CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 08-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2024 |
08-May-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1089 |
1.1058 |
-0.0032 |
-0.3% |
1.0995 |
| High |
1.1091 |
1.1069 |
-0.0023 |
-0.2% |
1.1160 |
| Low |
1.1047 |
1.1042 |
-0.0006 |
0.0% |
1.0900 |
| Close |
1.1049 |
1.1059 |
0.0011 |
0.1% |
1.1104 |
| Range |
0.0044 |
0.0027 |
-0.0017 |
-38.6% |
0.0260 |
| ATR |
0.0072 |
0.0069 |
-0.0003 |
-4.5% |
0.0000 |
| Volume |
24,284 |
22,863 |
-1,421 |
-5.9% |
198,922 |
|
| Daily Pivots for day following 08-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1137 |
1.1125 |
1.1074 |
|
| R3 |
1.1110 |
1.1098 |
1.1066 |
|
| R2 |
1.1083 |
1.1083 |
1.1064 |
|
| R1 |
1.1071 |
1.1071 |
1.1061 |
1.1077 |
| PP |
1.1056 |
1.1056 |
1.1056 |
1.1059 |
| S1 |
1.1044 |
1.1044 |
1.1057 |
1.1050 |
| S2 |
1.1029 |
1.1029 |
1.1054 |
|
| S3 |
1.1002 |
1.1017 |
1.1052 |
|
| S4 |
1.0975 |
1.0990 |
1.1044 |
|
|
| Weekly Pivots for week ending 03-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1834 |
1.1729 |
1.1247 |
|
| R3 |
1.1574 |
1.1469 |
1.1175 |
|
| R2 |
1.1314 |
1.1314 |
1.1151 |
|
| R1 |
1.1209 |
1.1209 |
1.1127 |
1.1262 |
| PP |
1.1054 |
1.1054 |
1.1054 |
1.1081 |
| S1 |
1.0949 |
1.0949 |
1.1080 |
1.1002 |
| S2 |
1.0794 |
1.0794 |
1.1056 |
|
| S3 |
1.0534 |
1.0689 |
1.1032 |
|
| S4 |
1.0274 |
1.0429 |
1.0961 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1160 |
1.0956 |
0.0204 |
1.8% |
0.0066 |
0.6% |
51% |
False |
False |
29,227 |
| 10 |
1.1160 |
1.0900 |
0.0260 |
2.4% |
0.0073 |
0.7% |
61% |
False |
False |
32,263 |
| 20 |
1.1169 |
1.0900 |
0.0269 |
2.4% |
0.0067 |
0.6% |
59% |
False |
False |
29,599 |
| 40 |
1.1525 |
1.0900 |
0.0625 |
5.7% |
0.0071 |
0.6% |
26% |
False |
False |
29,989 |
| 60 |
1.1577 |
1.0900 |
0.0678 |
6.1% |
0.0067 |
0.6% |
24% |
False |
False |
20,802 |
| 80 |
1.1897 |
1.0900 |
0.0998 |
9.0% |
0.0065 |
0.6% |
16% |
False |
False |
15,610 |
| 100 |
1.2197 |
1.0900 |
0.1297 |
11.7% |
0.0065 |
0.6% |
12% |
False |
False |
12,497 |
| 120 |
1.2197 |
1.0900 |
0.1297 |
11.7% |
0.0060 |
0.5% |
12% |
False |
False |
10,415 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1183 |
|
2.618 |
1.1139 |
|
1.618 |
1.1112 |
|
1.000 |
1.1096 |
|
0.618 |
1.1085 |
|
HIGH |
1.1069 |
|
0.618 |
1.1058 |
|
0.500 |
1.1055 |
|
0.382 |
1.1052 |
|
LOW |
1.1042 |
|
0.618 |
1.1025 |
|
1.000 |
1.1015 |
|
1.618 |
1.0998 |
|
2.618 |
1.0971 |
|
4.250 |
1.0927 |
|
|
| Fisher Pivots for day following 08-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1058 |
1.1081 |
| PP |
1.1056 |
1.1074 |
| S1 |
1.1055 |
1.1066 |
|