CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 13-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2024 |
13-May-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1085 |
1.1085 |
0.0000 |
0.0% |
1.1100 |
| High |
1.1090 |
1.1100 |
0.0010 |
0.1% |
1.1121 |
| Low |
1.1053 |
1.1049 |
-0.0004 |
0.0% |
1.1038 |
| Close |
1.1080 |
1.1057 |
-0.0024 |
-0.2% |
1.1080 |
| Range |
0.0038 |
0.0051 |
0.0014 |
36.0% |
0.0083 |
| ATR |
0.0066 |
0.0065 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
19,801 |
27,230 |
7,429 |
37.5% |
114,970 |
|
| Daily Pivots for day following 13-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1222 |
1.1190 |
1.1085 |
|
| R3 |
1.1171 |
1.1139 |
1.1071 |
|
| R2 |
1.1120 |
1.1120 |
1.1066 |
|
| R1 |
1.1088 |
1.1088 |
1.1061 |
1.1078 |
| PP |
1.1069 |
1.1069 |
1.1069 |
1.1064 |
| S1 |
1.1037 |
1.1037 |
1.1052 |
1.1027 |
| S2 |
1.1018 |
1.1018 |
1.1047 |
|
| S3 |
1.0967 |
1.0986 |
1.1042 |
|
| S4 |
1.0916 |
1.0935 |
1.1028 |
|
|
| 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 |
1.1100 |
1.1038 |
0.0063 |
0.6% |
0.0042 |
0.4% |
30% |
True |
False |
24,215 |
| 10 |
1.1160 |
1.0900 |
0.0260 |
2.4% |
0.0068 |
0.6% |
60% |
False |
False |
30,510 |
| 20 |
1.1169 |
1.0900 |
0.0269 |
2.4% |
0.0064 |
0.6% |
58% |
False |
False |
28,971 |
| 40 |
1.1445 |
1.0900 |
0.0546 |
4.9% |
0.0070 |
0.6% |
29% |
False |
False |
28,775 |
| 60 |
1.1577 |
1.0900 |
0.0678 |
6.1% |
0.0065 |
0.6% |
23% |
False |
False |
22,029 |
| 80 |
1.1860 |
1.0900 |
0.0961 |
8.7% |
0.0063 |
0.6% |
16% |
False |
False |
16,531 |
| 100 |
1.2197 |
1.0900 |
0.1297 |
11.7% |
0.0065 |
0.6% |
12% |
False |
False |
13,229 |
| 120 |
1.2197 |
1.0900 |
0.1297 |
11.7% |
0.0061 |
0.6% |
12% |
False |
False |
11,031 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1317 |
|
2.618 |
1.1234 |
|
1.618 |
1.1183 |
|
1.000 |
1.1151 |
|
0.618 |
1.1132 |
|
HIGH |
1.1100 |
|
0.618 |
1.1081 |
|
0.500 |
1.1075 |
|
0.382 |
1.1068 |
|
LOW |
1.1049 |
|
0.618 |
1.1017 |
|
1.000 |
1.0998 |
|
1.618 |
1.0966 |
|
2.618 |
1.0915 |
|
4.250 |
1.0832 |
|
|
| Fisher Pivots for day following 13-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1075 |
1.1069 |
| PP |
1.1069 |
1.1065 |
| S1 |
1.1063 |
1.1061 |
|