CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 09-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2024 |
09-May-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1058 |
1.1062 |
0.0005 |
0.0% |
1.0995 |
| High |
1.1069 |
1.1090 |
0.0022 |
0.2% |
1.1160 |
| Low |
1.1042 |
1.1038 |
-0.0004 |
0.0% |
1.0900 |
| Close |
1.1059 |
1.1086 |
0.0027 |
0.2% |
1.1104 |
| Range |
0.0027 |
0.0053 |
0.0026 |
94.4% |
0.0260 |
| ATR |
0.0069 |
0.0068 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
22,863 |
26,898 |
4,035 |
17.6% |
198,922 |
|
| Daily Pivots for day following 09-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1229 |
1.1210 |
1.1115 |
|
| R3 |
1.1176 |
1.1157 |
1.1100 |
|
| R2 |
1.1124 |
1.1124 |
1.1096 |
|
| R1 |
1.1105 |
1.1105 |
1.1091 |
1.1114 |
| PP |
1.1071 |
1.1071 |
1.1071 |
1.1076 |
| S1 |
1.1052 |
1.1052 |
1.1081 |
1.1062 |
| S2 |
1.1019 |
1.1019 |
1.1076 |
|
| S3 |
1.0966 |
1.1000 |
1.1072 |
|
| S4 |
1.0914 |
1.0947 |
1.1057 |
|
|
| 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 |
1.1037 |
0.0123 |
1.1% |
0.0057 |
0.5% |
40% |
False |
False |
26,513 |
| 10 |
1.1160 |
1.0900 |
0.0260 |
2.3% |
0.0074 |
0.7% |
72% |
False |
False |
32,352 |
| 20 |
1.1169 |
1.0900 |
0.0269 |
2.4% |
0.0065 |
0.6% |
69% |
False |
False |
29,446 |
| 40 |
1.1499 |
1.0900 |
0.0600 |
5.4% |
0.0071 |
0.6% |
31% |
False |
False |
29,576 |
| 60 |
1.1577 |
1.0900 |
0.0678 |
6.1% |
0.0065 |
0.6% |
28% |
False |
False |
21,247 |
| 80 |
1.1860 |
1.0900 |
0.0961 |
8.7% |
0.0064 |
0.6% |
19% |
False |
False |
15,945 |
| 100 |
1.2197 |
1.0900 |
0.1297 |
11.7% |
0.0065 |
0.6% |
14% |
False |
False |
12,759 |
| 120 |
1.2197 |
1.0900 |
0.1297 |
11.7% |
0.0061 |
0.5% |
14% |
False |
False |
10,639 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1313 |
|
2.618 |
1.1227 |
|
1.618 |
1.1175 |
|
1.000 |
1.1143 |
|
0.618 |
1.1122 |
|
HIGH |
1.1090 |
|
0.618 |
1.1070 |
|
0.500 |
1.1064 |
|
0.382 |
1.1058 |
|
LOW |
1.1038 |
|
0.618 |
1.1005 |
|
1.000 |
1.0985 |
|
1.618 |
1.0953 |
|
2.618 |
1.0900 |
|
4.250 |
1.0814 |
|
|
| Fisher Pivots for day following 09-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1079 |
1.1079 |
| PP |
1.1071 |
1.1072 |
| S1 |
1.1064 |
1.1064 |
|