CME Swiss Franc Future December 2024
Trading Metrics calculated at close of trading on 29-May-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2024 |
29-May-2024 |
Change |
Change % |
Previous Week |
Open |
1.1219 |
1.1198 |
-0.0021 |
-0.2% |
1.1263 |
High |
1.1219 |
1.1198 |
-0.0021 |
-0.2% |
1.1263 |
Low |
1.1219 |
1.1198 |
-0.0021 |
-0.2% |
1.1180 |
Close |
1.1219 |
1.1198 |
-0.0021 |
-0.2% |
1.1191 |
Range |
|
|
|
|
|
ATR |
0.0035 |
0.0034 |
-0.0001 |
-2.9% |
0.0000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1198 |
1.1198 |
1.1198 |
|
R3 |
1.1198 |
1.1198 |
1.1198 |
|
R2 |
1.1198 |
1.1198 |
1.1198 |
|
R1 |
1.1198 |
1.1198 |
1.1198 |
1.1198 |
PP |
1.1198 |
1.1198 |
1.1198 |
1.1198 |
S1 |
1.1198 |
1.1198 |
1.1198 |
1.1198 |
S2 |
1.1198 |
1.1198 |
1.1198 |
|
S3 |
1.1198 |
1.1198 |
1.1198 |
|
S4 |
1.1198 |
1.1198 |
1.1198 |
|
|
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 |
1.1219 |
1.1180 |
0.0039 |
0.3% |
0.0004 |
0.0% |
46% |
False |
False |
1 |
10 |
1.1351 |
1.1180 |
0.0171 |
1.5% |
0.0003 |
0.0% |
11% |
False |
False |
1 |
20 |
1.1363 |
1.1140 |
0.0223 |
2.0% |
0.0013 |
0.1% |
26% |
False |
False |
1 |
40 |
1.1428 |
1.1140 |
0.0288 |
2.6% |
0.0021 |
0.2% |
20% |
False |
False |
1 |
60 |
1.1768 |
1.1140 |
0.0628 |
5.6% |
0.0022 |
0.2% |
9% |
False |
False |
1 |
80 |
1.1890 |
1.1140 |
0.0750 |
6.7% |
0.0022 |
0.2% |
8% |
False |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1198 |
2.618 |
1.1198 |
1.618 |
1.1198 |
1.000 |
1.1198 |
0.618 |
1.1198 |
HIGH |
1.1198 |
0.618 |
1.1198 |
0.500 |
1.1198 |
0.382 |
1.1198 |
LOW |
1.1198 |
0.618 |
1.1198 |
1.000 |
1.1198 |
1.618 |
1.1198 |
2.618 |
1.1198 |
4.250 |
1.1198 |
|
|
Fisher Pivots for day following 29-May-2024 |
Pivot |
1 day |
3 day |
R1 |
1.1198 |
1.1200 |
PP |
1.1198 |
1.1199 |
S1 |
1.1198 |
1.1199 |
|