CME Swiss Franc Future December 2024
| Trading Metrics calculated at close of trading on 13-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2024 |
13-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1490 |
1.1414 |
-0.0076 |
-0.7% |
1.1400 |
| High |
1.1490 |
1.1434 |
-0.0057 |
-0.5% |
1.1500 |
| Low |
1.1427 |
1.1414 |
-0.0013 |
-0.1% |
1.1390 |
| Close |
1.1427 |
1.1422 |
-0.0005 |
0.0% |
1.1401 |
| Range |
0.0064 |
0.0020 |
-0.0044 |
-69.3% |
0.0110 |
| ATR |
0.0050 |
0.0048 |
-0.0002 |
-4.4% |
0.0000 |
| Volume |
7 |
11 |
4 |
57.1% |
141 |
|
| Daily Pivots for day following 13-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1482 |
1.1471 |
1.1433 |
|
| R3 |
1.1462 |
1.1452 |
1.1427 |
|
| R2 |
1.1443 |
1.1443 |
1.1426 |
|
| R1 |
1.1432 |
1.1432 |
1.1424 |
1.1438 |
| PP |
1.1423 |
1.1423 |
1.1423 |
1.1426 |
| S1 |
1.1413 |
1.1413 |
1.1420 |
1.1418 |
| S2 |
1.1404 |
1.1404 |
1.1418 |
|
| S3 |
1.1384 |
1.1393 |
1.1417 |
|
| S4 |
1.1365 |
1.1374 |
1.1411 |
|
|
| 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% |
0.0040 |
0.3% |
35% |
False |
False |
73 |
| 10 |
1.1500 |
1.1277 |
0.0223 |
2.0% |
0.0031 |
0.3% |
65% |
False |
False |
50 |
| 20 |
1.1500 |
1.1180 |
0.0320 |
2.8% |
0.0017 |
0.1% |
76% |
False |
False |
25 |
| 40 |
1.1500 |
1.1140 |
0.0360 |
3.1% |
0.0021 |
0.2% |
78% |
False |
False |
13 |
| 60 |
1.1611 |
1.1140 |
0.0471 |
4.1% |
0.0024 |
0.2% |
60% |
False |
False |
9 |
| 80 |
1.1768 |
1.1140 |
0.0628 |
5.5% |
0.0022 |
0.2% |
45% |
False |
False |
8 |
| 100 |
1.2055 |
1.1140 |
0.0915 |
8.0% |
0.0024 |
0.2% |
31% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1516 |
|
2.618 |
1.1485 |
|
1.618 |
1.1465 |
|
1.000 |
1.1453 |
|
0.618 |
1.1446 |
|
HIGH |
1.1434 |
|
0.618 |
1.1426 |
|
0.500 |
1.1424 |
|
0.382 |
1.1421 |
|
LOW |
1.1414 |
|
0.618 |
1.1402 |
|
1.000 |
1.1395 |
|
1.618 |
1.1382 |
|
2.618 |
1.1363 |
|
4.250 |
1.1331 |
|
|
| Fisher Pivots for day following 13-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1424 |
1.1435 |
| PP |
1.1423 |
1.1431 |
| S1 |
1.1423 |
1.1426 |
|