CME Swiss Franc Future September 2024
| Trading Metrics calculated at close of trading on 23-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2024 |
23-May-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1128 |
1.1067 |
-0.0061 |
-0.5% |
1.1191 |
| High |
1.1128 |
1.1096 |
-0.0032 |
-0.3% |
1.1273 |
| Low |
1.1071 |
1.1067 |
-0.0004 |
0.0% |
1.1143 |
| Close |
1.1074 |
1.1072 |
-0.0002 |
0.0% |
1.1163 |
| Range |
0.0057 |
0.0029 |
-0.0028 |
-49.1% |
0.0130 |
| ATR |
0.0052 |
0.0050 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
195 |
673 |
478 |
245.1% |
812 |
|
| Daily Pivots for day following 23-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1165 |
1.1148 |
1.1088 |
|
| R3 |
1.1136 |
1.1119 |
1.1080 |
|
| R2 |
1.1107 |
1.1107 |
1.1077 |
|
| R1 |
1.1090 |
1.1090 |
1.1075 |
1.1098 |
| PP |
1.1078 |
1.1078 |
1.1078 |
1.1082 |
| S1 |
1.1061 |
1.1061 |
1.1069 |
1.1069 |
| S2 |
1.1049 |
1.1049 |
1.1067 |
|
| S3 |
1.1020 |
1.1032 |
1.1064 |
|
| S4 |
1.0991 |
1.1003 |
1.1056 |
|
|
| 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 |
1.1183 |
1.1067 |
0.0116 |
1.0% |
0.0038 |
0.3% |
5% |
False |
True |
241 |
| 10 |
1.1273 |
1.1067 |
0.0206 |
1.9% |
0.0045 |
0.4% |
3% |
False |
True |
186 |
| 20 |
1.1273 |
1.1020 |
0.0253 |
2.3% |
0.0053 |
0.5% |
21% |
False |
False |
106 |
| 40 |
1.1317 |
1.1020 |
0.0297 |
2.7% |
0.0049 |
0.4% |
18% |
False |
False |
59 |
| 60 |
1.1680 |
1.1020 |
0.0660 |
6.0% |
0.0044 |
0.4% |
8% |
False |
False |
46 |
| 80 |
1.1959 |
1.1020 |
0.0939 |
8.5% |
0.0041 |
0.4% |
6% |
False |
False |
35 |
| 100 |
1.2124 |
1.1020 |
0.1104 |
10.0% |
0.0038 |
0.3% |
5% |
False |
False |
28 |
| 120 |
1.2267 |
1.1020 |
0.1247 |
11.3% |
0.0039 |
0.3% |
4% |
False |
False |
23 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1219 |
|
2.618 |
1.1171 |
|
1.618 |
1.1142 |
|
1.000 |
1.1125 |
|
0.618 |
1.1113 |
|
HIGH |
1.1096 |
|
0.618 |
1.1084 |
|
0.500 |
1.1081 |
|
0.382 |
1.1078 |
|
LOW |
1.1067 |
|
0.618 |
1.1049 |
|
1.000 |
1.1038 |
|
1.618 |
1.1020 |
|
2.618 |
1.0991 |
|
4.250 |
1.0943 |
|
|
| Fisher Pivots for day following 23-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1081 |
1.1107 |
| PP |
1.1078 |
1.1095 |
| S1 |
1.1075 |
1.1084 |
|