CME Swiss Franc Future September 2024
| Trading Metrics calculated at close of trading on 29-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2024 |
29-May-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1075 |
1.1098 |
0.0024 |
0.2% |
1.1151 |
| High |
1.1147 |
1.1111 |
-0.0036 |
-0.3% |
1.1165 |
| Low |
1.1075 |
1.1079 |
0.0005 |
0.0% |
1.1061 |
| Close |
1.1103 |
1.1083 |
-0.0020 |
-0.2% |
1.1076 |
| Range |
0.0072 |
0.0032 |
-0.0041 |
-56.3% |
0.0104 |
| ATR |
0.0050 |
0.0049 |
-0.0001 |
-2.7% |
0.0000 |
| Volume |
1,208 |
177 |
-1,031 |
-85.3% |
1,479 |
|
| Daily Pivots for day following 29-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1185 |
1.1166 |
1.1100 |
|
| R3 |
1.1154 |
1.1134 |
1.1092 |
|
| R2 |
1.1122 |
1.1122 |
1.1089 |
|
| R1 |
1.1103 |
1.1103 |
1.1086 |
1.1097 |
| PP |
1.1091 |
1.1091 |
1.1091 |
1.1088 |
| S1 |
1.1071 |
1.1071 |
1.1080 |
1.1065 |
| S2 |
1.1059 |
1.1059 |
1.1077 |
|
| S3 |
1.1028 |
1.1040 |
1.1074 |
|
| S4 |
1.0996 |
1.1008 |
1.1066 |
|
|
| 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% |
26% |
False |
False |
538 |
| 10 |
1.1273 |
1.1061 |
0.0212 |
1.9% |
0.0045 |
0.4% |
10% |
False |
False |
348 |
| 20 |
1.1273 |
1.1020 |
0.0253 |
2.3% |
0.0049 |
0.4% |
25% |
False |
False |
194 |
| 40 |
1.1314 |
1.1020 |
0.0294 |
2.6% |
0.0050 |
0.4% |
21% |
False |
False |
104 |
| 60 |
1.1680 |
1.1020 |
0.0660 |
6.0% |
0.0044 |
0.4% |
10% |
False |
False |
77 |
| 80 |
1.1790 |
1.1020 |
0.0770 |
6.9% |
0.0040 |
0.4% |
8% |
False |
False |
58 |
| 100 |
1.2124 |
1.1020 |
0.1104 |
10.0% |
0.0039 |
0.3% |
6% |
False |
False |
46 |
| 120 |
1.2267 |
1.1020 |
0.1247 |
11.3% |
0.0039 |
0.4% |
5% |
False |
False |
39 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1244 |
|
2.618 |
1.1193 |
|
1.618 |
1.1161 |
|
1.000 |
1.1142 |
|
0.618 |
1.1130 |
|
HIGH |
1.1111 |
|
0.618 |
1.1098 |
|
0.500 |
1.1095 |
|
0.382 |
1.1091 |
|
LOW |
1.1079 |
|
0.618 |
1.1060 |
|
1.000 |
1.1048 |
|
1.618 |
1.1028 |
|
2.618 |
1.0997 |
|
4.250 |
1.0945 |
|
|
| Fisher Pivots for day following 29-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1095 |
1.1104 |
| PP |
1.1091 |
1.1097 |
| S1 |
1.1087 |
1.1090 |
|