CME Swiss Franc Future September 2024
| Trading Metrics calculated at close of trading on 24-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2024 |
24-May-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1067 |
1.1071 |
0.0004 |
0.0% |
1.1151 |
| High |
1.1096 |
1.1089 |
-0.0007 |
-0.1% |
1.1165 |
| Low |
1.1067 |
1.1061 |
-0.0006 |
0.0% |
1.1061 |
| Close |
1.1072 |
1.1076 |
0.0004 |
0.0% |
1.1076 |
| Range |
0.0029 |
0.0028 |
-0.0002 |
-5.2% |
0.0104 |
| ATR |
0.0050 |
0.0049 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
673 |
437 |
-236 |
-35.1% |
1,479 |
|
| Daily Pivots for day following 24-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1158 |
1.1144 |
1.1091 |
|
| R3 |
1.1130 |
1.1117 |
1.1083 |
|
| R2 |
1.1103 |
1.1103 |
1.1081 |
|
| R1 |
1.1089 |
1.1089 |
1.1078 |
1.1096 |
| PP |
1.1075 |
1.1075 |
1.1075 |
1.1078 |
| S1 |
1.1062 |
1.1062 |
1.1073 |
1.1068 |
| S2 |
1.1048 |
1.1048 |
1.1070 |
|
| S3 |
1.1020 |
1.1034 |
1.1068 |
|
| S4 |
1.0993 |
1.1007 |
1.1060 |
|
|
| Weekly Pivots for week ending 24-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1411 |
1.1347 |
1.1132 |
|
| R3 |
1.1307 |
1.1243 |
1.1104 |
|
| R2 |
1.1204 |
1.1204 |
1.1094 |
|
| R1 |
1.1140 |
1.1140 |
1.1085 |
1.1120 |
| PP |
1.1100 |
1.1100 |
1.1100 |
1.1091 |
| S1 |
1.1036 |
1.1036 |
1.1066 |
1.1017 |
| S2 |
1.0997 |
1.0997 |
1.1057 |
|
| S3 |
1.0893 |
1.0933 |
1.1047 |
|
| S4 |
1.0790 |
1.0829 |
1.1019 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1165 |
1.1061 |
0.0104 |
0.9% |
0.0035 |
0.3% |
14% |
False |
True |
295 |
| 10 |
1.1273 |
1.1061 |
0.0212 |
1.9% |
0.0044 |
0.4% |
7% |
False |
True |
229 |
| 20 |
1.1273 |
1.1020 |
0.0253 |
2.3% |
0.0051 |
0.5% |
22% |
False |
False |
127 |
| 40 |
1.1314 |
1.1020 |
0.0294 |
2.6% |
0.0048 |
0.4% |
19% |
False |
False |
70 |
| 60 |
1.1680 |
1.1020 |
0.0660 |
6.0% |
0.0044 |
0.4% |
8% |
False |
False |
54 |
| 80 |
1.1959 |
1.1020 |
0.0939 |
8.5% |
0.0041 |
0.4% |
6% |
False |
False |
41 |
| 100 |
1.2124 |
1.1020 |
0.1104 |
10.0% |
0.0039 |
0.3% |
5% |
False |
False |
33 |
| 120 |
1.2267 |
1.1020 |
0.1247 |
11.3% |
0.0038 |
0.3% |
4% |
False |
False |
27 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1205 |
|
2.618 |
1.1160 |
|
1.618 |
1.1133 |
|
1.000 |
1.1116 |
|
0.618 |
1.1105 |
|
HIGH |
1.1089 |
|
0.618 |
1.1078 |
|
0.500 |
1.1075 |
|
0.382 |
1.1072 |
|
LOW |
1.1061 |
|
0.618 |
1.1044 |
|
1.000 |
1.1034 |
|
1.618 |
1.1017 |
|
2.618 |
1.0989 |
|
4.250 |
1.0944 |
|
|
| Fisher Pivots for day following 24-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1075 |
1.1094 |
| PP |
1.1075 |
1.1088 |
| S1 |
1.1075 |
1.1082 |
|