CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 10-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2024 |
10-May-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1062 |
1.1085 |
0.0023 |
0.2% |
1.1100 |
| High |
1.1090 |
1.1090 |
0.0000 |
0.0% |
1.1121 |
| Low |
1.1038 |
1.1053 |
0.0015 |
0.1% |
1.1038 |
| Close |
1.1086 |
1.1080 |
-0.0006 |
-0.1% |
1.1080 |
| Range |
0.0053 |
0.0038 |
-0.0015 |
-28.6% |
0.0083 |
| ATR |
0.0068 |
0.0066 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
26,898 |
19,801 |
-7,097 |
-26.4% |
114,970 |
|
| Daily Pivots for day following 10-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1187 |
1.1171 |
1.1101 |
|
| R3 |
1.1149 |
1.1133 |
1.1090 |
|
| R2 |
1.1112 |
1.1112 |
1.1087 |
|
| R1 |
1.1096 |
1.1096 |
1.1083 |
1.1085 |
| PP |
1.1074 |
1.1074 |
1.1074 |
1.1069 |
| S1 |
1.1058 |
1.1058 |
1.1077 |
1.1048 |
| S2 |
1.1037 |
1.1037 |
1.1073 |
|
| S3 |
1.0999 |
1.1021 |
1.1070 |
|
| S4 |
1.0962 |
1.0983 |
1.1059 |
|
|
| Weekly Pivots for week ending 10-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1328 |
1.1287 |
1.1126 |
|
| R3 |
1.1245 |
1.1204 |
1.1103 |
|
| R2 |
1.1162 |
1.1162 |
1.1095 |
|
| R1 |
1.1121 |
1.1121 |
1.1088 |
1.1100 |
| PP |
1.1079 |
1.1079 |
1.1079 |
1.1069 |
| S1 |
1.1038 |
1.1038 |
1.1072 |
1.1017 |
| S2 |
1.0996 |
1.0996 |
1.1065 |
|
| S3 |
1.0913 |
1.0955 |
1.1057 |
|
| S4 |
1.0830 |
1.0872 |
1.1034 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1121 |
1.1038 |
0.0083 |
0.7% |
0.0040 |
0.4% |
51% |
False |
False |
22,994 |
| 10 |
1.1160 |
1.0900 |
0.0260 |
2.3% |
0.0071 |
0.6% |
69% |
False |
False |
31,389 |
| 20 |
1.1169 |
1.0900 |
0.0269 |
2.4% |
0.0064 |
0.6% |
67% |
False |
False |
28,955 |
| 40 |
1.1451 |
1.0900 |
0.0551 |
5.0% |
0.0070 |
0.6% |
33% |
False |
False |
28,771 |
| 60 |
1.1577 |
1.0900 |
0.0678 |
6.1% |
0.0065 |
0.6% |
27% |
False |
False |
21,577 |
| 80 |
1.1860 |
1.0900 |
0.0961 |
8.7% |
0.0064 |
0.6% |
19% |
False |
False |
16,191 |
| 100 |
1.2197 |
1.0900 |
0.1297 |
11.7% |
0.0064 |
0.6% |
14% |
False |
False |
12,957 |
| 120 |
1.2197 |
1.0900 |
0.1297 |
11.7% |
0.0061 |
0.5% |
14% |
False |
False |
10,804 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1249 |
|
2.618 |
1.1188 |
|
1.618 |
1.1151 |
|
1.000 |
1.1128 |
|
0.618 |
1.1113 |
|
HIGH |
1.1090 |
|
0.618 |
1.1076 |
|
0.500 |
1.1071 |
|
0.382 |
1.1067 |
|
LOW |
1.1053 |
|
0.618 |
1.1029 |
|
1.000 |
1.1015 |
|
1.618 |
1.0992 |
|
2.618 |
1.0954 |
|
4.250 |
1.0893 |
|
|
| Fisher Pivots for day following 10-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1077 |
1.1075 |
| PP |
1.1074 |
1.1069 |
| S1 |
1.1071 |
1.1064 |
|