CME Swiss Franc Future September 2024
| Trading Metrics calculated at close of trading on 21-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2024 |
21-May-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1151 |
1.1120 |
-0.0031 |
-0.3% |
1.1191 |
| High |
1.1165 |
1.1147 |
-0.0018 |
-0.2% |
1.1273 |
| Low |
1.1129 |
1.1119 |
-0.0010 |
-0.1% |
1.1143 |
| Close |
1.1142 |
1.1124 |
-0.0018 |
-0.2% |
1.1163 |
| Range |
0.0036 |
0.0028 |
-0.0008 |
-22.5% |
0.0130 |
| ATR |
0.0054 |
0.0052 |
-0.0002 |
-3.5% |
0.0000 |
| Volume |
113 |
61 |
-52 |
-46.0% |
812 |
|
| Daily Pivots for day following 21-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1212 |
1.1196 |
1.1139 |
|
| R3 |
1.1185 |
1.1168 |
1.1132 |
|
| R2 |
1.1157 |
1.1157 |
1.1129 |
|
| R1 |
1.1141 |
1.1141 |
1.1127 |
1.1149 |
| PP |
1.1130 |
1.1130 |
1.1130 |
1.1134 |
| S1 |
1.1113 |
1.1113 |
1.1121 |
1.1122 |
| S2 |
1.1102 |
1.1102 |
1.1119 |
|
| S3 |
1.1075 |
1.1086 |
1.1116 |
|
| S4 |
1.1047 |
1.1058 |
1.1109 |
|
|
| 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 |
1.1119 |
0.0154 |
1.4% |
0.0046 |
0.4% |
3% |
False |
True |
158 |
| 10 |
1.1273 |
1.1119 |
0.0154 |
1.4% |
0.0043 |
0.4% |
3% |
False |
True |
105 |
| 20 |
1.1273 |
1.1020 |
0.0253 |
2.3% |
0.0051 |
0.5% |
41% |
False |
False |
65 |
| 40 |
1.1317 |
1.1020 |
0.0297 |
2.7% |
0.0048 |
0.4% |
35% |
False |
False |
38 |
| 60 |
1.1680 |
1.1020 |
0.0660 |
5.9% |
0.0042 |
0.4% |
16% |
False |
False |
32 |
| 80 |
1.1959 |
1.1020 |
0.0939 |
8.4% |
0.0040 |
0.4% |
11% |
False |
False |
24 |
| 100 |
1.2267 |
1.1020 |
0.1247 |
11.2% |
0.0038 |
0.3% |
8% |
False |
False |
20 |
| 120 |
1.2267 |
1.1020 |
0.1247 |
11.2% |
0.0038 |
0.3% |
8% |
False |
False |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1263 |
|
2.618 |
1.1218 |
|
1.618 |
1.1191 |
|
1.000 |
1.1174 |
|
0.618 |
1.1163 |
|
HIGH |
1.1147 |
|
0.618 |
1.1136 |
|
0.500 |
1.1133 |
|
0.382 |
1.1130 |
|
LOW |
1.1119 |
|
0.618 |
1.1102 |
|
1.000 |
1.1092 |
|
1.618 |
1.1075 |
|
2.618 |
1.1047 |
|
4.250 |
1.1002 |
|
|
| Fisher Pivots for day following 21-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1133 |
1.1151 |
| PP |
1.1130 |
1.1142 |
| S1 |
1.1127 |
1.1133 |
|