CME Swiss Franc Future December 2024
Trading Metrics calculated at close of trading on 15-May-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2024 |
15-May-2024 |
Change |
Change % |
Previous Week |
Open |
1.1307 |
1.1351 |
0.0044 |
0.4% |
1.1340 |
High |
1.1307 |
1.1351 |
0.0044 |
0.4% |
1.1340 |
Low |
1.1307 |
1.1351 |
0.0044 |
0.4% |
1.1282 |
Close |
1.1307 |
1.1351 |
0.0044 |
0.4% |
1.1314 |
Range |
|
|
|
|
|
ATR |
0.0041 |
0.0042 |
0.0000 |
0.4% |
0.0000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1351 |
1.1351 |
1.1351 |
|
R3 |
1.1351 |
1.1351 |
1.1351 |
|
R2 |
1.1351 |
1.1351 |
1.1351 |
|
R1 |
1.1351 |
1.1351 |
1.1351 |
1.1351 |
PP |
1.1351 |
1.1351 |
1.1351 |
1.1351 |
S1 |
1.1351 |
1.1351 |
1.1351 |
1.1351 |
S2 |
1.1351 |
1.1351 |
1.1351 |
|
S3 |
1.1351 |
1.1351 |
1.1351 |
|
S4 |
1.1351 |
1.1351 |
1.1351 |
|
|
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 |
1.1351 |
1.1290 |
0.0061 |
0.5% |
0.0009 |
0.1% |
100% |
True |
False |
|
10 |
1.1363 |
1.1272 |
0.0091 |
0.8% |
0.0017 |
0.1% |
86% |
False |
False |
|
20 |
1.1398 |
1.1140 |
0.0258 |
2.3% |
0.0024 |
0.2% |
82% |
False |
False |
|
40 |
1.1611 |
1.1140 |
0.0471 |
4.1% |
0.0028 |
0.2% |
45% |
False |
False |
1 |
60 |
1.1768 |
1.1140 |
0.0628 |
5.5% |
0.0023 |
0.2% |
34% |
False |
False |
2 |
80 |
1.2055 |
1.1140 |
0.0915 |
8.1% |
0.0026 |
0.2% |
23% |
False |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1351 |
2.618 |
1.1351 |
1.618 |
1.1351 |
1.000 |
1.1351 |
0.618 |
1.1351 |
HIGH |
1.1351 |
0.618 |
1.1351 |
0.500 |
1.1351 |
0.382 |
1.1351 |
LOW |
1.1351 |
0.618 |
1.1351 |
1.000 |
1.1351 |
1.618 |
1.1351 |
2.618 |
1.1351 |
4.250 |
1.1351 |
|
|
Fisher Pivots for day following 15-May-2024 |
Pivot |
1 day |
3 day |
R1 |
1.1351 |
1.1340 |
PP |
1.1351 |
1.1330 |
S1 |
1.1351 |
1.1320 |
|