CME Swiss Franc Future September 2024
| Trading Metrics calculated at close of trading on 17-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2024 |
17-May-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1244 |
1.1183 |
-0.0062 |
-0.5% |
1.1191 |
| High |
1.1273 |
1.1183 |
-0.0090 |
-0.8% |
1.1273 |
| Low |
1.1198 |
1.1143 |
-0.0056 |
-0.5% |
1.1143 |
| Close |
1.1200 |
1.1163 |
-0.0037 |
-0.3% |
1.1163 |
| Range |
0.0075 |
0.0040 |
-0.0035 |
-46.3% |
0.0130 |
| ATR |
0.0055 |
0.0055 |
0.0000 |
0.3% |
0.0000 |
| Volume |
198 |
167 |
-31 |
-15.7% |
812 |
|
| Daily Pivots for day following 17-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1283 |
1.1263 |
1.1185 |
|
| R3 |
1.1243 |
1.1223 |
1.1174 |
|
| R2 |
1.1203 |
1.1203 |
1.1170 |
|
| R1 |
1.1183 |
1.1183 |
1.1167 |
1.1173 |
| PP |
1.1163 |
1.1163 |
1.1163 |
1.1158 |
| S1 |
1.1143 |
1.1143 |
1.1159 |
1.1133 |
| S2 |
1.1123 |
1.1123 |
1.1156 |
|
| S3 |
1.1083 |
1.1103 |
1.1152 |
|
| S4 |
1.1043 |
1.1063 |
1.1141 |
|
|
| Weekly Pivots for week ending 17-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1583 |
1.1503 |
1.1235 |
|
| R3 |
1.1453 |
1.1373 |
1.1199 |
|
| R2 |
1.1323 |
1.1323 |
1.1187 |
|
| R1 |
1.1243 |
1.1243 |
1.1175 |
1.1218 |
| PP |
1.1193 |
1.1193 |
1.1193 |
1.1180 |
| S1 |
1.1113 |
1.1113 |
1.1151 |
1.1088 |
| S2 |
1.1063 |
1.1063 |
1.1139 |
|
| S3 |
1.0933 |
1.0983 |
1.1127 |
|
| S4 |
1.0803 |
1.0853 |
1.1092 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1273 |
1.1143 |
0.0130 |
1.2% |
0.0053 |
0.5% |
16% |
False |
True |
162 |
| 10 |
1.1273 |
1.1143 |
0.0130 |
1.2% |
0.0043 |
0.4% |
16% |
False |
True |
92 |
| 20 |
1.1273 |
1.1020 |
0.0253 |
2.3% |
0.0049 |
0.4% |
57% |
False |
False |
57 |
| 40 |
1.1370 |
1.1020 |
0.0350 |
3.1% |
0.0048 |
0.4% |
41% |
False |
False |
34 |
| 60 |
1.1680 |
1.1020 |
0.0660 |
5.9% |
0.0041 |
0.4% |
22% |
False |
False |
29 |
| 80 |
1.1959 |
1.1020 |
0.0939 |
8.4% |
0.0040 |
0.4% |
15% |
False |
False |
22 |
| 100 |
1.2267 |
1.1020 |
0.1247 |
11.2% |
0.0040 |
0.4% |
11% |
False |
False |
18 |
| 120 |
1.2267 |
1.1020 |
0.1247 |
11.2% |
0.0037 |
0.3% |
11% |
False |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1353 |
|
2.618 |
1.1287 |
|
1.618 |
1.1247 |
|
1.000 |
1.1223 |
|
0.618 |
1.1207 |
|
HIGH |
1.1183 |
|
0.618 |
1.1167 |
|
0.500 |
1.1163 |
|
0.382 |
1.1158 |
|
LOW |
1.1143 |
|
0.618 |
1.1118 |
|
1.000 |
1.1103 |
|
1.618 |
1.1078 |
|
2.618 |
1.1038 |
|
4.250 |
1.0973 |
|
|
| Fisher Pivots for day following 17-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1163 |
1.1208 |
| PP |
1.1163 |
1.1193 |
| S1 |
1.1163 |
1.1178 |
|