CME Swiss Franc Future December 2024
| Trading Metrics calculated at close of trading on 17-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2024 |
17-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1452 |
1.1465 |
0.0013 |
0.1% |
1.1396 |
| High |
1.1477 |
1.1474 |
-0.0003 |
0.0% |
1.1490 |
| Low |
1.1417 |
1.1443 |
0.0026 |
0.2% |
1.1380 |
| Close |
1.1471 |
1.1474 |
0.0003 |
0.0% |
1.1471 |
| Range |
0.0060 |
0.0032 |
-0.0029 |
-47.5% |
0.0110 |
| ATR |
0.0049 |
0.0048 |
-0.0001 |
-2.5% |
0.0000 |
| Volume |
14 |
3 |
-11 |
-78.6% |
378 |
|
| Daily Pivots for day following 17-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1558 |
1.1548 |
1.1491 |
|
| R3 |
1.1527 |
1.1516 |
1.1483 |
|
| R2 |
1.1495 |
1.1495 |
1.1480 |
|
| R1 |
1.1485 |
1.1485 |
1.1477 |
1.1490 |
| PP |
1.1464 |
1.1464 |
1.1464 |
1.1466 |
| S1 |
1.1453 |
1.1453 |
1.1471 |
1.1458 |
| S2 |
1.1432 |
1.1432 |
1.1468 |
|
| S3 |
1.1401 |
1.1422 |
1.1465 |
|
| S4 |
1.1369 |
1.1390 |
1.1457 |
|
|
| Weekly Pivots for week ending 14-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1777 |
1.1734 |
1.1532 |
|
| R3 |
1.1667 |
1.1624 |
1.1501 |
|
| R2 |
1.1557 |
1.1557 |
1.1491 |
|
| R1 |
1.1514 |
1.1514 |
1.1481 |
1.1536 |
| PP |
1.1447 |
1.1447 |
1.1447 |
1.1458 |
| S1 |
1.1404 |
1.1404 |
1.1461 |
1.1426 |
| S2 |
1.1337 |
1.1337 |
1.1451 |
|
| S3 |
1.1227 |
1.1294 |
1.1441 |
|
| S4 |
1.1117 |
1.1184 |
1.1411 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1490 |
1.1380 |
0.0110 |
1.0% |
0.0036 |
0.3% |
85% |
False |
False |
8 |
| 10 |
1.1500 |
1.1380 |
0.0120 |
1.0% |
0.0031 |
0.3% |
79% |
False |
False |
52 |
| 20 |
1.1500 |
1.1180 |
0.0320 |
2.8% |
0.0021 |
0.2% |
92% |
False |
False |
26 |
| 40 |
1.1500 |
1.1140 |
0.0360 |
3.1% |
0.0020 |
0.2% |
93% |
False |
False |
13 |
| 60 |
1.1500 |
1.1140 |
0.0360 |
3.1% |
0.0024 |
0.2% |
93% |
False |
False |
9 |
| 80 |
1.1768 |
1.1140 |
0.0628 |
5.5% |
0.0023 |
0.2% |
53% |
False |
False |
8 |
| 100 |
1.2055 |
1.1140 |
0.0915 |
8.0% |
0.0025 |
0.2% |
37% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1608 |
|
2.618 |
1.1556 |
|
1.618 |
1.1525 |
|
1.000 |
1.1506 |
|
0.618 |
1.1493 |
|
HIGH |
1.1474 |
|
0.618 |
1.1462 |
|
0.500 |
1.1458 |
|
0.382 |
1.1455 |
|
LOW |
1.1443 |
|
0.618 |
1.1423 |
|
1.000 |
1.1411 |
|
1.618 |
1.1392 |
|
2.618 |
1.1360 |
|
4.250 |
1.1309 |
|
|
| Fisher Pivots for day following 17-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1469 |
1.1464 |
| PP |
1.1464 |
1.1455 |
| S1 |
1.1458 |
1.1445 |
|