CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 17-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2024 |
17-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1190 |
1.1228 |
0.0039 |
0.3% |
1.1161 |
| High |
1.1245 |
1.1234 |
-0.0011 |
-0.1% |
1.1256 |
| Low |
1.1179 |
1.1196 |
0.0017 |
0.2% |
1.1128 |
| Close |
1.1235 |
1.1202 |
-0.0034 |
-0.3% |
1.1235 |
| Range |
0.0066 |
0.0038 |
-0.0028 |
-42.7% |
0.0128 |
| ATR |
0.0069 |
0.0067 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
12,407 |
528 |
-11,879 |
-95.7% |
289,207 |
|
| Daily Pivots for day following 17-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1323 |
1.1300 |
1.1222 |
|
| R3 |
1.1285 |
1.1262 |
1.1212 |
|
| R2 |
1.1248 |
1.1248 |
1.1208 |
|
| R1 |
1.1225 |
1.1225 |
1.1205 |
1.1218 |
| PP |
1.1210 |
1.1210 |
1.1210 |
1.1207 |
| S1 |
1.1187 |
1.1187 |
1.1198 |
1.1180 |
| S2 |
1.1173 |
1.1173 |
1.1195 |
|
| S3 |
1.1135 |
1.1150 |
1.1191 |
|
| S4 |
1.1098 |
1.1112 |
1.1181 |
|
|
| Weekly Pivots for week ending 14-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1590 |
1.1541 |
1.1305 |
|
| R3 |
1.1462 |
1.1413 |
1.1270 |
|
| R2 |
1.1334 |
1.1334 |
1.1258 |
|
| R1 |
1.1285 |
1.1285 |
1.1247 |
1.1310 |
| PP |
1.1206 |
1.1206 |
1.1206 |
1.1219 |
| S1 |
1.1157 |
1.1157 |
1.1223 |
1.1182 |
| S2 |
1.1078 |
1.1078 |
1.1212 |
|
| S3 |
1.0950 |
1.1029 |
1.1200 |
|
| S4 |
1.0822 |
1.0901 |
1.1165 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1256 |
1.1128 |
0.0128 |
1.1% |
0.0061 |
0.5% |
57% |
False |
False |
49,489 |
| 10 |
1.1274 |
1.1128 |
0.0146 |
1.3% |
0.0069 |
0.6% |
51% |
False |
False |
43,753 |
| 20 |
1.1274 |
1.0944 |
0.0330 |
2.9% |
0.0066 |
0.6% |
78% |
False |
False |
40,881 |
| 40 |
1.1274 |
1.0900 |
0.0374 |
3.3% |
0.0065 |
0.6% |
81% |
False |
False |
35,380 |
| 60 |
1.1274 |
1.0900 |
0.0374 |
3.3% |
0.0067 |
0.6% |
81% |
False |
False |
32,534 |
| 80 |
1.1577 |
1.0900 |
0.0678 |
6.0% |
0.0066 |
0.6% |
45% |
False |
False |
28,214 |
| 100 |
1.1860 |
1.0900 |
0.0961 |
8.6% |
0.0066 |
0.6% |
31% |
False |
False |
22,579 |
| 120 |
1.2197 |
1.0900 |
0.1297 |
11.6% |
0.0065 |
0.6% |
23% |
False |
False |
18,820 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1393 |
|
2.618 |
1.1332 |
|
1.618 |
1.1294 |
|
1.000 |
1.1271 |
|
0.618 |
1.1257 |
|
HIGH |
1.1234 |
|
0.618 |
1.1219 |
|
0.500 |
1.1215 |
|
0.382 |
1.1210 |
|
LOW |
1.1196 |
|
0.618 |
1.1173 |
|
1.000 |
1.1159 |
|
1.618 |
1.1135 |
|
2.618 |
1.1098 |
|
4.250 |
1.1037 |
|
|
| Fisher Pivots for day following 17-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1215 |
1.1201 |
| PP |
1.1210 |
1.1200 |
| S1 |
1.1206 |
1.1200 |
|