CME Swiss Franc Future December 2024
| Trading Metrics calculated at close of trading on 31-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2024 |
31-May-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1317 |
1.1325 |
0.0009 |
0.1% |
1.1219 |
| High |
1.1317 |
1.1352 |
0.0035 |
0.3% |
1.1352 |
| Low |
1.1317 |
1.1277 |
-0.0040 |
-0.4% |
1.1198 |
| Close |
1.1317 |
1.1325 |
0.0009 |
0.1% |
1.1325 |
| Range |
0.0000 |
0.0075 |
0.0075 |
|
0.0154 |
| ATR |
0.0040 |
0.0043 |
0.0002 |
6.1% |
0.0000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 31-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1543 |
1.1509 |
1.1366 |
|
| R3 |
1.1468 |
1.1434 |
1.1346 |
|
| R2 |
1.1393 |
1.1393 |
1.1339 |
|
| R1 |
1.1359 |
1.1359 |
1.1332 |
1.1363 |
| PP |
1.1318 |
1.1318 |
1.1318 |
1.1320 |
| S1 |
1.1284 |
1.1284 |
1.1318 |
1.1288 |
| S2 |
1.1243 |
1.1243 |
1.1311 |
|
| S3 |
1.1168 |
1.1209 |
1.1304 |
|
| S4 |
1.1093 |
1.1134 |
1.1284 |
|
|
| Weekly Pivots for week ending 31-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1752 |
1.1692 |
1.1409 |
|
| R3 |
1.1599 |
1.1539 |
1.1367 |
|
| R2 |
1.1445 |
1.1445 |
1.1353 |
|
| R1 |
1.1385 |
1.1385 |
1.1339 |
1.1415 |
| PP |
1.1292 |
1.1292 |
1.1292 |
1.1307 |
| S1 |
1.1232 |
1.1232 |
1.1311 |
1.1262 |
| S2 |
1.1138 |
1.1138 |
1.1297 |
|
| S3 |
1.0985 |
1.1078 |
1.1283 |
|
| S4 |
1.0831 |
1.0925 |
1.1241 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1352 |
1.1180 |
0.0172 |
1.5% |
0.0019 |
0.2% |
85% |
True |
False |
1 |
| 10 |
1.1352 |
1.1180 |
0.0172 |
1.5% |
0.0011 |
0.1% |
85% |
True |
False |
1 |
| 20 |
1.1363 |
1.1180 |
0.0183 |
1.6% |
0.0014 |
0.1% |
79% |
False |
False |
1 |
| 40 |
1.1428 |
1.1140 |
0.0288 |
2.5% |
0.0021 |
0.2% |
64% |
False |
False |
1 |
| 60 |
1.1768 |
1.1140 |
0.0628 |
5.5% |
0.0024 |
0.2% |
29% |
False |
False |
1 |
| 80 |
1.1868 |
1.1140 |
0.0728 |
6.4% |
0.0022 |
0.2% |
25% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1670 |
|
2.618 |
1.1548 |
|
1.618 |
1.1473 |
|
1.000 |
1.1427 |
|
0.618 |
1.1398 |
|
HIGH |
1.1352 |
|
0.618 |
1.1323 |
|
0.500 |
1.1314 |
|
0.382 |
1.1305 |
|
LOW |
1.1277 |
|
0.618 |
1.1230 |
|
1.000 |
1.1202 |
|
1.618 |
1.1155 |
|
2.618 |
1.1080 |
|
4.250 |
1.0958 |
|
|
| Fisher Pivots for day following 31-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1321 |
1.1308 |
| PP |
1.1318 |
1.1292 |
| S1 |
1.1314 |
1.1275 |
|