CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 22-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2024 |
22-May-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1021 |
1.1011 |
-0.0010 |
-0.1% |
1.1085 |
| High |
1.1039 |
1.1015 |
-0.0025 |
-0.2% |
1.1163 |
| Low |
1.1004 |
1.0952 |
-0.0052 |
-0.5% |
1.1018 |
| Close |
1.1009 |
1.0960 |
-0.0049 |
-0.4% |
1.1048 |
| Range |
0.0036 |
0.0063 |
0.0028 |
77.5% |
0.0145 |
| ATR |
0.0062 |
0.0062 |
0.0000 |
0.1% |
0.0000 |
| Volume |
28,252 |
31,349 |
3,097 |
11.0% |
145,089 |
|
| Daily Pivots for day following 22-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1164 |
1.1125 |
1.0994 |
|
| R3 |
1.1101 |
1.1062 |
1.0977 |
|
| R2 |
1.1038 |
1.1038 |
1.0971 |
|
| R1 |
1.0999 |
1.0999 |
1.0965 |
1.0987 |
| PP |
1.0975 |
1.0975 |
1.0975 |
1.0969 |
| S1 |
1.0936 |
1.0936 |
1.0954 |
1.0924 |
| S2 |
1.0912 |
1.0912 |
1.0948 |
|
| S3 |
1.0849 |
1.0873 |
1.0942 |
|
| S4 |
1.0786 |
1.0810 |
1.0925 |
|
|
| 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 |
1.0952 |
0.0212 |
1.9% |
0.0055 |
0.5% |
4% |
False |
True |
29,032 |
| 10 |
1.1163 |
1.0952 |
0.0212 |
1.9% |
0.0055 |
0.5% |
4% |
False |
True |
27,667 |
| 20 |
1.1163 |
1.0900 |
0.0264 |
2.4% |
0.0064 |
0.6% |
23% |
False |
False |
29,965 |
| 40 |
1.1207 |
1.0900 |
0.0308 |
2.8% |
0.0067 |
0.6% |
20% |
False |
False |
28,614 |
| 60 |
1.1577 |
1.0900 |
0.0678 |
6.2% |
0.0067 |
0.6% |
9% |
False |
False |
25,404 |
| 80 |
1.1860 |
1.0900 |
0.0961 |
8.8% |
0.0065 |
0.6% |
6% |
False |
False |
19,064 |
| 100 |
1.2166 |
1.0900 |
0.1267 |
11.6% |
0.0064 |
0.6% |
5% |
False |
False |
15,256 |
| 120 |
1.2197 |
1.0900 |
0.1297 |
11.8% |
0.0064 |
0.6% |
5% |
False |
False |
12,720 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1282 |
|
2.618 |
1.1179 |
|
1.618 |
1.1116 |
|
1.000 |
1.1078 |
|
0.618 |
1.1053 |
|
HIGH |
1.1015 |
|
0.618 |
1.0990 |
|
0.500 |
1.0983 |
|
0.382 |
1.0976 |
|
LOW |
1.0952 |
|
0.618 |
1.0913 |
|
1.000 |
1.0889 |
|
1.618 |
1.0850 |
|
2.618 |
1.0787 |
|
4.250 |
1.0684 |
|
|
| Fisher Pivots for day following 22-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0983 |
1.1001 |
| PP |
1.0975 |
1.0987 |
| S1 |
1.0967 |
1.0973 |
|