CME Swiss Franc Future December 2024
Trading Metrics calculated at close of trading on 01-Jul-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2024 |
01-Jul-2024 |
Change |
Change % |
Previous Week |
Open |
1.1340 |
1.1319 |
-0.0021 |
-0.2% |
1.1434 |
High |
1.1358 |
1.1319 |
-0.0040 |
-0.3% |
1.1434 |
Low |
1.1329 |
1.1291 |
-0.0038 |
-0.3% |
1.1329 |
Close |
1.1356 |
1.1292 |
-0.0064 |
-0.6% |
1.1356 |
Range |
0.0029 |
0.0028 |
-0.0002 |
-5.2% |
0.0105 |
ATR |
0.0045 |
0.0046 |
0.0001 |
3.2% |
0.0000 |
Volume |
10 |
7 |
-3 |
-30.0% |
20 |
|
Daily Pivots for day following 01-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1383 |
1.1365 |
1.1307 |
|
R3 |
1.1356 |
1.1338 |
1.1300 |
|
R2 |
1.1328 |
1.1328 |
1.1297 |
|
R1 |
1.1310 |
1.1310 |
1.1295 |
1.1305 |
PP |
1.1301 |
1.1301 |
1.1301 |
1.1298 |
S1 |
1.1283 |
1.1283 |
1.1289 |
1.1278 |
S2 |
1.1273 |
1.1273 |
1.1287 |
|
S3 |
1.1246 |
1.1255 |
1.1284 |
|
S4 |
1.1218 |
1.1228 |
1.1277 |
|
|
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 |
1.1414 |
1.1291 |
0.0123 |
1.1% |
0.0011 |
0.1% |
1% |
False |
True |
5 |
10 |
1.1560 |
1.1291 |
0.0269 |
2.4% |
0.0027 |
0.2% |
0% |
False |
True |
10 |
20 |
1.1560 |
1.1291 |
0.0269 |
2.4% |
0.0028 |
0.2% |
0% |
False |
True |
31 |
40 |
1.1560 |
1.1180 |
0.0380 |
3.4% |
0.0021 |
0.2% |
29% |
False |
False |
16 |
60 |
1.1560 |
1.1140 |
0.0420 |
3.7% |
0.0023 |
0.2% |
36% |
False |
False |
11 |
80 |
1.1768 |
1.1140 |
0.0628 |
5.6% |
0.0025 |
0.2% |
24% |
False |
False |
9 |
100 |
1.1868 |
1.1140 |
0.0728 |
6.4% |
0.0023 |
0.2% |
21% |
False |
False |
7 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1435 |
2.618 |
1.1390 |
1.618 |
1.1363 |
1.000 |
1.1346 |
0.618 |
1.1335 |
HIGH |
1.1319 |
0.618 |
1.1308 |
0.500 |
1.1305 |
0.382 |
1.1302 |
LOW |
1.1291 |
0.618 |
1.1274 |
1.000 |
1.1264 |
1.618 |
1.1247 |
2.618 |
1.1219 |
4.250 |
1.1174 |
|
|
Fisher Pivots for day following 01-Jul-2024 |
Pivot |
1 day |
3 day |
R1 |
1.1305 |
1.1325 |
PP |
1.1301 |
1.1314 |
S1 |
1.1296 |
1.1303 |
|