CME Swiss Franc Future December 2024
| Trading Metrics calculated at close of trading on 20-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2024 |
20-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1500 |
1.1521 |
0.0021 |
0.2% |
1.1396 |
| High |
1.1560 |
1.1521 |
-0.0039 |
-0.3% |
1.1490 |
| Low |
1.1493 |
1.1450 |
-0.0043 |
-0.4% |
1.1380 |
| Close |
1.1553 |
1.1462 |
-0.0092 |
-0.8% |
1.1471 |
| Range |
0.0068 |
0.0071 |
0.0004 |
5.2% |
0.0110 |
| ATR |
0.0050 |
0.0054 |
0.0004 |
7.5% |
0.0000 |
| Volume |
21 |
49 |
28 |
133.3% |
378 |
|
| Daily Pivots for day following 20-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1691 |
1.1647 |
1.1501 |
|
| R3 |
1.1620 |
1.1576 |
1.1481 |
|
| R2 |
1.1549 |
1.1549 |
1.1475 |
|
| R1 |
1.1505 |
1.1505 |
1.1468 |
1.1491 |
| PP |
1.1478 |
1.1478 |
1.1478 |
1.1471 |
| S1 |
1.1434 |
1.1434 |
1.1455 |
1.1420 |
| S2 |
1.1407 |
1.1407 |
1.1448 |
|
| S3 |
1.1336 |
1.1363 |
1.1442 |
|
| S4 |
1.1265 |
1.1292 |
1.1422 |
|
|
| 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 |
1.1560 |
1.1414 |
0.0146 |
1.3% |
0.0050 |
0.4% |
33% |
False |
False |
19 |
| 10 |
1.1560 |
1.1380 |
0.0180 |
1.6% |
0.0045 |
0.4% |
45% |
False |
False |
59 |
| 20 |
1.1560 |
1.1180 |
0.0380 |
3.3% |
0.0028 |
0.2% |
74% |
False |
False |
29 |
| 40 |
1.1560 |
1.1140 |
0.0420 |
3.7% |
0.0023 |
0.2% |
77% |
False |
False |
15 |
| 60 |
1.1560 |
1.1140 |
0.0420 |
3.7% |
0.0025 |
0.2% |
77% |
False |
False |
10 |
| 80 |
1.1768 |
1.1140 |
0.0628 |
5.5% |
0.0025 |
0.2% |
51% |
False |
False |
9 |
| 100 |
1.2055 |
1.1140 |
0.0915 |
8.0% |
0.0026 |
0.2% |
35% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1823 |
|
2.618 |
1.1707 |
|
1.618 |
1.1636 |
|
1.000 |
1.1592 |
|
0.618 |
1.1565 |
|
HIGH |
1.1521 |
|
0.618 |
1.1494 |
|
0.500 |
1.1486 |
|
0.382 |
1.1477 |
|
LOW |
1.1450 |
|
0.618 |
1.1406 |
|
1.000 |
1.1379 |
|
1.618 |
1.1335 |
|
2.618 |
1.1264 |
|
4.250 |
1.1148 |
|
|
| Fisher Pivots for day following 20-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1486 |
1.1501 |
| PP |
1.1478 |
1.1488 |
| S1 |
1.1470 |
1.1475 |
|