CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 16-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2024 |
16-May-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1072 |
1.1128 |
0.0056 |
0.5% |
1.1100 |
| High |
1.1136 |
1.1163 |
0.0028 |
0.2% |
1.1121 |
| Low |
1.1067 |
1.1071 |
0.0004 |
0.0% |
1.1038 |
| Close |
1.1117 |
1.1084 |
-0.0034 |
-0.3% |
1.1080 |
| Range |
0.0069 |
0.0092 |
0.0024 |
34.3% |
0.0083 |
| ATR |
0.0065 |
0.0067 |
0.0002 |
2.9% |
0.0000 |
| Volume |
31,039 |
33,033 |
1,994 |
6.4% |
114,970 |
|
| Daily Pivots for day following 16-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1382 |
1.1325 |
1.1134 |
|
| R3 |
1.1290 |
1.1233 |
1.1109 |
|
| R2 |
1.1198 |
1.1198 |
1.1100 |
|
| R1 |
1.1141 |
1.1141 |
1.1092 |
1.1123 |
| PP |
1.1106 |
1.1106 |
1.1106 |
1.1097 |
| S1 |
1.1049 |
1.1049 |
1.1075 |
1.1031 |
| S2 |
1.1014 |
1.1014 |
1.1067 |
|
| S3 |
1.0922 |
1.0957 |
1.1058 |
|
| S4 |
1.0830 |
1.0865 |
1.1033 |
|
|
| 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 |
1.1163 |
1.1018 |
0.0145 |
1.3% |
0.0064 |
0.6% |
45% |
True |
False |
27,530 |
| 10 |
1.1163 |
1.1018 |
0.0145 |
1.3% |
0.0060 |
0.5% |
45% |
True |
False |
27,022 |
| 20 |
1.1169 |
1.0900 |
0.0269 |
2.4% |
0.0069 |
0.6% |
68% |
False |
False |
30,144 |
| 40 |
1.1419 |
1.0900 |
0.0519 |
4.7% |
0.0071 |
0.6% |
35% |
False |
False |
29,042 |
| 60 |
1.1577 |
1.0900 |
0.0678 |
6.1% |
0.0067 |
0.6% |
27% |
False |
False |
23,539 |
| 80 |
1.1860 |
1.0900 |
0.0961 |
8.7% |
0.0065 |
0.6% |
19% |
False |
False |
17,663 |
| 100 |
1.2197 |
1.0900 |
0.1297 |
11.7% |
0.0065 |
0.6% |
14% |
False |
False |
14,135 |
| 120 |
1.2197 |
1.0900 |
0.1297 |
11.7% |
0.0063 |
0.6% |
14% |
False |
False |
11,786 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1554 |
|
2.618 |
1.1404 |
|
1.618 |
1.1312 |
|
1.000 |
1.1255 |
|
0.618 |
1.1220 |
|
HIGH |
1.1163 |
|
0.618 |
1.1128 |
|
0.500 |
1.1117 |
|
0.382 |
1.1106 |
|
LOW |
1.1071 |
|
0.618 |
1.1014 |
|
1.000 |
1.0979 |
|
1.618 |
1.0922 |
|
2.618 |
1.0830 |
|
4.250 |
1.0680 |
|
|
| Fisher Pivots for day following 16-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1117 |
1.1091 |
| PP |
1.1106 |
1.1088 |
| S1 |
1.1095 |
1.1086 |
|