CME Swiss Franc Future September 2024
| Trading Metrics calculated at close of trading on 13-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2024 |
13-May-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1178 |
1.1191 |
0.0014 |
0.1% |
1.1212 |
| High |
1.1203 |
1.1210 |
0.0007 |
0.1% |
1.1235 |
| Low |
1.1169 |
1.1167 |
-0.0002 |
0.0% |
1.1154 |
| Close |
1.1196 |
1.1173 |
-0.0024 |
-0.2% |
1.1196 |
| Range |
0.0034 |
0.0043 |
0.0009 |
25.0% |
0.0081 |
| ATR |
0.0053 |
0.0053 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
9 |
99 |
90 |
1,000.0% |
110 |
|
| Daily Pivots for day following 13-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1311 |
1.1284 |
1.1196 |
|
| R3 |
1.1268 |
1.1242 |
1.1184 |
|
| R2 |
1.1226 |
1.1226 |
1.1180 |
|
| R1 |
1.1199 |
1.1199 |
1.1176 |
1.1191 |
| PP |
1.1183 |
1.1183 |
1.1183 |
1.1179 |
| S1 |
1.1157 |
1.1157 |
1.1169 |
1.1149 |
| S2 |
1.1141 |
1.1141 |
1.1165 |
|
| S3 |
1.1098 |
1.1114 |
1.1161 |
|
| S4 |
1.1056 |
1.1072 |
1.1149 |
|
|
| 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 |
1.1210 |
1.1154 |
0.0056 |
0.5% |
0.0037 |
0.3% |
33% |
True |
False |
34 |
| 10 |
1.1269 |
1.1020 |
0.0249 |
2.2% |
0.0058 |
0.5% |
61% |
False |
False |
32 |
| 20 |
1.1283 |
1.1020 |
0.0263 |
2.4% |
0.0049 |
0.4% |
58% |
False |
False |
24 |
| 40 |
1.1520 |
1.1020 |
0.0500 |
4.5% |
0.0048 |
0.4% |
31% |
False |
False |
17 |
| 60 |
1.1680 |
1.1020 |
0.0660 |
5.9% |
0.0039 |
0.4% |
23% |
False |
False |
17 |
| 80 |
1.1959 |
1.1020 |
0.0939 |
8.4% |
0.0038 |
0.3% |
16% |
False |
False |
13 |
| 100 |
1.2267 |
1.1020 |
0.1247 |
11.2% |
0.0038 |
0.3% |
12% |
False |
False |
11 |
| 120 |
1.2267 |
1.1020 |
0.1247 |
11.2% |
0.0036 |
0.3% |
12% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1390 |
|
2.618 |
1.1321 |
|
1.618 |
1.1278 |
|
1.000 |
1.1252 |
|
0.618 |
1.1236 |
|
HIGH |
1.1210 |
|
0.618 |
1.1193 |
|
0.500 |
1.1188 |
|
0.382 |
1.1183 |
|
LOW |
1.1167 |
|
0.618 |
1.1141 |
|
1.000 |
1.1125 |
|
1.618 |
1.1098 |
|
2.618 |
1.1056 |
|
4.250 |
1.0986 |
|
|
| Fisher Pivots for day following 13-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1188 |
1.1182 |
| PP |
1.1183 |
1.1179 |
| S1 |
1.1178 |
1.1176 |
|