CME Swiss Franc Future September 2024
| Trading Metrics calculated at close of trading on 16-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2024 |
16-May-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1209 |
1.1244 |
0.0036 |
0.3% |
1.1212 |
| High |
1.1250 |
1.1273 |
0.0023 |
0.2% |
1.1235 |
| Low |
1.1196 |
1.1198 |
0.0002 |
0.0% |
1.1154 |
| Close |
1.1234 |
1.1200 |
-0.0035 |
-0.3% |
1.1196 |
| Range |
0.0054 |
0.0075 |
0.0021 |
38.0% |
0.0081 |
| ATR |
0.0053 |
0.0055 |
0.0002 |
2.9% |
0.0000 |
| Volume |
251 |
198 |
-53 |
-21.1% |
110 |
|
| Daily Pivots for day following 16-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1447 |
1.1398 |
1.1240 |
|
| R3 |
1.1372 |
1.1323 |
1.1220 |
|
| R2 |
1.1298 |
1.1298 |
1.1213 |
|
| R1 |
1.1249 |
1.1249 |
1.1206 |
1.1236 |
| PP |
1.1223 |
1.1223 |
1.1223 |
1.1217 |
| S1 |
1.1174 |
1.1174 |
1.1193 |
1.1162 |
| S2 |
1.1149 |
1.1149 |
1.1186 |
|
| S3 |
1.1074 |
1.1100 |
1.1179 |
|
| S4 |
1.1000 |
1.1025 |
1.1159 |
|
|
| 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 |
1.1273 |
1.1150 |
0.0123 |
1.1% |
0.0052 |
0.5% |
40% |
True |
False |
130 |
| 10 |
1.1273 |
1.1150 |
0.0123 |
1.1% |
0.0051 |
0.5% |
40% |
True |
False |
82 |
| 20 |
1.1283 |
1.1020 |
0.0263 |
2.3% |
0.0054 |
0.5% |
68% |
False |
False |
49 |
| 40 |
1.1430 |
1.1020 |
0.0410 |
3.7% |
0.0050 |
0.4% |
44% |
False |
False |
30 |
| 60 |
1.1680 |
1.1020 |
0.0660 |
5.9% |
0.0041 |
0.4% |
27% |
False |
False |
26 |
| 80 |
1.1959 |
1.1020 |
0.0939 |
8.4% |
0.0039 |
0.4% |
19% |
False |
False |
20 |
| 100 |
1.2267 |
1.1020 |
0.1247 |
11.1% |
0.0040 |
0.4% |
14% |
False |
False |
16 |
| 120 |
1.2267 |
1.1020 |
0.1247 |
11.1% |
0.0037 |
0.3% |
14% |
False |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1589 |
|
2.618 |
1.1468 |
|
1.618 |
1.1393 |
|
1.000 |
1.1347 |
|
0.618 |
1.1319 |
|
HIGH |
1.1273 |
|
0.618 |
1.1244 |
|
0.500 |
1.1235 |
|
0.382 |
1.1226 |
|
LOW |
1.1198 |
|
0.618 |
1.1152 |
|
1.000 |
1.1124 |
|
1.618 |
1.1077 |
|
2.618 |
1.1003 |
|
4.250 |
1.0881 |
|
|
| Fisher Pivots for day following 16-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1235 |
1.1211 |
| PP |
1.1223 |
1.1207 |
| S1 |
1.1211 |
1.1203 |
|