CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 03-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2024 |
03-May-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0974 |
1.1038 |
0.0064 |
0.6% |
1.0995 |
| High |
1.1057 |
1.1160 |
0.0103 |
0.9% |
1.1160 |
| Low |
1.0956 |
1.1037 |
0.0081 |
0.7% |
1.0900 |
| Close |
1.1044 |
1.1104 |
0.0060 |
0.5% |
1.1104 |
| Range |
0.0101 |
0.0123 |
0.0022 |
21.3% |
0.0260 |
| ATR |
0.0074 |
0.0077 |
0.0003 |
4.7% |
0.0000 |
| Volume |
40,466 |
37,398 |
-3,068 |
-7.6% |
198,922 |
|
| Daily Pivots for day following 03-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1468 |
1.1408 |
1.1171 |
|
| R3 |
1.1345 |
1.1286 |
1.1137 |
|
| R2 |
1.1223 |
1.1223 |
1.1126 |
|
| R1 |
1.1163 |
1.1163 |
1.1115 |
1.1193 |
| PP |
1.1100 |
1.1100 |
1.1100 |
1.1115 |
| S1 |
1.1041 |
1.1041 |
1.1092 |
1.1070 |
| S2 |
1.0978 |
1.0978 |
1.1081 |
|
| S3 |
1.0855 |
1.0918 |
1.1070 |
|
| S4 |
1.0733 |
1.0796 |
1.1036 |
|
|
| Weekly Pivots for week ending 03-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1834 |
1.1729 |
1.1247 |
|
| R3 |
1.1574 |
1.1469 |
1.1175 |
|
| R2 |
1.1314 |
1.1314 |
1.1151 |
|
| R1 |
1.1209 |
1.1209 |
1.1127 |
1.1262 |
| PP |
1.1054 |
1.1054 |
1.1054 |
1.1081 |
| S1 |
1.0949 |
1.0949 |
1.1080 |
1.1002 |
| S2 |
1.0794 |
1.0794 |
1.1056 |
|
| S3 |
1.0534 |
1.0689 |
1.1032 |
|
| S4 |
1.0274 |
1.0429 |
1.0961 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1160 |
1.0900 |
0.0260 |
2.3% |
0.0102 |
0.9% |
78% |
True |
False |
39,784 |
| 10 |
1.1160 |
1.0900 |
0.0260 |
2.3% |
0.0075 |
0.7% |
78% |
True |
False |
33,754 |
| 20 |
1.1182 |
1.0900 |
0.0282 |
2.5% |
0.0075 |
0.7% |
72% |
False |
False |
30,529 |
| 40 |
1.1577 |
1.0900 |
0.0678 |
6.1% |
0.0072 |
0.7% |
30% |
False |
False |
29,404 |
| 60 |
1.1608 |
1.0900 |
0.0709 |
6.4% |
0.0066 |
0.6% |
29% |
False |
False |
19,665 |
| 80 |
1.1971 |
1.0900 |
0.1071 |
9.6% |
0.0066 |
0.6% |
19% |
False |
False |
14,757 |
| 100 |
1.2197 |
1.0900 |
0.1297 |
11.7% |
0.0066 |
0.6% |
16% |
False |
False |
11,814 |
| 120 |
1.2197 |
1.0900 |
0.1297 |
11.7% |
0.0060 |
0.5% |
16% |
False |
False |
9,846 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1680 |
|
2.618 |
1.1480 |
|
1.618 |
1.1358 |
|
1.000 |
1.1282 |
|
0.618 |
1.1235 |
|
HIGH |
1.1160 |
|
0.618 |
1.1113 |
|
0.500 |
1.1098 |
|
0.382 |
1.1084 |
|
LOW |
1.1037 |
|
0.618 |
1.0961 |
|
1.000 |
1.0915 |
|
1.618 |
1.0839 |
|
2.618 |
1.0716 |
|
4.250 |
1.0516 |
|
|
| Fisher Pivots for day following 03-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1102 |
1.1079 |
| PP |
1.1100 |
1.1054 |
| S1 |
1.1098 |
1.1030 |
|