CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 01-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2024 |
01-May-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1044 |
1.0935 |
-0.0109 |
-1.0% |
1.1059 |
| High |
1.1045 |
1.0994 |
-0.0051 |
-0.5% |
1.1075 |
| Low |
1.0934 |
1.0900 |
-0.0034 |
-0.3% |
1.0984 |
| Close |
1.0938 |
1.0971 |
0.0033 |
0.3% |
1.1012 |
| Range |
0.0111 |
0.0094 |
-0.0017 |
-15.3% |
0.0091 |
| ATR |
0.0070 |
0.0072 |
0.0002 |
2.4% |
0.0000 |
| Volume |
53,023 |
32,014 |
-21,009 |
-39.6% |
138,626 |
|
| Daily Pivots for day following 01-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1237 |
1.1198 |
1.1023 |
|
| R3 |
1.1143 |
1.1104 |
1.0997 |
|
| R2 |
1.1049 |
1.1049 |
1.0988 |
|
| R1 |
1.1010 |
1.1010 |
1.0980 |
1.1029 |
| PP |
1.0955 |
1.0955 |
1.0955 |
1.0964 |
| S1 |
1.0916 |
1.0916 |
1.0962 |
1.0935 |
| S2 |
1.0861 |
1.0861 |
1.0954 |
|
| S3 |
1.0767 |
1.0822 |
1.0945 |
|
| S4 |
1.0673 |
1.0728 |
1.0919 |
|
|
| Weekly Pivots for week ending 26-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1295 |
1.1244 |
1.1061 |
|
| R3 |
1.1204 |
1.1153 |
1.1036 |
|
| R2 |
1.1114 |
1.1114 |
1.1028 |
|
| R1 |
1.1063 |
1.1063 |
1.1020 |
1.1043 |
| PP |
1.1023 |
1.1023 |
1.1023 |
1.1014 |
| S1 |
1.0972 |
1.0972 |
1.1003 |
1.0953 |
| S2 |
1.0933 |
1.0933 |
1.0995 |
|
| S3 |
1.0842 |
1.0882 |
1.0987 |
|
| S4 |
1.0752 |
1.0791 |
1.0962 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1064 |
1.0900 |
0.0164 |
1.5% |
0.0080 |
0.7% |
44% |
False |
True |
35,299 |
| 10 |
1.1169 |
1.0900 |
0.0269 |
2.5% |
0.0073 |
0.7% |
27% |
False |
True |
31,135 |
| 20 |
1.1202 |
1.0900 |
0.0302 |
2.8% |
0.0072 |
0.7% |
24% |
False |
True |
29,709 |
| 40 |
1.1577 |
1.0900 |
0.0678 |
6.2% |
0.0070 |
0.6% |
11% |
False |
True |
27,489 |
| 60 |
1.1657 |
1.0900 |
0.0758 |
6.9% |
0.0064 |
0.6% |
9% |
False |
True |
18,369 |
| 80 |
1.2002 |
1.0900 |
0.1102 |
10.0% |
0.0064 |
0.6% |
6% |
False |
True |
13,784 |
| 100 |
1.2197 |
1.0900 |
0.1297 |
11.8% |
0.0065 |
0.6% |
6% |
False |
True |
11,036 |
| 120 |
1.2197 |
1.0900 |
0.1297 |
11.8% |
0.0058 |
0.5% |
6% |
False |
True |
9,197 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1393 |
|
2.618 |
1.1240 |
|
1.618 |
1.1146 |
|
1.000 |
1.1088 |
|
0.618 |
1.1052 |
|
HIGH |
1.0994 |
|
0.618 |
1.0958 |
|
0.500 |
1.0947 |
|
0.382 |
1.0935 |
|
LOW |
1.0900 |
|
0.618 |
1.0841 |
|
1.000 |
1.0806 |
|
1.618 |
1.0747 |
|
2.618 |
1.0653 |
|
4.250 |
1.0500 |
|
|
| Fisher Pivots for day following 01-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0963 |
1.0982 |
| PP |
1.0955 |
1.0978 |
| S1 |
1.0947 |
1.0975 |
|