CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 20-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2024 |
20-May-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1073 |
1.1035 |
-0.0038 |
-0.3% |
1.1085 |
| High |
1.1075 |
1.1050 |
-0.0025 |
-0.2% |
1.1163 |
| Low |
1.1027 |
1.1014 |
-0.0013 |
-0.1% |
1.1018 |
| Close |
1.1048 |
1.1027 |
-0.0021 |
-0.2% |
1.1048 |
| Range |
0.0049 |
0.0037 |
-0.0012 |
-24.7% |
0.0145 |
| ATR |
0.0066 |
0.0064 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
27,237 |
25,289 |
-1,948 |
-7.2% |
145,089 |
|
| Daily Pivots for day following 20-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1140 |
1.1120 |
1.1047 |
|
| R3 |
1.1103 |
1.1083 |
1.1037 |
|
| R2 |
1.1067 |
1.1067 |
1.1034 |
|
| R1 |
1.1047 |
1.1047 |
1.1030 |
1.1039 |
| PP |
1.1030 |
1.1030 |
1.1030 |
1.1026 |
| S1 |
1.1010 |
1.1010 |
1.1024 |
1.1002 |
| S2 |
1.0994 |
1.0994 |
1.1020 |
|
| S3 |
1.0957 |
1.0974 |
1.1017 |
|
| S4 |
1.0921 |
1.0937 |
1.1007 |
|
|
| 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 |
1.1014 |
0.0150 |
1.4% |
0.0063 |
0.6% |
9% |
False |
True |
28,629 |
| 10 |
1.1163 |
1.1014 |
0.0150 |
1.4% |
0.0053 |
0.5% |
9% |
False |
True |
26,422 |
| 20 |
1.1163 |
1.0900 |
0.0264 |
2.4% |
0.0064 |
0.6% |
48% |
False |
False |
29,733 |
| 40 |
1.1259 |
1.0900 |
0.0359 |
3.3% |
0.0067 |
0.6% |
36% |
False |
False |
28,214 |
| 60 |
1.1577 |
1.0900 |
0.0678 |
6.1% |
0.0066 |
0.6% |
19% |
False |
False |
24,412 |
| 80 |
1.1860 |
1.0900 |
0.0961 |
8.7% |
0.0065 |
0.6% |
13% |
False |
False |
18,319 |
| 100 |
1.2197 |
1.0900 |
0.1297 |
11.8% |
0.0065 |
0.6% |
10% |
False |
False |
14,660 |
| 120 |
1.2197 |
1.0900 |
0.1297 |
11.8% |
0.0063 |
0.6% |
10% |
False |
False |
12,223 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1205 |
|
2.618 |
1.1146 |
|
1.618 |
1.1109 |
|
1.000 |
1.1087 |
|
0.618 |
1.1073 |
|
HIGH |
1.1050 |
|
0.618 |
1.1036 |
|
0.500 |
1.1032 |
|
0.382 |
1.1027 |
|
LOW |
1.1014 |
|
0.618 |
1.0991 |
|
1.000 |
1.0977 |
|
1.618 |
1.0954 |
|
2.618 |
1.0918 |
|
4.250 |
1.0858 |
|
|
| Fisher Pivots for day following 20-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1032 |
1.1088 |
| PP |
1.1030 |
1.1068 |
| S1 |
1.1029 |
1.1047 |
|