CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 23-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2024 |
23-May-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1011 |
1.0953 |
-0.0058 |
-0.5% |
1.1085 |
| High |
1.1015 |
1.0985 |
-0.0030 |
-0.3% |
1.1163 |
| Low |
1.0952 |
1.0949 |
-0.0003 |
0.0% |
1.1018 |
| Close |
1.0960 |
1.0958 |
-0.0002 |
0.0% |
1.1048 |
| Range |
0.0063 |
0.0036 |
-0.0027 |
-42.9% |
0.0145 |
| ATR |
0.0062 |
0.0060 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
31,349 |
34,793 |
3,444 |
11.0% |
145,089 |
|
| Daily Pivots for day following 23-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1072 |
1.1051 |
1.0978 |
|
| R3 |
1.1036 |
1.1015 |
1.0968 |
|
| R2 |
1.1000 |
1.1000 |
1.0965 |
|
| R1 |
1.0979 |
1.0979 |
1.0961 |
1.0990 |
| PP |
1.0964 |
1.0964 |
1.0964 |
1.0969 |
| S1 |
1.0943 |
1.0943 |
1.0955 |
1.0954 |
| S2 |
1.0928 |
1.0928 |
1.0951 |
|
| S3 |
1.0892 |
1.0907 |
1.0948 |
|
| S4 |
1.0856 |
1.0871 |
1.0938 |
|
|
| 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 |
1.1075 |
1.0949 |
0.0126 |
1.1% |
0.0044 |
0.4% |
7% |
False |
True |
29,384 |
| 10 |
1.1163 |
1.0949 |
0.0214 |
2.0% |
0.0054 |
0.5% |
4% |
False |
True |
28,457 |
| 20 |
1.1163 |
1.0900 |
0.0264 |
2.4% |
0.0064 |
0.6% |
22% |
False |
False |
30,405 |
| 40 |
1.1207 |
1.0900 |
0.0308 |
2.8% |
0.0066 |
0.6% |
19% |
False |
False |
28,903 |
| 60 |
1.1577 |
1.0900 |
0.0678 |
6.2% |
0.0067 |
0.6% |
9% |
False |
False |
25,983 |
| 80 |
1.1860 |
1.0900 |
0.0961 |
8.8% |
0.0065 |
0.6% |
6% |
False |
False |
19,499 |
| 100 |
1.2030 |
1.0900 |
0.1131 |
10.3% |
0.0064 |
0.6% |
5% |
False |
False |
15,604 |
| 120 |
1.2197 |
1.0900 |
0.1297 |
11.8% |
0.0063 |
0.6% |
5% |
False |
False |
13,010 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1138 |
|
2.618 |
1.1079 |
|
1.618 |
1.1043 |
|
1.000 |
1.1021 |
|
0.618 |
1.1007 |
|
HIGH |
1.0985 |
|
0.618 |
1.0971 |
|
0.500 |
1.0967 |
|
0.382 |
1.0963 |
|
LOW |
1.0949 |
|
0.618 |
1.0927 |
|
1.000 |
1.0913 |
|
1.618 |
1.0891 |
|
2.618 |
1.0855 |
|
4.250 |
1.0796 |
|
|
| Fisher Pivots for day following 23-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0967 |
1.0994 |
| PP |
1.0964 |
1.0982 |
| S1 |
1.0961 |
1.0970 |
|