CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 02-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2024 |
02-May-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0935 |
1.0974 |
0.0039 |
0.4% |
1.1059 |
| High |
1.0994 |
1.1057 |
0.0064 |
0.6% |
1.1075 |
| Low |
1.0900 |
1.0956 |
0.0057 |
0.5% |
1.0984 |
| Close |
1.0971 |
1.1044 |
0.0073 |
0.7% |
1.1012 |
| Range |
0.0094 |
0.0101 |
0.0007 |
7.4% |
0.0091 |
| ATR |
0.0072 |
0.0074 |
0.0002 |
2.9% |
0.0000 |
| Volume |
32,014 |
40,466 |
8,452 |
26.4% |
138,626 |
|
| Daily Pivots for day following 02-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1322 |
1.1284 |
1.1099 |
|
| R3 |
1.1221 |
1.1183 |
1.1071 |
|
| R2 |
1.1120 |
1.1120 |
1.1062 |
|
| R1 |
1.1082 |
1.1082 |
1.1053 |
1.1101 |
| PP |
1.1019 |
1.1019 |
1.1019 |
1.1028 |
| S1 |
1.0981 |
1.0981 |
1.1034 |
1.1000 |
| S2 |
1.0918 |
1.0918 |
1.1025 |
|
| S3 |
1.0817 |
1.0880 |
1.1016 |
|
| S4 |
1.0716 |
1.0779 |
1.0988 |
|
|
| 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% |
0.0090 |
0.8% |
88% |
False |
False |
38,192 |
| 10 |
1.1169 |
1.0900 |
0.0269 |
2.4% |
0.0078 |
0.7% |
54% |
False |
False |
33,266 |
| 20 |
1.1202 |
1.0900 |
0.0302 |
2.7% |
0.0073 |
0.7% |
48% |
False |
False |
30,235 |
| 40 |
1.1577 |
1.0900 |
0.0678 |
6.1% |
0.0071 |
0.6% |
21% |
False |
False |
28,484 |
| 60 |
1.1657 |
1.0900 |
0.0758 |
6.9% |
0.0065 |
0.6% |
19% |
False |
False |
19,043 |
| 80 |
1.1971 |
1.0900 |
0.1071 |
9.7% |
0.0065 |
0.6% |
13% |
False |
False |
14,290 |
| 100 |
1.2197 |
1.0900 |
0.1297 |
11.7% |
0.0065 |
0.6% |
11% |
False |
False |
11,440 |
| 120 |
1.2197 |
1.0900 |
0.1297 |
11.7% |
0.0059 |
0.5% |
11% |
False |
False |
9,534 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1486 |
|
2.618 |
1.1321 |
|
1.618 |
1.1220 |
|
1.000 |
1.1158 |
|
0.618 |
1.1119 |
|
HIGH |
1.1057 |
|
0.618 |
1.1018 |
|
0.500 |
1.1007 |
|
0.382 |
1.0995 |
|
LOW |
1.0956 |
|
0.618 |
1.0894 |
|
1.000 |
1.0855 |
|
1.618 |
1.0793 |
|
2.618 |
1.0692 |
|
4.250 |
1.0527 |
|
|
| Fisher Pivots for day following 02-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1031 |
1.1022 |
| PP |
1.1019 |
1.1000 |
| S1 |
1.1007 |
1.0978 |
|