CME Swiss Franc Future September 2024
| Trading Metrics calculated at close of trading on 14-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2024 |
14-May-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1191 |
1.1167 |
-0.0024 |
-0.2% |
1.1212 |
| High |
1.1210 |
1.1203 |
-0.0007 |
-0.1% |
1.1235 |
| Low |
1.1167 |
1.1150 |
-0.0017 |
-0.2% |
1.1154 |
| Close |
1.1173 |
1.1190 |
0.0017 |
0.2% |
1.1196 |
| Range |
0.0043 |
0.0053 |
0.0010 |
23.5% |
0.0081 |
| ATR |
0.0053 |
0.0053 |
0.0000 |
0.0% |
0.0000 |
| Volume |
99 |
97 |
-2 |
-2.0% |
110 |
|
| Daily Pivots for day following 14-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1338 |
1.1316 |
1.1218 |
|
| R3 |
1.1286 |
1.1264 |
1.1204 |
|
| R2 |
1.1233 |
1.1233 |
1.1199 |
|
| R1 |
1.1211 |
1.1211 |
1.1194 |
1.1222 |
| PP |
1.1181 |
1.1181 |
1.1181 |
1.1186 |
| S1 |
1.1159 |
1.1159 |
1.1185 |
1.1170 |
| S2 |
1.1128 |
1.1128 |
1.1180 |
|
| S3 |
1.1076 |
1.1106 |
1.1175 |
|
| S4 |
1.1023 |
1.1054 |
1.1161 |
|
|
| 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 |
1.1150 |
0.0060 |
0.5% |
0.0040 |
0.4% |
66% |
False |
True |
52 |
| 10 |
1.1269 |
1.1020 |
0.0249 |
2.2% |
0.0054 |
0.5% |
68% |
False |
False |
41 |
| 20 |
1.1283 |
1.1020 |
0.0263 |
2.4% |
0.0051 |
0.5% |
64% |
False |
False |
29 |
| 40 |
1.1500 |
1.1020 |
0.0480 |
4.3% |
0.0049 |
0.4% |
35% |
False |
False |
19 |
| 60 |
1.1680 |
1.1020 |
0.0660 |
5.9% |
0.0040 |
0.4% |
26% |
False |
False |
19 |
| 80 |
1.1959 |
1.1020 |
0.0939 |
8.4% |
0.0038 |
0.3% |
18% |
False |
False |
14 |
| 100 |
1.2267 |
1.1020 |
0.1247 |
11.1% |
0.0039 |
0.3% |
14% |
False |
False |
12 |
| 120 |
1.2267 |
1.1020 |
0.1247 |
11.1% |
0.0036 |
0.3% |
14% |
False |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1426 |
|
2.618 |
1.1340 |
|
1.618 |
1.1287 |
|
1.000 |
1.1255 |
|
0.618 |
1.1235 |
|
HIGH |
1.1203 |
|
0.618 |
1.1182 |
|
0.500 |
1.1176 |
|
0.382 |
1.1170 |
|
LOW |
1.1150 |
|
0.618 |
1.1118 |
|
1.000 |
1.1098 |
|
1.618 |
1.1065 |
|
2.618 |
1.1013 |
|
4.250 |
1.0927 |
|
|
| Fisher Pivots for day following 14-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1185 |
1.1186 |
| PP |
1.1181 |
1.1183 |
| S1 |
1.1176 |
1.1180 |
|