CME Swiss Franc Future December 2024
Trading Metrics calculated at close of trading on 06-May-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2024 |
06-May-2024 |
Change |
Change % |
Previous Week |
Open |
1.1350 |
1.1340 |
-0.0010 |
-0.1% |
1.1284 |
High |
1.1363 |
1.1340 |
-0.0023 |
-0.2% |
1.1363 |
Low |
1.1272 |
1.1322 |
0.0050 |
0.4% |
1.1140 |
Close |
1.1337 |
1.1324 |
-0.0013 |
-0.1% |
1.1337 |
Range |
0.0091 |
0.0018 |
-0.0073 |
-80.2% |
0.0223 |
ATR |
0.0053 |
0.0051 |
-0.0003 |
-4.7% |
0.0000 |
Volume |
2 |
2 |
0 |
0.0% |
10 |
|
Daily Pivots for day following 06-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1383 |
1.1371 |
1.1334 |
|
R3 |
1.1365 |
1.1353 |
1.1329 |
|
R2 |
1.1347 |
1.1347 |
1.1327 |
|
R1 |
1.1335 |
1.1335 |
1.1326 |
1.1332 |
PP |
1.1329 |
1.1329 |
1.1329 |
1.1327 |
S1 |
1.1317 |
1.1317 |
1.1322 |
1.1314 |
S2 |
1.1311 |
1.1311 |
1.1321 |
|
S3 |
1.1293 |
1.1299 |
1.1319 |
|
S4 |
1.1275 |
1.1281 |
1.1314 |
|
|
Weekly Pivots for week ending 03-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1949 |
1.1866 |
1.1459 |
|
R3 |
1.1726 |
1.1643 |
1.1398 |
|
R2 |
1.1503 |
1.1503 |
1.1377 |
|
R1 |
1.1420 |
1.1420 |
1.1357 |
1.1461 |
PP |
1.1280 |
1.1280 |
1.1280 |
1.1301 |
S1 |
1.1197 |
1.1197 |
1.1316 |
1.1238 |
S2 |
1.1057 |
1.1057 |
1.1296 |
|
S3 |
1.0834 |
1.0974 |
1.1275 |
|
S4 |
1.0611 |
1.0751 |
1.1214 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1363 |
1.1140 |
0.0223 |
2.0% |
0.0043 |
0.4% |
83% |
False |
False |
2 |
10 |
1.1363 |
1.1140 |
0.0223 |
2.0% |
0.0029 |
0.3% |
83% |
False |
False |
1 |
20 |
1.1398 |
1.1140 |
0.0258 |
2.3% |
0.0029 |
0.3% |
71% |
False |
False |
1 |
40 |
1.1729 |
1.1140 |
0.0589 |
5.2% |
0.0031 |
0.3% |
31% |
False |
False |
2 |
60 |
1.1804 |
1.1140 |
0.0664 |
5.9% |
0.0025 |
0.2% |
28% |
False |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1417 |
2.618 |
1.1387 |
1.618 |
1.1369 |
1.000 |
1.1358 |
0.618 |
1.1351 |
HIGH |
1.1340 |
0.618 |
1.1333 |
0.500 |
1.1331 |
0.382 |
1.1329 |
LOW |
1.1322 |
0.618 |
1.1311 |
1.000 |
1.1304 |
1.618 |
1.1293 |
2.618 |
1.1275 |
4.250 |
1.1246 |
|
|
Fisher Pivots for day following 06-May-2024 |
Pivot |
1 day |
3 day |
R1 |
1.1331 |
1.1322 |
PP |
1.1329 |
1.1320 |
S1 |
1.1326 |
1.1318 |
|