CME Swiss Franc Future December 2024
| Trading Metrics calculated at close of trading on 28-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2024 |
28-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1356 |
1.1340 |
-0.0017 |
-0.1% |
1.1434 |
| High |
1.1356 |
1.1358 |
0.0002 |
0.0% |
1.1434 |
| Low |
1.1356 |
1.1329 |
-0.0027 |
-0.2% |
1.1329 |
| Close |
1.1356 |
1.1356 |
-0.0001 |
0.0% |
1.1356 |
| Range |
0.0000 |
0.0029 |
0.0029 |
|
0.0105 |
| ATR |
0.0046 |
0.0045 |
-0.0001 |
-2.6% |
0.0000 |
| Volume |
10 |
10 |
0 |
0.0% |
20 |
|
| Daily Pivots for day following 28-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1435 |
1.1424 |
1.1371 |
|
| R3 |
1.1406 |
1.1395 |
1.1363 |
|
| R2 |
1.1377 |
1.1377 |
1.1361 |
|
| R1 |
1.1366 |
1.1366 |
1.1358 |
1.1371 |
| PP |
1.1348 |
1.1348 |
1.1348 |
1.1350 |
| S1 |
1.1337 |
1.1337 |
1.1353 |
1.1342 |
| S2 |
1.1319 |
1.1319 |
1.1350 |
|
| S3 |
1.1290 |
1.1308 |
1.1348 |
|
| S4 |
1.1261 |
1.1279 |
1.1340 |
|
|
| Weekly Pivots for week ending 28-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1686 |
1.1625 |
1.1413 |
|
| R3 |
1.1582 |
1.1521 |
1.1384 |
|
| R2 |
1.1477 |
1.1477 |
1.1375 |
|
| R1 |
1.1416 |
1.1416 |
1.1365 |
1.1395 |
| PP |
1.1373 |
1.1373 |
1.1373 |
1.1362 |
| S1 |
1.1312 |
1.1312 |
1.1346 |
1.1290 |
| S2 |
1.1268 |
1.1268 |
1.1336 |
|
| S3 |
1.1164 |
1.1207 |
1.1327 |
|
| S4 |
1.1059 |
1.1103 |
1.1298 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1434 |
1.1329 |
0.0105 |
0.9% |
0.0006 |
0.1% |
25% |
False |
True |
4 |
| 10 |
1.1560 |
1.1329 |
0.0231 |
2.0% |
0.0030 |
0.3% |
11% |
False |
True |
10 |
| 20 |
1.1560 |
1.1277 |
0.0284 |
2.5% |
0.0031 |
0.3% |
28% |
False |
False |
30 |
| 40 |
1.1560 |
1.1180 |
0.0380 |
3.3% |
0.0020 |
0.2% |
46% |
False |
False |
15 |
| 60 |
1.1560 |
1.1140 |
0.0420 |
3.7% |
0.0023 |
0.2% |
51% |
False |
False |
11 |
| 80 |
1.1768 |
1.1140 |
0.0628 |
5.5% |
0.0024 |
0.2% |
34% |
False |
False |
9 |
| 100 |
1.1868 |
1.1140 |
0.0728 |
6.4% |
0.0023 |
0.2% |
30% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1481 |
|
2.618 |
1.1434 |
|
1.618 |
1.1405 |
|
1.000 |
1.1387 |
|
0.618 |
1.1376 |
|
HIGH |
1.1358 |
|
0.618 |
1.1347 |
|
0.500 |
1.1344 |
|
0.382 |
1.1340 |
|
LOW |
1.1329 |
|
0.618 |
1.1311 |
|
1.000 |
1.1300 |
|
1.618 |
1.1282 |
|
2.618 |
1.1253 |
|
4.250 |
1.1206 |
|
|
| Fisher Pivots for day following 28-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1352 |
1.1355 |
| PP |
1.1348 |
1.1354 |
| S1 |
1.1344 |
1.1353 |
|