CME Swiss Franc Future December 2024
| Trading Metrics calculated at close of trading on 21-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2024 |
21-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1521 |
1.1446 |
-0.0075 |
-0.7% |
1.1465 |
| High |
1.1521 |
1.1464 |
-0.0058 |
-0.5% |
1.1560 |
| Low |
1.1450 |
1.1419 |
-0.0032 |
-0.3% |
1.1419 |
| Close |
1.1462 |
1.1419 |
-0.0043 |
-0.4% |
1.1419 |
| Range |
0.0071 |
0.0045 |
-0.0026 |
-36.6% |
0.0142 |
| ATR |
0.0054 |
0.0053 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
49 |
2 |
-47 |
-95.9% |
75 |
|
| Daily Pivots for day following 21-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1569 |
1.1539 |
1.1443 |
|
| R3 |
1.1524 |
1.1494 |
1.1431 |
|
| R2 |
1.1479 |
1.1479 |
1.1427 |
|
| R1 |
1.1449 |
1.1449 |
1.1423 |
1.1441 |
| PP |
1.1434 |
1.1434 |
1.1434 |
1.1430 |
| S1 |
1.1404 |
1.1404 |
1.1414 |
1.1396 |
| S2 |
1.1389 |
1.1389 |
1.1410 |
|
| S3 |
1.1344 |
1.1359 |
1.1406 |
|
| S4 |
1.1299 |
1.1314 |
1.1394 |
|
|
| Weekly Pivots for week ending 21-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1890 |
1.1796 |
1.1496 |
|
| R3 |
1.1749 |
1.1654 |
1.1457 |
|
| R2 |
1.1607 |
1.1607 |
1.1444 |
|
| R1 |
1.1513 |
1.1513 |
1.1431 |
1.1489 |
| PP |
1.1466 |
1.1466 |
1.1466 |
1.1454 |
| S1 |
1.1371 |
1.1371 |
1.1406 |
1.1348 |
| S2 |
1.1324 |
1.1324 |
1.1393 |
|
| S3 |
1.1183 |
1.1230 |
1.1380 |
|
| S4 |
1.1041 |
1.1088 |
1.1341 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1560 |
1.1417 |
0.0144 |
1.3% |
0.0055 |
0.5% |
1% |
False |
False |
17 |
| 10 |
1.1560 |
1.1380 |
0.0180 |
1.6% |
0.0047 |
0.4% |
21% |
False |
False |
45 |
| 20 |
1.1560 |
1.1180 |
0.0380 |
3.3% |
0.0030 |
0.3% |
63% |
False |
False |
29 |
| 40 |
1.1560 |
1.1140 |
0.0420 |
3.7% |
0.0024 |
0.2% |
66% |
False |
False |
15 |
| 60 |
1.1560 |
1.1140 |
0.0420 |
3.7% |
0.0025 |
0.2% |
66% |
False |
False |
10 |
| 80 |
1.1768 |
1.1140 |
0.0628 |
5.5% |
0.0025 |
0.2% |
44% |
False |
False |
9 |
| 100 |
1.2055 |
1.1140 |
0.0915 |
8.0% |
0.0026 |
0.2% |
30% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1655 |
|
2.618 |
1.1581 |
|
1.618 |
1.1536 |
|
1.000 |
1.1509 |
|
0.618 |
1.1491 |
|
HIGH |
1.1464 |
|
0.618 |
1.1446 |
|
0.500 |
1.1441 |
|
0.382 |
1.1436 |
|
LOW |
1.1419 |
|
0.618 |
1.1391 |
|
1.000 |
1.1374 |
|
1.618 |
1.1346 |
|
2.618 |
1.1301 |
|
4.250 |
1.1227 |
|
|
| Fisher Pivots for day following 21-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1441 |
1.1489 |
| PP |
1.1434 |
1.1466 |
| S1 |
1.1426 |
1.1442 |
|