CME Swiss Franc Future December 2024
Trading Metrics calculated at close of trading on 10-May-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2024 |
10-May-2024 |
Change |
Change % |
Previous Week |
Open |
1.1320 |
1.1314 |
-0.0006 |
-0.1% |
1.1340 |
High |
1.1320 |
1.1314 |
-0.0006 |
-0.1% |
1.1340 |
Low |
1.1320 |
1.1291 |
-0.0029 |
-0.3% |
1.1282 |
Close |
1.1320 |
1.1314 |
-0.0006 |
-0.1% |
1.1314 |
Range |
0.0000 |
0.0023 |
0.0023 |
|
0.0059 |
ATR |
0.0046 |
0.0045 |
-0.0001 |
-2.6% |
0.0000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1375 |
1.1367 |
1.1326 |
|
R3 |
1.1352 |
1.1344 |
1.1320 |
|
R2 |
1.1329 |
1.1329 |
1.1318 |
|
R1 |
1.1321 |
1.1321 |
1.1316 |
1.1325 |
PP |
1.1306 |
1.1306 |
1.1306 |
1.1308 |
S1 |
1.1298 |
1.1298 |
1.1311 |
1.1302 |
S2 |
1.1283 |
1.1283 |
1.1309 |
|
S3 |
1.1260 |
1.1275 |
1.1307 |
|
S4 |
1.1237 |
1.1252 |
1.1301 |
|
|
Weekly Pivots for week ending 10-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1487 |
1.1459 |
1.1346 |
|
R3 |
1.1429 |
1.1400 |
1.1330 |
|
R2 |
1.1370 |
1.1370 |
1.1324 |
|
R1 |
1.1342 |
1.1342 |
1.1319 |
1.1327 |
PP |
1.1312 |
1.1312 |
1.1312 |
1.1304 |
S1 |
1.1283 |
1.1283 |
1.1308 |
1.1268 |
S2 |
1.1253 |
1.1253 |
1.1303 |
|
S3 |
1.1195 |
1.1225 |
1.1297 |
|
S4 |
1.1136 |
1.1166 |
1.1281 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1340 |
1.1282 |
0.0059 |
0.5% |
0.0012 |
0.1% |
55% |
False |
False |
1 |
10 |
1.1363 |
1.1140 |
0.0223 |
2.0% |
0.0026 |
0.2% |
78% |
False |
False |
1 |
20 |
1.1398 |
1.1140 |
0.0258 |
2.3% |
0.0025 |
0.2% |
67% |
False |
False |
1 |
40 |
1.1667 |
1.1140 |
0.0527 |
4.7% |
0.0030 |
0.3% |
33% |
False |
False |
2 |
60 |
1.1768 |
1.1140 |
0.0628 |
5.5% |
0.0025 |
0.2% |
28% |
False |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1411 |
2.618 |
1.1374 |
1.618 |
1.1351 |
1.000 |
1.1337 |
0.618 |
1.1328 |
HIGH |
1.1314 |
0.618 |
1.1305 |
0.500 |
1.1302 |
0.382 |
1.1299 |
LOW |
1.1291 |
0.618 |
1.1276 |
1.000 |
1.1268 |
1.618 |
1.1253 |
2.618 |
1.1230 |
4.250 |
1.1193 |
|
|
Fisher Pivots for day following 10-May-2024 |
Pivot |
1 day |
3 day |
R1 |
1.1310 |
1.1311 |
PP |
1.1306 |
1.1308 |
S1 |
1.1302 |
1.1305 |
|