CME Swiss Franc Future December 2024
Trading Metrics calculated at close of trading on 24-May-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2024 |
24-May-2024 |
Change |
Change % |
Previous Week |
Open |
1.1186 |
1.1180 |
-0.0006 |
-0.1% |
1.1263 |
High |
1.1186 |
1.1200 |
0.0014 |
0.1% |
1.1263 |
Low |
1.1186 |
1.1180 |
-0.0006 |
-0.1% |
1.1180 |
Close |
1.1186 |
1.1191 |
0.0005 |
0.0% |
1.1191 |
Range |
0.0000 |
0.0020 |
0.0020 |
|
0.0083 |
ATR |
0.0037 |
0.0036 |
-0.0001 |
-3.3% |
0.0000 |
Volume |
0 |
5 |
5 |
|
9 |
|
Daily Pivots for day following 24-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1250 |
1.1240 |
1.1202 |
|
R3 |
1.1230 |
1.1220 |
1.1196 |
|
R2 |
1.1210 |
1.1210 |
1.1194 |
|
R1 |
1.1200 |
1.1200 |
1.1192 |
1.1205 |
PP |
1.1190 |
1.1190 |
1.1190 |
1.1193 |
S1 |
1.1180 |
1.1180 |
1.1189 |
1.1185 |
S2 |
1.1170 |
1.1170 |
1.1187 |
|
S3 |
1.1150 |
1.1160 |
1.1185 |
|
S4 |
1.1130 |
1.1140 |
1.1180 |
|
|
Weekly Pivots for week ending 24-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1460 |
1.1408 |
1.1236 |
|
R3 |
1.1377 |
1.1325 |
1.1213 |
|
R2 |
1.1294 |
1.1294 |
1.1206 |
|
R1 |
1.1242 |
1.1242 |
1.1198 |
1.1227 |
PP |
1.1211 |
1.1211 |
1.1211 |
1.1203 |
S1 |
1.1159 |
1.1159 |
1.1183 |
1.1144 |
S2 |
1.1128 |
1.1128 |
1.1175 |
|
S3 |
1.1045 |
1.1076 |
1.1168 |
|
S4 |
1.0962 |
1.0993 |
1.1145 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1263 |
1.1180 |
0.0083 |
0.7% |
0.0005 |
0.0% |
13% |
False |
True |
1 |
10 |
1.1351 |
1.1180 |
0.0171 |
1.5% |
0.0005 |
0.0% |
6% |
False |
True |
1 |
20 |
1.1363 |
1.1140 |
0.0223 |
2.0% |
0.0015 |
0.1% |
23% |
False |
False |
1 |
40 |
1.1428 |
1.1140 |
0.0288 |
2.6% |
0.0021 |
0.2% |
18% |
False |
False |
1 |
60 |
1.1768 |
1.1140 |
0.0628 |
5.6% |
0.0024 |
0.2% |
8% |
False |
False |
2 |
80 |
1.2055 |
1.1140 |
0.0915 |
8.2% |
0.0024 |
0.2% |
6% |
False |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1285 |
2.618 |
1.1252 |
1.618 |
1.1232 |
1.000 |
1.1220 |
0.618 |
1.1212 |
HIGH |
1.1200 |
0.618 |
1.1192 |
0.500 |
1.1190 |
0.382 |
1.1188 |
LOW |
1.1180 |
0.618 |
1.1168 |
1.000 |
1.1160 |
1.618 |
1.1148 |
2.618 |
1.1128 |
4.250 |
1.1095 |
|
|
Fisher Pivots for day following 24-May-2024 |
Pivot |
1 day |
3 day |
R1 |
1.1190 |
1.1190 |
PP |
1.1190 |
1.1190 |
S1 |
1.1190 |
1.1190 |
|