CME Swiss Franc Future December 2024
| Trading Metrics calculated at close of trading on 03-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2024 |
03-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1289 |
1.1346 |
0.0058 |
0.5% |
1.1434 |
| High |
1.1289 |
1.1346 |
0.0058 |
0.5% |
1.1434 |
| Low |
1.1279 |
1.1310 |
0.0031 |
0.3% |
1.1329 |
| Close |
1.1279 |
1.1310 |
0.0031 |
0.3% |
1.1356 |
| Range |
0.0010 |
0.0037 |
0.0027 |
265.0% |
0.0105 |
| ATR |
0.0044 |
0.0045 |
0.0002 |
3.9% |
0.0000 |
| Volume |
22 |
11 |
-11 |
-50.0% |
20 |
|
| Daily Pivots for day following 03-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1431 |
1.1407 |
1.1330 |
|
| R3 |
1.1395 |
1.1370 |
1.1320 |
|
| R2 |
1.1358 |
1.1358 |
1.1316 |
|
| R1 |
1.1334 |
1.1334 |
1.1313 |
1.1328 |
| PP |
1.1322 |
1.1322 |
1.1322 |
1.1319 |
| S1 |
1.1297 |
1.1297 |
1.1306 |
1.1291 |
| S2 |
1.1285 |
1.1285 |
1.1303 |
|
| S3 |
1.1249 |
1.1261 |
1.1299 |
|
| S4 |
1.1212 |
1.1224 |
1.1289 |
|
|
| 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 |
1.1358 |
1.1279 |
0.0080 |
0.7% |
0.0021 |
0.2% |
39% |
False |
False |
12 |
| 10 |
1.1521 |
1.1279 |
0.0243 |
2.1% |
0.0022 |
0.2% |
13% |
False |
False |
11 |
| 20 |
1.1560 |
1.1279 |
0.0282 |
2.5% |
0.0030 |
0.3% |
11% |
False |
False |
32 |
| 40 |
1.1560 |
1.1180 |
0.0380 |
3.4% |
0.0019 |
0.2% |
34% |
False |
False |
16 |
| 60 |
1.1560 |
1.1140 |
0.0420 |
3.7% |
0.0023 |
0.2% |
40% |
False |
False |
11 |
| 80 |
1.1729 |
1.1140 |
0.0589 |
5.2% |
0.0025 |
0.2% |
29% |
False |
False |
9 |
| 100 |
1.1804 |
1.1140 |
0.0664 |
5.9% |
0.0023 |
0.2% |
26% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1501 |
|
2.618 |
1.1442 |
|
1.618 |
1.1405 |
|
1.000 |
1.1383 |
|
0.618 |
1.1369 |
|
HIGH |
1.1346 |
|
0.618 |
1.1332 |
|
0.500 |
1.1328 |
|
0.382 |
1.1323 |
|
LOW |
1.1310 |
|
0.618 |
1.1287 |
|
1.000 |
1.1273 |
|
1.618 |
1.1250 |
|
2.618 |
1.1214 |
|
4.250 |
1.1154 |
|
|
| Fisher Pivots for day following 03-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1328 |
1.1312 |
| PP |
1.1322 |
1.1311 |
| S1 |
1.1316 |
1.1310 |
|