CME Swiss Franc Future December 2024
Trading Metrics calculated at close of trading on 13-May-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2024 |
13-May-2024 |
Change |
Change % |
Previous Week |
Open |
1.1314 |
1.1309 |
-0.0005 |
0.0% |
1.1340 |
High |
1.1314 |
1.1309 |
-0.0005 |
0.0% |
1.1340 |
Low |
1.1291 |
1.1290 |
-0.0001 |
0.0% |
1.1282 |
Close |
1.1314 |
1.1290 |
-0.0024 |
-0.2% |
1.1314 |
Range |
0.0023 |
0.0020 |
-0.0004 |
-15.2% |
0.0059 |
ATR |
0.0045 |
0.0043 |
-0.0001 |
-3.3% |
0.0000 |
Volume |
0 |
1 |
1 |
|
5 |
|
Daily Pivots for day following 13-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1355 |
1.1342 |
1.1300 |
|
R3 |
1.1335 |
1.1322 |
1.1295 |
|
R2 |
1.1316 |
1.1316 |
1.1293 |
|
R1 |
1.1303 |
1.1303 |
1.1291 |
1.1299 |
PP |
1.1296 |
1.1296 |
1.1296 |
1.1294 |
S1 |
1.1283 |
1.1283 |
1.1288 |
1.1280 |
S2 |
1.1277 |
1.1277 |
1.1286 |
|
S3 |
1.1257 |
1.1264 |
1.1284 |
|
S4 |
1.1238 |
1.1244 |
1.1279 |
|
|
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 |
1.1320 |
1.1282 |
0.0038 |
0.3% |
0.0012 |
0.1% |
21% |
False |
False |
|
10 |
1.1363 |
1.1140 |
0.0223 |
2.0% |
0.0028 |
0.2% |
67% |
False |
False |
1 |
20 |
1.1398 |
1.1140 |
0.0258 |
2.3% |
0.0024 |
0.2% |
58% |
False |
False |
1 |
40 |
1.1620 |
1.1140 |
0.0480 |
4.3% |
0.0030 |
0.3% |
31% |
False |
False |
2 |
60 |
1.1768 |
1.1140 |
0.0628 |
5.6% |
0.0024 |
0.2% |
24% |
False |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1392 |
2.618 |
1.1360 |
1.618 |
1.1341 |
1.000 |
1.1329 |
0.618 |
1.1321 |
HIGH |
1.1309 |
0.618 |
1.1302 |
0.500 |
1.1299 |
0.382 |
1.1297 |
LOW |
1.1290 |
0.618 |
1.1277 |
1.000 |
1.1270 |
1.618 |
1.1258 |
2.618 |
1.1238 |
4.250 |
1.1207 |
|
|
Fisher Pivots for day following 13-May-2024 |
Pivot |
1 day |
3 day |
R1 |
1.1299 |
1.1305 |
PP |
1.1296 |
1.1300 |
S1 |
1.1293 |
1.1295 |
|