CME Swiss Franc Future December 2024
Trading Metrics calculated at close of trading on 20-May-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2024 |
20-May-2024 |
Change |
Change % |
Previous Week |
Open |
1.1263 |
1.1263 |
0.0000 |
0.0% |
1.1309 |
High |
1.1269 |
1.1263 |
-0.0006 |
0.0% |
1.1351 |
Low |
1.1261 |
1.1259 |
-0.0002 |
0.0% |
1.1261 |
Close |
1.1280 |
1.1259 |
-0.0021 |
-0.2% |
1.1280 |
Range |
0.0008 |
0.0004 |
-0.0004 |
-46.7% |
0.0090 |
ATR |
0.0042 |
0.0041 |
-0.0002 |
-3.7% |
0.0000 |
Volume |
4 |
4 |
0 |
0.0% |
6 |
|
Daily Pivots for day following 20-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1272 |
1.1270 |
1.1261 |
|
R3 |
1.1268 |
1.1266 |
1.1260 |
|
R2 |
1.1264 |
1.1264 |
1.1260 |
|
R1 |
1.1262 |
1.1262 |
1.1259 |
1.1261 |
PP |
1.1260 |
1.1260 |
1.1260 |
1.1260 |
S1 |
1.1258 |
1.1258 |
1.1259 |
1.1257 |
S2 |
1.1256 |
1.1256 |
1.1258 |
|
S3 |
1.1252 |
1.1254 |
1.1258 |
|
S4 |
1.1248 |
1.1250 |
1.1257 |
|
|
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 |
1.1259 |
0.0092 |
0.8% |
0.0002 |
0.0% |
0% |
False |
True |
1 |
10 |
1.1351 |
1.1259 |
0.0092 |
0.8% |
0.0007 |
0.1% |
0% |
False |
True |
1 |
20 |
1.1363 |
1.1140 |
0.0223 |
2.0% |
0.0018 |
0.2% |
53% |
False |
False |
1 |
40 |
1.1453 |
1.1140 |
0.0313 |
2.8% |
0.0023 |
0.2% |
38% |
False |
False |
1 |
60 |
1.1768 |
1.1140 |
0.0628 |
5.6% |
0.0023 |
0.2% |
19% |
False |
False |
2 |
80 |
1.2055 |
1.1140 |
0.0915 |
8.1% |
0.0026 |
0.2% |
13% |
False |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1280 |
2.618 |
1.1273 |
1.618 |
1.1269 |
1.000 |
1.1267 |
0.618 |
1.1265 |
HIGH |
1.1263 |
0.618 |
1.1261 |
0.500 |
1.1261 |
0.382 |
1.1261 |
LOW |
1.1259 |
0.618 |
1.1257 |
1.000 |
1.1255 |
1.618 |
1.1253 |
2.618 |
1.1249 |
4.250 |
1.1242 |
|
|
Fisher Pivots for day following 20-May-2024 |
Pivot |
1 day |
3 day |
R1 |
1.1261 |
1.1288 |
PP |
1.1260 |
1.1278 |
S1 |
1.1260 |
1.1269 |
|