CME Swiss Franc Future September 2024
| Trading Metrics calculated at close of trading on 09-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2024 |
09-May-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1171 |
1.1170 |
-0.0001 |
0.0% |
1.1126 |
| High |
1.1181 |
1.1202 |
0.0021 |
0.2% |
1.1269 |
| Low |
1.1159 |
1.1154 |
-0.0005 |
0.0% |
1.1020 |
| Close |
1.1175 |
1.1202 |
0.0027 |
0.2% |
1.1219 |
| Range |
0.0022 |
0.0048 |
0.0026 |
118.2% |
0.0249 |
| ATR |
0.0055 |
0.0055 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
17 |
42 |
25 |
147.1% |
156 |
|
| Daily Pivots for day following 09-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1330 |
1.1314 |
1.1228 |
|
| R3 |
1.1282 |
1.1266 |
1.1215 |
|
| R2 |
1.1234 |
1.1234 |
1.1211 |
|
| R1 |
1.1218 |
1.1218 |
1.1206 |
1.1226 |
| PP |
1.1186 |
1.1186 |
1.1186 |
1.1190 |
| S1 |
1.1170 |
1.1170 |
1.1198 |
1.1178 |
| S2 |
1.1138 |
1.1138 |
1.1193 |
|
| S3 |
1.1090 |
1.1122 |
1.1189 |
|
| S4 |
1.1042 |
1.1074 |
1.1176 |
|
|
| 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 |
1.1153 |
0.0116 |
1.0% |
0.0050 |
0.4% |
42% |
False |
False |
34 |
| 10 |
1.1269 |
1.1020 |
0.0249 |
2.2% |
0.0060 |
0.5% |
73% |
False |
False |
27 |
| 20 |
1.1283 |
1.1020 |
0.0263 |
2.3% |
0.0050 |
0.4% |
69% |
False |
False |
21 |
| 40 |
1.1611 |
1.1020 |
0.0591 |
5.3% |
0.0049 |
0.4% |
31% |
False |
False |
14 |
| 60 |
1.1680 |
1.1020 |
0.0660 |
5.9% |
0.0039 |
0.4% |
28% |
False |
False |
15 |
| 80 |
1.1959 |
1.1020 |
0.0939 |
8.4% |
0.0037 |
0.3% |
19% |
False |
False |
12 |
| 100 |
1.2267 |
1.1020 |
0.1247 |
11.1% |
0.0038 |
0.3% |
15% |
False |
False |
10 |
| 120 |
1.2267 |
1.1020 |
0.1247 |
11.1% |
0.0036 |
0.3% |
15% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1406 |
|
2.618 |
1.1328 |
|
1.618 |
1.1280 |
|
1.000 |
1.1250 |
|
0.618 |
1.1232 |
|
HIGH |
1.1202 |
|
0.618 |
1.1184 |
|
0.500 |
1.1178 |
|
0.382 |
1.1172 |
|
LOW |
1.1154 |
|
0.618 |
1.1124 |
|
1.000 |
1.1106 |
|
1.618 |
1.1076 |
|
2.618 |
1.1028 |
|
4.250 |
1.0950 |
|
|
| Fisher Pivots for day following 09-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1194 |
1.1194 |
| PP |
1.1186 |
1.1186 |
| S1 |
1.1178 |
1.1178 |
|