CME Swiss Franc Future September 2024
| Trading Metrics calculated at close of trading on 07-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2024 |
07-May-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1212 |
1.1201 |
-0.0011 |
-0.1% |
1.1126 |
| High |
1.1235 |
1.1201 |
-0.0035 |
-0.3% |
1.1269 |
| Low |
1.1206 |
1.1165 |
-0.0042 |
-0.4% |
1.1020 |
| Close |
1.1206 |
1.1165 |
-0.0042 |
-0.4% |
1.1219 |
| Range |
0.0029 |
0.0036 |
0.0007 |
24.1% |
0.0249 |
| ATR |
0.0059 |
0.0058 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
35 |
7 |
-28 |
-80.0% |
156 |
|
| Daily Pivots for day following 07-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1285 |
1.1261 |
1.1184 |
|
| R3 |
1.1249 |
1.1225 |
1.1174 |
|
| R2 |
1.1213 |
1.1213 |
1.1171 |
|
| R1 |
1.1189 |
1.1189 |
1.1168 |
1.1183 |
| PP |
1.1177 |
1.1177 |
1.1177 |
1.1174 |
| S1 |
1.1153 |
1.1153 |
1.1161 |
1.1147 |
| S2 |
1.1141 |
1.1141 |
1.1158 |
|
| S3 |
1.1105 |
1.1117 |
1.1155 |
|
| S4 |
1.1069 |
1.1081 |
1.1145 |
|
|
| 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% |
0.0067 |
0.6% |
58% |
False |
False |
29 |
| 10 |
1.1269 |
1.1020 |
0.0249 |
2.2% |
0.0060 |
0.5% |
58% |
False |
False |
25 |
| 20 |
1.1283 |
1.1020 |
0.0263 |
2.4% |
0.0057 |
0.5% |
55% |
False |
False |
19 |
| 40 |
1.1619 |
1.1020 |
0.0599 |
5.4% |
0.0048 |
0.4% |
24% |
False |
False |
21 |
| 60 |
1.1704 |
1.1020 |
0.0684 |
6.1% |
0.0041 |
0.4% |
21% |
False |
False |
15 |
| 80 |
1.2039 |
1.1020 |
0.1019 |
9.1% |
0.0037 |
0.3% |
14% |
False |
False |
11 |
| 100 |
1.2267 |
1.1020 |
0.1247 |
11.2% |
0.0039 |
0.3% |
12% |
False |
False |
9 |
| 120 |
1.2267 |
1.1020 |
0.1247 |
11.2% |
0.0035 |
0.3% |
12% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1354 |
|
2.618 |
1.1295 |
|
1.618 |
1.1259 |
|
1.000 |
1.1237 |
|
0.618 |
1.1223 |
|
HIGH |
1.1201 |
|
0.618 |
1.1187 |
|
0.500 |
1.1183 |
|
0.382 |
1.1178 |
|
LOW |
1.1165 |
|
0.618 |
1.1142 |
|
1.000 |
1.1129 |
|
1.618 |
1.1106 |
|
2.618 |
1.1070 |
|
4.250 |
1.1012 |
|
|
| Fisher Pivots for day following 07-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1183 |
1.1211 |
| PP |
1.1177 |
1.1196 |
| S1 |
1.1171 |
1.1180 |
|