CME Swiss Franc Future September 2024
| Trading Metrics calculated at close of trading on 15-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2024 |
15-May-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1167 |
1.1209 |
0.0042 |
0.4% |
1.1212 |
| High |
1.1203 |
1.1250 |
0.0048 |
0.4% |
1.1235 |
| Low |
1.1150 |
1.1196 |
0.0046 |
0.4% |
1.1154 |
| Close |
1.1190 |
1.1234 |
0.0045 |
0.4% |
1.1196 |
| Range |
0.0053 |
0.0054 |
0.0002 |
2.9% |
0.0081 |
| ATR |
0.0053 |
0.0053 |
0.0001 |
1.1% |
0.0000 |
| Volume |
97 |
251 |
154 |
158.8% |
110 |
|
| Daily Pivots for day following 15-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1389 |
1.1365 |
1.1264 |
|
| R3 |
1.1335 |
1.1311 |
1.1249 |
|
| R2 |
1.1281 |
1.1281 |
1.1244 |
|
| R1 |
1.1257 |
1.1257 |
1.1239 |
1.1269 |
| PP |
1.1227 |
1.1227 |
1.1227 |
1.1233 |
| S1 |
1.1203 |
1.1203 |
1.1229 |
1.1215 |
| S2 |
1.1173 |
1.1173 |
1.1224 |
|
| S3 |
1.1119 |
1.1149 |
1.1219 |
|
| S4 |
1.1065 |
1.1095 |
1.1204 |
|
|
| 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 |
1.1250 |
1.1150 |
0.0100 |
0.9% |
0.0046 |
0.4% |
84% |
True |
False |
99 |
| 10 |
1.1269 |
1.1071 |
0.0198 |
1.8% |
0.0052 |
0.5% |
82% |
False |
False |
64 |
| 20 |
1.1283 |
1.1020 |
0.0263 |
2.3% |
0.0052 |
0.5% |
81% |
False |
False |
40 |
| 40 |
1.1500 |
1.1020 |
0.0480 |
4.3% |
0.0049 |
0.4% |
45% |
False |
False |
25 |
| 60 |
1.1680 |
1.1020 |
0.0660 |
5.9% |
0.0040 |
0.4% |
32% |
False |
False |
23 |
| 80 |
1.1959 |
1.1020 |
0.0939 |
8.4% |
0.0039 |
0.3% |
23% |
False |
False |
17 |
| 100 |
1.2267 |
1.1020 |
0.1247 |
11.1% |
0.0039 |
0.3% |
17% |
False |
False |
14 |
| 120 |
1.2267 |
1.1020 |
0.1247 |
11.1% |
0.0037 |
0.3% |
17% |
False |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1480 |
|
2.618 |
1.1391 |
|
1.618 |
1.1337 |
|
1.000 |
1.1304 |
|
0.618 |
1.1283 |
|
HIGH |
1.1250 |
|
0.618 |
1.1229 |
|
0.500 |
1.1223 |
|
0.382 |
1.1217 |
|
LOW |
1.1196 |
|
0.618 |
1.1163 |
|
1.000 |
1.1142 |
|
1.618 |
1.1109 |
|
2.618 |
1.1055 |
|
4.250 |
1.0967 |
|
|
| Fisher Pivots for day following 15-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1230 |
1.1223 |
| PP |
1.1227 |
1.1211 |
| S1 |
1.1223 |
1.1200 |
|