CME Swiss Franc Future December 2024
| Trading Metrics calculated at close of trading on 02-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2024 |
02-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1319 |
1.1289 |
-0.0030 |
-0.3% |
1.1434 |
| High |
1.1319 |
1.1289 |
-0.0030 |
-0.3% |
1.1434 |
| Low |
1.1291 |
1.1279 |
-0.0013 |
-0.1% |
1.1329 |
| Close |
1.1292 |
1.1279 |
-0.0014 |
-0.1% |
1.1356 |
| Range |
0.0028 |
0.0010 |
-0.0018 |
-63.6% |
0.0105 |
| ATR |
0.0046 |
0.0044 |
-0.0002 |
-5.0% |
0.0000 |
| Volume |
7 |
22 |
15 |
214.3% |
20 |
|
| Daily Pivots for day following 02-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1312 |
1.1305 |
1.1284 |
|
| R3 |
1.1302 |
1.1295 |
1.1281 |
|
| R2 |
1.1292 |
1.1292 |
1.1280 |
|
| R1 |
1.1285 |
1.1285 |
1.1279 |
1.1284 |
| PP |
1.1282 |
1.1282 |
1.1282 |
1.1281 |
| S1 |
1.1275 |
1.1275 |
1.1278 |
1.1274 |
| S2 |
1.1272 |
1.1272 |
1.1277 |
|
| S3 |
1.1262 |
1.1265 |
1.1276 |
|
| S4 |
1.1252 |
1.1255 |
1.1273 |
|
|
| 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 |
1.1376 |
1.1279 |
0.0098 |
0.9% |
0.0013 |
0.1% |
0% |
False |
True |
9 |
| 10 |
1.1560 |
1.1279 |
0.0282 |
2.5% |
0.0025 |
0.2% |
0% |
False |
True |
12 |
| 20 |
1.1560 |
1.1279 |
0.0282 |
2.5% |
0.0028 |
0.2% |
0% |
False |
True |
32 |
| 40 |
1.1560 |
1.1180 |
0.0380 |
3.4% |
0.0019 |
0.2% |
26% |
False |
False |
16 |
| 60 |
1.1560 |
1.1140 |
0.0420 |
3.7% |
0.0022 |
0.2% |
33% |
False |
False |
11 |
| 80 |
1.1768 |
1.1140 |
0.0628 |
5.6% |
0.0025 |
0.2% |
22% |
False |
False |
9 |
| 100 |
1.1817 |
1.1140 |
0.0677 |
6.0% |
0.0023 |
0.2% |
20% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1331 |
|
2.618 |
1.1315 |
|
1.618 |
1.1305 |
|
1.000 |
1.1299 |
|
0.618 |
1.1295 |
|
HIGH |
1.1289 |
|
0.618 |
1.1285 |
|
0.500 |
1.1284 |
|
0.382 |
1.1282 |
|
LOW |
1.1279 |
|
0.618 |
1.1272 |
|
1.000 |
1.1269 |
|
1.618 |
1.1262 |
|
2.618 |
1.1252 |
|
4.250 |
1.1236 |
|
|
| Fisher Pivots for day following 02-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1284 |
1.1318 |
| PP |
1.1282 |
1.1305 |
| S1 |
1.1280 |
1.1292 |
|