CME Swiss Franc Future December 2024
Trading Metrics calculated at close of trading on 27-Jun-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2024 |
27-Jun-2024 |
Change |
Change % |
Previous Week |
Open |
1.1376 |
1.1356 |
-0.0020 |
-0.2% |
1.1465 |
High |
1.1376 |
1.1356 |
-0.0020 |
-0.2% |
1.1560 |
Low |
1.1376 |
1.1356 |
-0.0020 |
-0.2% |
1.1419 |
Close |
1.1376 |
1.1356 |
-0.0020 |
-0.2% |
1.1419 |
Range |
|
|
|
|
|
ATR |
0.0048 |
0.0046 |
-0.0002 |
-4.1% |
0.0000 |
Volume |
0 |
10 |
10 |
|
75 |
|
Daily Pivots for day following 27-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1356 |
1.1356 |
1.1356 |
|
R3 |
1.1356 |
1.1356 |
1.1356 |
|
R2 |
1.1356 |
1.1356 |
1.1356 |
|
R1 |
1.1356 |
1.1356 |
1.1356 |
1.1356 |
PP |
1.1356 |
1.1356 |
1.1356 |
1.1356 |
S1 |
1.1356 |
1.1356 |
1.1356 |
1.1356 |
S2 |
1.1356 |
1.1356 |
1.1356 |
|
S3 |
1.1356 |
1.1356 |
1.1356 |
|
S4 |
1.1356 |
1.1356 |
1.1356 |
|
|
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 |
1.1464 |
1.1356 |
0.0108 |
0.9% |
0.0009 |
0.1% |
0% |
False |
True |
2 |
10 |
1.1560 |
1.1356 |
0.0204 |
1.8% |
0.0029 |
0.3% |
0% |
False |
True |
11 |
20 |
1.1560 |
1.1277 |
0.0284 |
2.5% |
0.0029 |
0.3% |
28% |
False |
False |
30 |
40 |
1.1560 |
1.1140 |
0.0420 |
3.7% |
0.0021 |
0.2% |
51% |
False |
False |
15 |
60 |
1.1560 |
1.1140 |
0.0420 |
3.7% |
0.0023 |
0.2% |
51% |
False |
False |
10 |
80 |
1.1768 |
1.1140 |
0.0628 |
5.5% |
0.0024 |
0.2% |
34% |
False |
False |
8 |
100 |
1.1890 |
1.1140 |
0.0750 |
6.6% |
0.0024 |
0.2% |
29% |
False |
False |
7 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1356 |
2.618 |
1.1356 |
1.618 |
1.1356 |
1.000 |
1.1356 |
0.618 |
1.1356 |
HIGH |
1.1356 |
0.618 |
1.1356 |
0.500 |
1.1356 |
0.382 |
1.1356 |
LOW |
1.1356 |
0.618 |
1.1356 |
1.000 |
1.1356 |
1.618 |
1.1356 |
2.618 |
1.1356 |
4.250 |
1.1356 |
|
|
Fisher Pivots for day following 27-Jun-2024 |
Pivot |
1 day |
3 day |
R1 |
1.1356 |
1.1385 |
PP |
1.1356 |
1.1375 |
S1 |
1.1356 |
1.1366 |
|