CME Swiss Franc Future September 2024
| Trading Metrics calculated at close of trading on 20-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2024 |
20-May-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1183 |
1.1151 |
-0.0032 |
-0.3% |
1.1191 |
| High |
1.1183 |
1.1165 |
-0.0018 |
-0.2% |
1.1273 |
| Low |
1.1143 |
1.1129 |
-0.0014 |
-0.1% |
1.1143 |
| Close |
1.1163 |
1.1142 |
-0.0021 |
-0.2% |
1.1163 |
| Range |
0.0040 |
0.0036 |
-0.0005 |
-11.3% |
0.0130 |
| ATR |
0.0055 |
0.0054 |
-0.0001 |
-2.5% |
0.0000 |
| Volume |
167 |
113 |
-54 |
-32.3% |
812 |
|
| Daily Pivots for day following 20-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1252 |
1.1232 |
1.1162 |
|
| R3 |
1.1216 |
1.1197 |
1.1152 |
|
| R2 |
1.1181 |
1.1181 |
1.1149 |
|
| R1 |
1.1161 |
1.1161 |
1.1145 |
1.1153 |
| PP |
1.1145 |
1.1145 |
1.1145 |
1.1141 |
| S1 |
1.1126 |
1.1126 |
1.1139 |
1.1118 |
| S2 |
1.1110 |
1.1110 |
1.1135 |
|
| S3 |
1.1074 |
1.1090 |
1.1132 |
|
| S4 |
1.1039 |
1.1055 |
1.1122 |
|
|
| 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 |
1.1129 |
0.0144 |
1.3% |
0.0051 |
0.5% |
9% |
False |
True |
165 |
| 10 |
1.1273 |
1.1129 |
0.0144 |
1.3% |
0.0044 |
0.4% |
9% |
False |
True |
100 |
| 20 |
1.1273 |
1.1020 |
0.0253 |
2.3% |
0.0051 |
0.5% |
48% |
False |
False |
62 |
| 40 |
1.1352 |
1.1020 |
0.0332 |
3.0% |
0.0048 |
0.4% |
37% |
False |
False |
36 |
| 60 |
1.1680 |
1.1020 |
0.0660 |
5.9% |
0.0042 |
0.4% |
18% |
False |
False |
31 |
| 80 |
1.1959 |
1.1020 |
0.0939 |
8.4% |
0.0040 |
0.4% |
13% |
False |
False |
23 |
| 100 |
1.2267 |
1.1020 |
0.1247 |
11.2% |
0.0040 |
0.4% |
10% |
False |
False |
19 |
| 120 |
1.2267 |
1.1020 |
0.1247 |
11.2% |
0.0038 |
0.3% |
10% |
False |
False |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1315 |
|
2.618 |
1.1257 |
|
1.618 |
1.1222 |
|
1.000 |
1.1200 |
|
0.618 |
1.1186 |
|
HIGH |
1.1165 |
|
0.618 |
1.1151 |
|
0.500 |
1.1147 |
|
0.382 |
1.1143 |
|
LOW |
1.1129 |
|
0.618 |
1.1107 |
|
1.000 |
1.1094 |
|
1.618 |
1.1072 |
|
2.618 |
1.1036 |
|
4.250 |
1.0978 |
|
|
| Fisher Pivots for day following 20-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1147 |
1.1201 |
| PP |
1.1145 |
1.1181 |
| S1 |
1.1144 |
1.1162 |
|