |
|
1.618 |
1.1397 |
|
1.000 |
1.1393 |
|
0.618 |
1.1391 |
|
HIGH |
1.1387 |
|
0.618 |
1.1384 |
|
0.500 |
1.1383 |
|
0.382 |
1.1382 |
|
LOW |
1.1380 |
|
0.618 |
1.1376 |
|
1.000 |
1.1374 |
|
1.618 |
1.1369 |
|
2.618 |
1.1363 |
|
4.250 |
1.1352 |
|
|
| Fisher Pivots for day following 11-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1385 |
1.1440 |
| PP |
1.1384 |
1.1422 |
| S1 |
1.1383 |
1.1404 |
|