CME Swiss Franc Future September 2024
| Trading Metrics calculated at close of trading on 30-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2024 |
30-May-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1098 |
1.1085 |
-0.0013 |
-0.1% |
1.1151 |
| High |
1.1111 |
1.1208 |
0.0097 |
0.9% |
1.1165 |
| Low |
1.1079 |
1.1081 |
0.0002 |
0.0% |
1.1061 |
| Close |
1.1083 |
1.1203 |
0.0120 |
1.1% |
1.1076 |
| Range |
0.0032 |
0.0127 |
0.0095 |
301.6% |
0.0104 |
| ATR |
0.0049 |
0.0055 |
0.0006 |
11.3% |
0.0000 |
| Volume |
177 |
1,774 |
1,597 |
902.3% |
1,479 |
|
| Daily Pivots for day following 30-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1543 |
1.1499 |
1.1272 |
|
| R3 |
1.1417 |
1.1373 |
1.1237 |
|
| R2 |
1.1290 |
1.1290 |
1.1226 |
|
| R1 |
1.1246 |
1.1246 |
1.1214 |
1.1268 |
| PP |
1.1164 |
1.1164 |
1.1164 |
1.1175 |
| S1 |
1.1120 |
1.1120 |
1.1191 |
1.1142 |
| S2 |
1.1037 |
1.1037 |
1.1179 |
|
| S3 |
1.0911 |
1.0993 |
1.1168 |
|
| S4 |
1.0784 |
1.0867 |
1.1133 |
|
|
| 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 |
1.1208 |
1.1061 |
0.0147 |
1.3% |
0.0057 |
0.5% |
97% |
True |
False |
853 |
| 10 |
1.1273 |
1.1061 |
0.0212 |
1.9% |
0.0052 |
0.5% |
67% |
False |
False |
500 |
| 20 |
1.1273 |
1.1061 |
0.0212 |
1.9% |
0.0052 |
0.5% |
67% |
False |
False |
282 |
| 40 |
1.1314 |
1.1020 |
0.0294 |
2.6% |
0.0051 |
0.5% |
62% |
False |
False |
149 |
| 60 |
1.1680 |
1.1020 |
0.0660 |
5.9% |
0.0047 |
0.4% |
28% |
False |
False |
106 |
| 80 |
1.1754 |
1.1020 |
0.0734 |
6.5% |
0.0041 |
0.4% |
25% |
False |
False |
80 |
| 100 |
1.2116 |
1.1020 |
0.1096 |
9.8% |
0.0039 |
0.3% |
17% |
False |
False |
64 |
| 120 |
1.2267 |
1.1020 |
0.1247 |
11.1% |
0.0040 |
0.4% |
15% |
False |
False |
53 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1745 |
|
2.618 |
1.1539 |
|
1.618 |
1.1412 |
|
1.000 |
1.1334 |
|
0.618 |
1.1286 |
|
HIGH |
1.1208 |
|
0.618 |
1.1159 |
|
0.500 |
1.1144 |
|
0.382 |
1.1129 |
|
LOW |
1.1081 |
|
0.618 |
1.1003 |
|
1.000 |
1.0955 |
|
1.618 |
1.0876 |
|
2.618 |
1.0750 |
|
4.250 |
1.0543 |
|
|
| Fisher Pivots for day following 30-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1183 |
1.1182 |
| PP |
1.1164 |
1.1162 |
| S1 |
1.1144 |
1.1141 |
|