CME Swiss Franc Future September 2024
| Trading Metrics calculated at close of trading on 31-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2024 |
31-May-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1085 |
1.1210 |
0.0125 |
1.1% |
1.1075 |
| High |
1.1208 |
1.1242 |
0.0034 |
0.3% |
1.1242 |
| Low |
1.1081 |
1.1160 |
0.0079 |
0.7% |
1.1075 |
| Close |
1.1203 |
1.1210 |
0.0008 |
0.1% |
1.1210 |
| Range |
0.0127 |
0.0082 |
-0.0045 |
-35.6% |
0.0167 |
| ATR |
0.0055 |
0.0057 |
0.0002 |
3.5% |
0.0000 |
| Volume |
1,774 |
1,052 |
-722 |
-40.7% |
4,211 |
|
| Daily Pivots for day following 31-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1448 |
1.1411 |
1.1255 |
|
| R3 |
1.1367 |
1.1329 |
1.1232 |
|
| R2 |
1.1285 |
1.1285 |
1.1225 |
|
| R1 |
1.1248 |
1.1248 |
1.1217 |
1.1251 |
| PP |
1.1204 |
1.1204 |
1.1204 |
1.1205 |
| S1 |
1.1166 |
1.1166 |
1.1203 |
1.1169 |
| S2 |
1.1122 |
1.1122 |
1.1195 |
|
| S3 |
1.1041 |
1.1085 |
1.1188 |
|
| S4 |
1.0959 |
1.1003 |
1.1165 |
|
|
| Weekly Pivots for week ending 31-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1676 |
1.1610 |
1.1302 |
|
| R3 |
1.1509 |
1.1443 |
1.1256 |
|
| R2 |
1.1342 |
1.1342 |
1.1241 |
|
| R1 |
1.1276 |
1.1276 |
1.1225 |
1.1309 |
| PP |
1.1175 |
1.1175 |
1.1175 |
1.1192 |
| S1 |
1.1109 |
1.1109 |
1.1195 |
1.1142 |
| S2 |
1.1008 |
1.1008 |
1.1179 |
|
| S3 |
1.0841 |
1.0942 |
1.1164 |
|
| S4 |
1.0674 |
1.0775 |
1.1118 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1242 |
1.1061 |
0.0181 |
1.6% |
0.0068 |
0.6% |
83% |
True |
False |
929 |
| 10 |
1.1242 |
1.1061 |
0.0181 |
1.6% |
0.0053 |
0.5% |
83% |
True |
False |
585 |
| 20 |
1.1273 |
1.1061 |
0.0212 |
1.9% |
0.0052 |
0.5% |
70% |
False |
False |
334 |
| 40 |
1.1314 |
1.1020 |
0.0294 |
2.6% |
0.0053 |
0.5% |
65% |
False |
False |
175 |
| 60 |
1.1680 |
1.1020 |
0.0660 |
5.9% |
0.0048 |
0.4% |
29% |
False |
False |
124 |
| 80 |
1.1706 |
1.1020 |
0.0686 |
6.1% |
0.0042 |
0.4% |
28% |
False |
False |
93 |
| 100 |
1.2065 |
1.1020 |
0.1045 |
9.3% |
0.0039 |
0.3% |
18% |
False |
False |
75 |
| 120 |
1.2267 |
1.1020 |
0.1247 |
11.1% |
0.0040 |
0.4% |
15% |
False |
False |
62 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1588 |
|
2.618 |
1.1455 |
|
1.618 |
1.1373 |
|
1.000 |
1.1323 |
|
0.618 |
1.1292 |
|
HIGH |
1.1242 |
|
0.618 |
1.1210 |
|
0.500 |
1.1201 |
|
0.382 |
1.1191 |
|
LOW |
1.1160 |
|
0.618 |
1.1110 |
|
1.000 |
1.1079 |
|
1.618 |
1.1028 |
|
2.618 |
1.0947 |
|
4.250 |
1.0814 |
|
|
| Fisher Pivots for day following 31-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1207 |
1.1193 |
| PP |
1.1204 |
1.1177 |
| S1 |
1.1201 |
1.1160 |
|