CME Swiss Franc Future September 2024
| Trading Metrics calculated at close of trading on 10-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2024 |
10-May-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1170 |
1.1178 |
0.0008 |
0.1% |
1.1212 |
| High |
1.1202 |
1.1203 |
0.0001 |
0.0% |
1.1235 |
| Low |
1.1154 |
1.1169 |
0.0015 |
0.1% |
1.1154 |
| Close |
1.1202 |
1.1196 |
-0.0006 |
-0.1% |
1.1196 |
| Range |
0.0048 |
0.0034 |
-0.0014 |
-29.2% |
0.0081 |
| ATR |
0.0055 |
0.0053 |
-0.0001 |
-2.7% |
0.0000 |
| Volume |
42 |
9 |
-33 |
-78.6% |
110 |
|
| Daily Pivots for day following 10-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1291 |
1.1278 |
1.1215 |
|
| R3 |
1.1257 |
1.1244 |
1.1205 |
|
| R2 |
1.1223 |
1.1223 |
1.1202 |
|
| R1 |
1.1210 |
1.1210 |
1.1199 |
1.1217 |
| PP |
1.1189 |
1.1189 |
1.1189 |
1.1193 |
| S1 |
1.1176 |
1.1176 |
1.1193 |
1.1183 |
| S2 |
1.1155 |
1.1155 |
1.1190 |
|
| S3 |
1.1121 |
1.1142 |
1.1187 |
|
| S4 |
1.1087 |
1.1108 |
1.1177 |
|
|
| Weekly Pivots for week ending 10-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1438 |
1.1398 |
1.1241 |
|
| R3 |
1.1357 |
1.1317 |
1.1218 |
|
| R2 |
1.1276 |
1.1276 |
1.1211 |
|
| R1 |
1.1236 |
1.1236 |
1.1203 |
1.1216 |
| PP |
1.1195 |
1.1195 |
1.1195 |
1.1185 |
| S1 |
1.1155 |
1.1155 |
1.1189 |
1.1135 |
| S2 |
1.1114 |
1.1114 |
1.1181 |
|
| S3 |
1.1033 |
1.1074 |
1.1174 |
|
| S4 |
1.0952 |
1.0993 |
1.1151 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1235 |
1.1154 |
0.0081 |
0.7% |
0.0034 |
0.3% |
52% |
False |
False |
22 |
| 10 |
1.1269 |
1.1020 |
0.0249 |
2.2% |
0.0058 |
0.5% |
71% |
False |
False |
26 |
| 20 |
1.1283 |
1.1020 |
0.0263 |
2.3% |
0.0049 |
0.4% |
67% |
False |
False |
20 |
| 40 |
1.1559 |
1.1020 |
0.0539 |
4.8% |
0.0048 |
0.4% |
33% |
False |
False |
14 |
| 60 |
1.1680 |
1.1020 |
0.0660 |
5.9% |
0.0039 |
0.4% |
27% |
False |
False |
16 |
| 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% |
14% |
False |
False |
10 |
| 120 |
1.2267 |
1.1020 |
0.1247 |
11.1% |
0.0036 |
0.3% |
14% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1348 |
|
2.618 |
1.1292 |
|
1.618 |
1.1258 |
|
1.000 |
1.1237 |
|
0.618 |
1.1224 |
|
HIGH |
1.1203 |
|
0.618 |
1.1190 |
|
0.500 |
1.1186 |
|
0.382 |
1.1182 |
|
LOW |
1.1169 |
|
0.618 |
1.1148 |
|
1.000 |
1.1135 |
|
1.618 |
1.1114 |
|
2.618 |
1.1080 |
|
4.250 |
1.1025 |
|
|
| Fisher Pivots for day following 10-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1193 |
1.1190 |
| PP |
1.1189 |
1.1184 |
| S1 |
1.1186 |
1.1179 |
|