CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 21-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2024 |
21-May-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1035 |
1.1021 |
-0.0014 |
-0.1% |
1.1085 |
| High |
1.1050 |
1.1039 |
-0.0011 |
-0.1% |
1.1163 |
| Low |
1.1014 |
1.1004 |
-0.0010 |
-0.1% |
1.1018 |
| Close |
1.1027 |
1.1009 |
-0.0019 |
-0.2% |
1.1048 |
| Range |
0.0037 |
0.0036 |
-0.0001 |
-2.7% |
0.0145 |
| ATR |
0.0064 |
0.0062 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
25,289 |
28,252 |
2,963 |
11.7% |
145,089 |
|
| Daily Pivots for day following 21-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1124 |
1.1102 |
1.1028 |
|
| R3 |
1.1088 |
1.1066 |
1.1018 |
|
| R2 |
1.1053 |
1.1053 |
1.1015 |
|
| R1 |
1.1031 |
1.1031 |
1.1012 |
1.1024 |
| PP |
1.1017 |
1.1017 |
1.1017 |
1.1014 |
| S1 |
1.0995 |
1.0995 |
1.1005 |
1.0988 |
| S2 |
1.0982 |
1.0982 |
1.1002 |
|
| S3 |
1.0946 |
1.0960 |
1.0999 |
|
| S4 |
1.0911 |
1.0924 |
1.0989 |
|
|
| 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 |
1.1004 |
0.0160 |
1.4% |
0.0056 |
0.5% |
3% |
False |
True |
28,970 |
| 10 |
1.1163 |
1.1004 |
0.0160 |
1.4% |
0.0052 |
0.5% |
3% |
False |
True |
26,819 |
| 20 |
1.1163 |
1.0900 |
0.0264 |
2.4% |
0.0063 |
0.6% |
41% |
False |
False |
30,020 |
| 40 |
1.1227 |
1.0900 |
0.0327 |
3.0% |
0.0067 |
0.6% |
33% |
False |
False |
28,460 |
| 60 |
1.1577 |
1.0900 |
0.0678 |
6.2% |
0.0066 |
0.6% |
16% |
False |
False |
24,882 |
| 80 |
1.1860 |
1.0900 |
0.0961 |
8.7% |
0.0064 |
0.6% |
11% |
False |
False |
18,673 |
| 100 |
1.2197 |
1.0900 |
0.1297 |
11.8% |
0.0065 |
0.6% |
8% |
False |
False |
14,943 |
| 120 |
1.2197 |
1.0900 |
0.1297 |
11.8% |
0.0063 |
0.6% |
8% |
False |
False |
12,459 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1190 |
|
2.618 |
1.1132 |
|
1.618 |
1.1096 |
|
1.000 |
1.1075 |
|
0.618 |
1.1061 |
|
HIGH |
1.1039 |
|
0.618 |
1.1025 |
|
0.500 |
1.1021 |
|
0.382 |
1.1017 |
|
LOW |
1.1004 |
|
0.618 |
1.0982 |
|
1.000 |
1.0968 |
|
1.618 |
1.0946 |
|
2.618 |
1.0911 |
|
4.250 |
1.0853 |
|
|
| Fisher Pivots for day following 21-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1021 |
1.1039 |
| PP |
1.1017 |
1.1029 |
| S1 |
1.1013 |
1.1019 |
|