CME Swiss Franc Future September 2024
| Trading Metrics calculated at close of trading on 03-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2024 |
03-May-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1071 |
1.1170 |
0.0099 |
0.9% |
1.1126 |
| High |
1.1160 |
1.1269 |
0.0109 |
1.0% |
1.1269 |
| Low |
1.1071 |
1.1153 |
0.0082 |
0.7% |
1.1020 |
| Close |
1.1159 |
1.1219 |
0.0060 |
0.5% |
1.1219 |
| Range |
0.0089 |
0.0116 |
0.0027 |
30.3% |
0.0249 |
| ATR |
0.0057 |
0.0062 |
0.0004 |
7.3% |
0.0000 |
| Volume |
19 |
71 |
52 |
273.7% |
156 |
|
| Daily Pivots for day following 03-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1562 |
1.1506 |
1.1282 |
|
| R3 |
1.1446 |
1.1390 |
1.1250 |
|
| R2 |
1.1330 |
1.1330 |
1.1240 |
|
| R1 |
1.1274 |
1.1274 |
1.1229 |
1.1302 |
| PP |
1.1214 |
1.1214 |
1.1214 |
1.1227 |
| S1 |
1.1158 |
1.1158 |
1.1208 |
1.1186 |
| S2 |
1.1098 |
1.1098 |
1.1197 |
|
| S3 |
1.0982 |
1.1042 |
1.1187 |
|
| S4 |
1.0866 |
1.0926 |
1.1155 |
|
|
| Weekly Pivots for week ending 03-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1916 |
1.1816 |
1.1355 |
|
| R3 |
1.1667 |
1.1567 |
1.1287 |
|
| R2 |
1.1418 |
1.1418 |
1.1264 |
|
| R1 |
1.1318 |
1.1318 |
1.1241 |
1.1368 |
| PP |
1.1169 |
1.1169 |
1.1169 |
1.1194 |
| S1 |
1.1069 |
1.1069 |
1.1196 |
1.1119 |
| S2 |
1.0920 |
1.0920 |
1.1173 |
|
| S3 |
1.0671 |
1.0820 |
1.1150 |
|
| S4 |
1.0422 |
1.0571 |
1.1082 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1269 |
1.1020 |
0.0249 |
2.2% |
0.0082 |
0.7% |
80% |
True |
False |
31 |
| 10 |
1.1269 |
1.1020 |
0.0249 |
2.2% |
0.0055 |
0.5% |
80% |
True |
False |
22 |
| 20 |
1.1288 |
1.1020 |
0.0268 |
2.4% |
0.0056 |
0.5% |
74% |
False |
False |
20 |
| 40 |
1.1680 |
1.1020 |
0.0660 |
5.9% |
0.0048 |
0.4% |
30% |
False |
False |
20 |
| 60 |
1.1706 |
1.1020 |
0.0686 |
6.1% |
0.0040 |
0.4% |
29% |
False |
False |
14 |
| 80 |
1.2047 |
1.1020 |
0.1027 |
9.2% |
0.0037 |
0.3% |
19% |
False |
False |
11 |
| 100 |
1.2267 |
1.1020 |
0.1247 |
11.1% |
0.0038 |
0.3% |
16% |
False |
False |
9 |
| 120 |
1.2267 |
1.1020 |
0.1247 |
11.1% |
0.0035 |
0.3% |
16% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1762 |
|
2.618 |
1.1573 |
|
1.618 |
1.1457 |
|
1.000 |
1.1385 |
|
0.618 |
1.1341 |
|
HIGH |
1.1269 |
|
0.618 |
1.1225 |
|
0.500 |
1.1211 |
|
0.382 |
1.1197 |
|
LOW |
1.1153 |
|
0.618 |
1.1081 |
|
1.000 |
1.1037 |
|
1.618 |
1.0965 |
|
2.618 |
1.0849 |
|
4.250 |
1.0660 |
|
|
| Fisher Pivots for day following 03-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1216 |
1.1194 |
| PP |
1.1214 |
1.1169 |
| S1 |
1.1211 |
1.1145 |
|