CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 07-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2024 |
07-May-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1100 |
1.1089 |
-0.0011 |
-0.1% |
1.0995 |
| High |
1.1121 |
1.1091 |
-0.0030 |
-0.3% |
1.1160 |
| Low |
1.1083 |
1.1047 |
-0.0036 |
-0.3% |
1.0900 |
| Close |
1.1091 |
1.1049 |
-0.0043 |
-0.4% |
1.1104 |
| Range |
0.0038 |
0.0044 |
0.0007 |
17.3% |
0.0260 |
| ATR |
0.0075 |
0.0072 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
21,124 |
24,284 |
3,160 |
15.0% |
198,922 |
|
| Daily Pivots for day following 07-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1194 |
1.1165 |
1.1073 |
|
| R3 |
1.1150 |
1.1121 |
1.1061 |
|
| R2 |
1.1106 |
1.1106 |
1.1057 |
|
| R1 |
1.1077 |
1.1077 |
1.1053 |
1.1070 |
| PP |
1.1062 |
1.1062 |
1.1062 |
1.1058 |
| S1 |
1.1033 |
1.1033 |
1.1044 |
1.1026 |
| S2 |
1.1018 |
1.1018 |
1.1040 |
|
| S3 |
1.0974 |
1.0989 |
1.1036 |
|
| S4 |
1.0930 |
1.0945 |
1.1024 |
|
|
| 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 |
2.4% |
0.0080 |
0.7% |
57% |
False |
False |
31,057 |
| 10 |
1.1160 |
1.0900 |
0.0260 |
2.4% |
0.0075 |
0.7% |
57% |
False |
False |
33,221 |
| 20 |
1.1169 |
1.0900 |
0.0269 |
2.4% |
0.0073 |
0.7% |
55% |
False |
False |
30,707 |
| 40 |
1.1551 |
1.0900 |
0.0651 |
5.9% |
0.0072 |
0.6% |
23% |
False |
False |
30,076 |
| 60 |
1.1577 |
1.0900 |
0.0678 |
6.1% |
0.0066 |
0.6% |
22% |
False |
False |
20,421 |
| 80 |
1.1971 |
1.0900 |
0.1071 |
9.7% |
0.0066 |
0.6% |
14% |
False |
False |
15,324 |
| 100 |
1.2197 |
1.0900 |
0.1297 |
11.7% |
0.0066 |
0.6% |
11% |
False |
False |
12,268 |
| 120 |
1.2197 |
1.0900 |
0.1297 |
11.7% |
0.0060 |
0.5% |
11% |
False |
False |
10,224 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1278 |
|
2.618 |
1.1206 |
|
1.618 |
1.1162 |
|
1.000 |
1.1135 |
|
0.618 |
1.1118 |
|
HIGH |
1.1091 |
|
0.618 |
1.1074 |
|
0.500 |
1.1069 |
|
0.382 |
1.1064 |
|
LOW |
1.1047 |
|
0.618 |
1.1020 |
|
1.000 |
1.1003 |
|
1.618 |
1.0976 |
|
2.618 |
1.0932 |
|
4.250 |
1.0860 |
|
|
| Fisher Pivots for day following 07-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1069 |
1.1098 |
| PP |
1.1062 |
1.1082 |
| S1 |
1.1055 |
1.1065 |
|