CME Swiss Franc Future December 2024
Trading Metrics calculated at close of trading on 23-May-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2024 |
23-May-2024 |
Change |
Change % |
Previous Week |
Open |
1.1190 |
1.1186 |
-0.0004 |
0.0% |
1.1309 |
High |
1.1190 |
1.1186 |
-0.0004 |
0.0% |
1.1351 |
Low |
1.1190 |
1.1186 |
-0.0004 |
0.0% |
1.1261 |
Close |
1.1190 |
1.1186 |
-0.0004 |
0.0% |
1.1280 |
Range |
|
|
|
|
|
ATR |
0.0040 |
0.0037 |
-0.0003 |
-6.5% |
0.0000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1186 |
1.1186 |
1.1186 |
|
R3 |
1.1186 |
1.1186 |
1.1186 |
|
R2 |
1.1186 |
1.1186 |
1.1186 |
|
R1 |
1.1186 |
1.1186 |
1.1186 |
1.1186 |
PP |
1.1186 |
1.1186 |
1.1186 |
1.1186 |
S1 |
1.1186 |
1.1186 |
1.1186 |
1.1186 |
S2 |
1.1186 |
1.1186 |
1.1186 |
|
S3 |
1.1186 |
1.1186 |
1.1186 |
|
S4 |
1.1186 |
1.1186 |
1.1186 |
|
|
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 |
1.1269 |
1.1186 |
0.0083 |
0.7% |
0.0002 |
0.0% |
0% |
False |
True |
1 |
10 |
1.1351 |
1.1186 |
0.0165 |
1.5% |
0.0005 |
0.0% |
0% |
False |
True |
1 |
20 |
1.1363 |
1.1140 |
0.0223 |
2.0% |
0.0016 |
0.1% |
21% |
False |
False |
1 |
40 |
1.1430 |
1.1140 |
0.0290 |
2.6% |
0.0022 |
0.2% |
16% |
False |
False |
1 |
60 |
1.1768 |
1.1140 |
0.0628 |
5.6% |
0.0023 |
0.2% |
7% |
False |
False |
2 |
80 |
1.2055 |
1.1140 |
0.0915 |
8.2% |
0.0025 |
0.2% |
5% |
False |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1186 |
2.618 |
1.1186 |
1.618 |
1.1186 |
1.000 |
1.1186 |
0.618 |
1.1186 |
HIGH |
1.1186 |
0.618 |
1.1186 |
0.500 |
1.1186 |
0.382 |
1.1186 |
LOW |
1.1186 |
0.618 |
1.1186 |
1.000 |
1.1186 |
1.618 |
1.1186 |
2.618 |
1.1186 |
4.250 |
1.1186 |
|
|
Fisher Pivots for day following 23-May-2024 |
Pivot |
1 day |
3 day |
R1 |
1.1186 |
1.1213 |
PP |
1.1186 |
1.1204 |
S1 |
1.1186 |
1.1195 |
|