CME Swiss Franc Future December 2024
| Trading Metrics calculated at close of trading on 17-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2024 |
17-May-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1317 |
1.1263 |
-0.0054 |
-0.5% |
1.1309 |
| High |
1.1317 |
1.1269 |
-0.0048 |
-0.4% |
1.1351 |
| Low |
1.1317 |
1.1261 |
-0.0056 |
-0.5% |
1.1261 |
| Close |
1.1317 |
1.1280 |
-0.0037 |
-0.3% |
1.1280 |
| Range |
0.0000 |
0.0008 |
0.0008 |
|
0.0090 |
| ATR |
0.0041 |
0.0042 |
0.0001 |
2.5% |
0.0000 |
| Volume |
1 |
4 |
3 |
300.0% |
6 |
|
| Daily Pivots for day following 17-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1292 |
1.1293 |
1.1284 |
|
| R3 |
1.1285 |
1.1286 |
1.1282 |
|
| R2 |
1.1277 |
1.1277 |
1.1281 |
|
| R1 |
1.1278 |
1.1278 |
1.1280 |
1.1278 |
| PP |
1.1270 |
1.1270 |
1.1270 |
1.1269 |
| S1 |
1.1271 |
1.1271 |
1.1279 |
1.1270 |
| S2 |
1.1262 |
1.1262 |
1.1278 |
|
| S3 |
1.1255 |
1.1263 |
1.1277 |
|
| S4 |
1.1247 |
1.1256 |
1.1275 |
|
|
| Weekly Pivots for week ending 17-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1566 |
1.1512 |
1.1329 |
|
| R3 |
1.1476 |
1.1423 |
1.1304 |
|
| R2 |
1.1387 |
1.1387 |
1.1296 |
|
| R1 |
1.1333 |
1.1333 |
1.1288 |
1.1315 |
| PP |
1.1297 |
1.1297 |
1.1297 |
1.1288 |
| S1 |
1.1244 |
1.1244 |
1.1271 |
1.1226 |
| S2 |
1.1208 |
1.1208 |
1.1263 |
|
| S3 |
1.1118 |
1.1154 |
1.1255 |
|
| S4 |
1.1029 |
1.1065 |
1.1230 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1351 |
1.1261 |
0.0090 |
0.8% |
0.0005 |
0.0% |
21% |
False |
True |
1 |
| 10 |
1.1351 |
1.1261 |
0.0090 |
0.8% |
0.0009 |
0.1% |
21% |
False |
True |
1 |
| 20 |
1.1363 |
1.1140 |
0.0223 |
2.0% |
0.0018 |
0.2% |
63% |
False |
False |
1 |
| 40 |
1.1478 |
1.1140 |
0.0338 |
3.0% |
0.0025 |
0.2% |
41% |
False |
False |
1 |
| 60 |
1.1768 |
1.1140 |
0.0628 |
5.6% |
0.0023 |
0.2% |
22% |
False |
False |
2 |
| 80 |
1.2055 |
1.1140 |
0.0915 |
8.1% |
0.0026 |
0.2% |
15% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1300 |
|
2.618 |
1.1288 |
|
1.618 |
1.1281 |
|
1.000 |
1.1276 |
|
0.618 |
1.1273 |
|
HIGH |
1.1269 |
|
0.618 |
1.1266 |
|
0.500 |
1.1265 |
|
0.382 |
1.1264 |
|
LOW |
1.1261 |
|
0.618 |
1.1256 |
|
1.000 |
1.1254 |
|
1.618 |
1.1249 |
|
2.618 |
1.1241 |
|
4.250 |
1.1229 |
|
|
| Fisher Pivots for day following 17-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1275 |
1.1306 |
| PP |
1.1270 |
1.1297 |
| S1 |
1.1265 |
1.1288 |
|