CME Swiss Franc Future September 2024
| Trading Metrics calculated at close of trading on 28-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2024 |
28-May-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1071 |
1.1075 |
0.0004 |
0.0% |
1.1151 |
| High |
1.1089 |
1.1147 |
0.0058 |
0.5% |
1.1165 |
| Low |
1.1061 |
1.1075 |
0.0014 |
0.1% |
1.1061 |
| Close |
1.1076 |
1.1103 |
0.0028 |
0.2% |
1.1076 |
| Range |
0.0028 |
0.0072 |
0.0045 |
161.8% |
0.0104 |
| ATR |
0.0049 |
0.0050 |
0.0002 |
3.4% |
0.0000 |
| Volume |
437 |
1,208 |
771 |
176.4% |
1,479 |
|
| Daily Pivots for day following 28-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1324 |
1.1286 |
1.1143 |
|
| R3 |
1.1252 |
1.1214 |
1.1123 |
|
| R2 |
1.1180 |
1.1180 |
1.1116 |
|
| R1 |
1.1142 |
1.1142 |
1.1110 |
1.1161 |
| PP |
1.1108 |
1.1108 |
1.1108 |
1.1118 |
| S1 |
1.1070 |
1.1070 |
1.1096 |
1.1089 |
| S2 |
1.1036 |
1.1036 |
1.1090 |
|
| S3 |
1.0964 |
1.0998 |
1.1083 |
|
| S4 |
1.0892 |
1.0926 |
1.1063 |
|
|
| 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 |
1.1147 |
1.1061 |
0.0086 |
0.8% |
0.0043 |
0.4% |
49% |
True |
False |
514 |
| 10 |
1.1273 |
1.1061 |
0.0212 |
1.9% |
0.0047 |
0.4% |
20% |
False |
False |
340 |
| 20 |
1.1273 |
1.1020 |
0.0253 |
2.3% |
0.0053 |
0.5% |
33% |
False |
False |
186 |
| 40 |
1.1314 |
1.1020 |
0.0294 |
2.6% |
0.0049 |
0.4% |
28% |
False |
False |
100 |
| 60 |
1.1680 |
1.1020 |
0.0660 |
5.9% |
0.0044 |
0.4% |
13% |
False |
False |
74 |
| 80 |
1.1959 |
1.1020 |
0.0939 |
8.5% |
0.0042 |
0.4% |
9% |
False |
False |
56 |
| 100 |
1.2124 |
1.1020 |
0.1104 |
9.9% |
0.0038 |
0.3% |
8% |
False |
False |
45 |
| 120 |
1.2267 |
1.1020 |
0.1247 |
11.2% |
0.0039 |
0.3% |
7% |
False |
False |
37 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1453 |
|
2.618 |
1.1335 |
|
1.618 |
1.1263 |
|
1.000 |
1.1219 |
|
0.618 |
1.1191 |
|
HIGH |
1.1147 |
|
0.618 |
1.1119 |
|
0.500 |
1.1111 |
|
0.382 |
1.1102 |
|
LOW |
1.1075 |
|
0.618 |
1.1030 |
|
1.000 |
1.1003 |
|
1.618 |
1.0958 |
|
2.618 |
1.0886 |
|
4.250 |
1.0769 |
|
|
| Fisher Pivots for day following 28-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1111 |
1.1104 |
| PP |
1.1108 |
1.1104 |
| S1 |
1.1106 |
1.1103 |
|