CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 14-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2024 |
14-May-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1085 |
1.1052 |
-0.0033 |
-0.3% |
1.1100 |
| High |
1.1100 |
1.1087 |
-0.0014 |
-0.1% |
1.1121 |
| Low |
1.1049 |
1.1018 |
-0.0031 |
-0.3% |
1.1038 |
| Close |
1.1057 |
1.1073 |
0.0017 |
0.1% |
1.1080 |
| Range |
0.0051 |
0.0069 |
0.0018 |
34.3% |
0.0083 |
| ATR |
0.0065 |
0.0065 |
0.0000 |
0.4% |
0.0000 |
| Volume |
27,230 |
26,550 |
-680 |
-2.5% |
114,970 |
|
| Daily Pivots for day following 14-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1265 |
1.1237 |
1.1111 |
|
| R3 |
1.1196 |
1.1169 |
1.1092 |
|
| R2 |
1.1128 |
1.1128 |
1.1086 |
|
| R1 |
1.1100 |
1.1100 |
1.1079 |
1.1114 |
| PP |
1.1059 |
1.1059 |
1.1059 |
1.1066 |
| S1 |
1.1032 |
1.1032 |
1.1067 |
1.1046 |
| S2 |
1.0991 |
1.0991 |
1.1060 |
|
| S3 |
1.0922 |
1.0963 |
1.1054 |
|
| S4 |
1.0854 |
1.0895 |
1.1035 |
|
|
| Weekly Pivots for week ending 10-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1328 |
1.1287 |
1.1126 |
|
| R3 |
1.1245 |
1.1204 |
1.1103 |
|
| R2 |
1.1162 |
1.1162 |
1.1095 |
|
| R1 |
1.1121 |
1.1121 |
1.1088 |
1.1100 |
| PP |
1.1079 |
1.1079 |
1.1079 |
1.1069 |
| S1 |
1.1038 |
1.1038 |
1.1072 |
1.1017 |
| S2 |
1.0996 |
1.0996 |
1.1065 |
|
| S3 |
1.0913 |
1.0955 |
1.1057 |
|
| S4 |
1.0830 |
1.0872 |
1.1034 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1100 |
1.1018 |
0.0082 |
0.7% |
0.0047 |
0.4% |
67% |
False |
True |
24,668 |
| 10 |
1.1160 |
1.0900 |
0.0260 |
2.3% |
0.0064 |
0.6% |
67% |
False |
False |
27,862 |
| 20 |
1.1169 |
1.0900 |
0.0269 |
2.4% |
0.0066 |
0.6% |
64% |
False |
False |
28,965 |
| 40 |
1.1419 |
1.0900 |
0.0519 |
4.7% |
0.0070 |
0.6% |
33% |
False |
False |
28,875 |
| 60 |
1.1577 |
1.0900 |
0.0678 |
6.1% |
0.0065 |
0.6% |
26% |
False |
False |
22,471 |
| 80 |
1.1860 |
1.0900 |
0.0961 |
8.7% |
0.0064 |
0.6% |
18% |
False |
False |
16,863 |
| 100 |
1.2197 |
1.0900 |
0.1297 |
11.7% |
0.0064 |
0.6% |
13% |
False |
False |
13,494 |
| 120 |
1.2197 |
1.0900 |
0.1297 |
11.7% |
0.0061 |
0.6% |
13% |
False |
False |
11,252 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1378 |
|
2.618 |
1.1266 |
|
1.618 |
1.1197 |
|
1.000 |
1.1155 |
|
0.618 |
1.1129 |
|
HIGH |
1.1087 |
|
0.618 |
1.1060 |
|
0.500 |
1.1052 |
|
0.382 |
1.1044 |
|
LOW |
1.1018 |
|
0.618 |
1.0976 |
|
1.000 |
1.0950 |
|
1.618 |
1.0907 |
|
2.618 |
1.0839 |
|
4.250 |
1.0727 |
|
|
| Fisher Pivots for day following 14-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1066 |
1.1068 |
| PP |
1.1059 |
1.1064 |
| S1 |
1.1052 |
1.1059 |
|