CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 17-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2024 |
17-May-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1128 |
1.1073 |
-0.0055 |
-0.5% |
1.1085 |
| High |
1.1163 |
1.1075 |
-0.0088 |
-0.8% |
1.1163 |
| Low |
1.1071 |
1.1027 |
-0.0045 |
-0.4% |
1.1018 |
| Close |
1.1084 |
1.1048 |
-0.0036 |
-0.3% |
1.1048 |
| Range |
0.0092 |
0.0049 |
-0.0044 |
-47.3% |
0.0145 |
| ATR |
0.0067 |
0.0066 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
33,033 |
27,237 |
-5,796 |
-17.5% |
145,089 |
|
| Daily Pivots for day following 17-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1195 |
1.1170 |
1.1074 |
|
| R3 |
1.1147 |
1.1121 |
1.1061 |
|
| R2 |
1.1098 |
1.1098 |
1.1056 |
|
| R1 |
1.1073 |
1.1073 |
1.1052 |
1.1061 |
| PP |
1.1050 |
1.1050 |
1.1050 |
1.1044 |
| S1 |
1.1024 |
1.1024 |
1.1043 |
1.1013 |
| S2 |
1.1001 |
1.1001 |
1.1039 |
|
| S3 |
1.0953 |
1.0976 |
1.1034 |
|
| S4 |
1.0904 |
1.0927 |
1.1021 |
|
|
| Weekly Pivots for week ending 17-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1511 |
1.1424 |
1.1127 |
|
| R3 |
1.1366 |
1.1279 |
1.1087 |
|
| R2 |
1.1221 |
1.1221 |
1.1074 |
|
| R1 |
1.1134 |
1.1134 |
1.1061 |
1.1105 |
| PP |
1.1076 |
1.1076 |
1.1076 |
1.1062 |
| S1 |
1.0989 |
1.0989 |
1.1034 |
1.0960 |
| S2 |
1.0931 |
1.0931 |
1.1021 |
|
| S3 |
1.0786 |
1.0844 |
1.1008 |
|
| S4 |
1.0641 |
1.0699 |
1.0968 |
|
|
| 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% |
0.0066 |
0.6% |
20% |
False |
False |
29,017 |
| 10 |
1.1163 |
1.1018 |
0.0145 |
1.3% |
0.0053 |
0.5% |
20% |
False |
False |
26,005 |
| 20 |
1.1163 |
1.0900 |
0.0264 |
2.4% |
0.0064 |
0.6% |
56% |
False |
False |
29,880 |
| 40 |
1.1259 |
1.0900 |
0.0360 |
3.3% |
0.0068 |
0.6% |
41% |
False |
False |
28,360 |
| 60 |
1.1577 |
1.0900 |
0.0678 |
6.1% |
0.0066 |
0.6% |
22% |
False |
False |
23,991 |
| 80 |
1.1860 |
1.0900 |
0.0961 |
8.7% |
0.0065 |
0.6% |
15% |
False |
False |
18,003 |
| 100 |
1.2197 |
1.0900 |
0.1297 |
11.7% |
0.0065 |
0.6% |
11% |
False |
False |
14,407 |
| 120 |
1.2197 |
1.0900 |
0.1297 |
11.7% |
0.0063 |
0.6% |
11% |
False |
False |
12,013 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1281 |
|
2.618 |
1.1202 |
|
1.618 |
1.1153 |
|
1.000 |
1.1124 |
|
0.618 |
1.1105 |
|
HIGH |
1.1075 |
|
0.618 |
1.1056 |
|
0.500 |
1.1051 |
|
0.382 |
1.1045 |
|
LOW |
1.1027 |
|
0.618 |
1.0997 |
|
1.000 |
1.0978 |
|
1.618 |
1.0948 |
|
2.618 |
1.0900 |
|
4.250 |
1.0820 |
|
|
| Fisher Pivots for day following 17-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1051 |
1.1095 |
| PP |
1.1050 |
1.1079 |
| S1 |
1.1049 |
1.1063 |
|