CME Swiss Franc Future December 2024
| Trading Metrics calculated at close of trading on 12-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2024 |
12-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1380 |
1.1490 |
0.0110 |
1.0% |
1.1400 |
| High |
1.1387 |
1.1490 |
0.0104 |
0.9% |
1.1500 |
| Low |
1.1380 |
1.1427 |
0.0047 |
0.4% |
1.1390 |
| Close |
1.1387 |
1.1427 |
0.0040 |
0.4% |
1.1401 |
| Range |
0.0007 |
0.0064 |
0.0057 |
876.9% |
0.0110 |
| ATR |
0.0046 |
0.0050 |
0.0004 |
8.9% |
0.0000 |
| Volume |
6 |
7 |
1 |
16.7% |
141 |
|
| Daily Pivots for day following 12-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1638 |
1.1596 |
1.1461 |
|
| R3 |
1.1575 |
1.1532 |
1.1444 |
|
| R2 |
1.1511 |
1.1511 |
1.1438 |
|
| R1 |
1.1469 |
1.1469 |
1.1432 |
1.1458 |
| PP |
1.1448 |
1.1448 |
1.1448 |
1.1442 |
| S1 |
1.1405 |
1.1405 |
1.1421 |
1.1395 |
| S2 |
1.1384 |
1.1384 |
1.1415 |
|
| S3 |
1.1321 |
1.1342 |
1.1409 |
|
| S4 |
1.1257 |
1.1278 |
1.1392 |
|
|
| 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% |
0.0039 |
0.3% |
39% |
False |
False |
98 |
| 10 |
1.1500 |
1.1277 |
0.0223 |
2.0% |
0.0029 |
0.3% |
67% |
False |
False |
49 |
| 20 |
1.1500 |
1.1180 |
0.0320 |
2.8% |
0.0016 |
0.1% |
77% |
False |
False |
25 |
| 40 |
1.1500 |
1.1140 |
0.0360 |
3.1% |
0.0020 |
0.2% |
80% |
False |
False |
13 |
| 60 |
1.1611 |
1.1140 |
0.0471 |
4.1% |
0.0024 |
0.2% |
61% |
False |
False |
9 |
| 80 |
1.1768 |
1.1140 |
0.0628 |
5.5% |
0.0021 |
0.2% |
46% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1760 |
|
2.618 |
1.1656 |
|
1.618 |
1.1593 |
|
1.000 |
1.1554 |
|
0.618 |
1.1529 |
|
HIGH |
1.1490 |
|
0.618 |
1.1466 |
|
0.500 |
1.1458 |
|
0.382 |
1.1451 |
|
LOW |
1.1427 |
|
0.618 |
1.1387 |
|
1.000 |
1.1363 |
|
1.618 |
1.1324 |
|
2.618 |
1.1260 |
|
4.250 |
1.1157 |
|
|
| Fisher Pivots for day following 12-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1458 |
1.1435 |
| PP |
1.1448 |
1.1432 |
| S1 |
1.1437 |
1.1429 |
|