CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 15-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2024 |
15-May-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1052 |
1.1072 |
0.0020 |
0.2% |
1.1100 |
| High |
1.1087 |
1.1136 |
0.0049 |
0.4% |
1.1121 |
| Low |
1.1018 |
1.1067 |
0.0049 |
0.4% |
1.1038 |
| Close |
1.1073 |
1.1117 |
0.0044 |
0.4% |
1.1080 |
| Range |
0.0069 |
0.0069 |
0.0000 |
0.0% |
0.0083 |
| ATR |
0.0065 |
0.0065 |
0.0000 |
0.4% |
0.0000 |
| Volume |
26,550 |
30,979 |
4,429 |
16.7% |
114,970 |
|
| Daily Pivots for day following 15-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1312 |
1.1283 |
1.1155 |
|
| R3 |
1.1244 |
1.1215 |
1.1136 |
|
| R2 |
1.1175 |
1.1175 |
1.1130 |
|
| R1 |
1.1146 |
1.1146 |
1.1123 |
1.1161 |
| PP |
1.1107 |
1.1107 |
1.1107 |
1.1114 |
| S1 |
1.1078 |
1.1078 |
1.1111 |
1.1092 |
| S2 |
1.1038 |
1.1038 |
1.1104 |
|
| S3 |
1.0970 |
1.1009 |
1.1098 |
|
| S4 |
1.0901 |
1.0941 |
1.1079 |
|
|
| Weekly Pivots for week ending 10-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1328 |
1.1287 |
1.1126 |
|
| R3 |
1.1245 |
1.1204 |
1.1103 |
|
| R2 |
1.1162 |
1.1162 |
1.1095 |
|
| R1 |
1.1121 |
1.1121 |
1.1088 |
1.1100 |
| PP |
1.1079 |
1.1079 |
1.1079 |
1.1069 |
| S1 |
1.1038 |
1.1038 |
1.1072 |
1.1017 |
| S2 |
1.0996 |
1.0996 |
1.1065 |
|
| S3 |
1.0913 |
1.0955 |
1.1057 |
|
| S4 |
1.0830 |
1.0872 |
1.1034 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1136 |
1.1018 |
0.0118 |
1.1% |
0.0056 |
0.5% |
84% |
True |
False |
26,291 |
| 10 |
1.1160 |
1.0956 |
0.0204 |
1.8% |
0.0061 |
0.5% |
79% |
False |
False |
27,759 |
| 20 |
1.1169 |
1.0900 |
0.0269 |
2.4% |
0.0067 |
0.6% |
81% |
False |
False |
29,447 |
| 40 |
1.1419 |
1.0900 |
0.0519 |
4.7% |
0.0071 |
0.6% |
42% |
False |
False |
29,014 |
| 60 |
1.1577 |
1.0900 |
0.0678 |
6.1% |
0.0065 |
0.6% |
32% |
False |
False |
22,987 |
| 80 |
1.1860 |
1.0900 |
0.0961 |
8.6% |
0.0064 |
0.6% |
23% |
False |
False |
17,250 |
| 100 |
1.2197 |
1.0900 |
0.1297 |
11.7% |
0.0065 |
0.6% |
17% |
False |
False |
13,804 |
| 120 |
1.2197 |
1.0900 |
0.1297 |
11.7% |
0.0062 |
0.6% |
17% |
False |
False |
11,510 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1427 |
|
2.618 |
1.1315 |
|
1.618 |
1.1246 |
|
1.000 |
1.1204 |
|
0.618 |
1.1178 |
|
HIGH |
1.1136 |
|
0.618 |
1.1109 |
|
0.500 |
1.1101 |
|
0.382 |
1.1093 |
|
LOW |
1.1067 |
|
0.618 |
1.1025 |
|
1.000 |
1.0999 |
|
1.618 |
1.0956 |
|
2.618 |
1.0888 |
|
4.250 |
1.0776 |
|
|
| Fisher Pivots for day following 15-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1112 |
1.1104 |
| PP |
1.1107 |
1.1090 |
| S1 |
1.1101 |
1.1077 |
|