CME Swiss Franc Future June 2024
Trading Metrics calculated at close of trading on 06-May-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2024 |
06-May-2024 |
Change |
Change % |
Previous Week |
Open |
1.1038 |
1.1100 |
0.0062 |
0.6% |
1.0995 |
High |
1.1160 |
1.1121 |
-0.0039 |
-0.3% |
1.1160 |
Low |
1.1037 |
1.1083 |
0.0046 |
0.4% |
1.0900 |
Close |
1.1104 |
1.1091 |
-0.0013 |
-0.1% |
1.1104 |
Range |
0.0123 |
0.0038 |
-0.0085 |
-69.4% |
0.0260 |
ATR |
0.0077 |
0.0075 |
-0.0003 |
-3.7% |
0.0000 |
Volume |
37,398 |
21,124 |
-16,274 |
-43.5% |
198,922 |
|
Daily Pivots for day following 06-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1211 |
1.1188 |
1.1112 |
|
R3 |
1.1173 |
1.1151 |
1.1101 |
|
R2 |
1.1136 |
1.1136 |
1.1098 |
|
R1 |
1.1113 |
1.1113 |
1.1094 |
1.1106 |
PP |
1.1098 |
1.1098 |
1.1098 |
1.1094 |
S1 |
1.1076 |
1.1076 |
1.1088 |
1.1068 |
S2 |
1.1061 |
1.1061 |
1.1084 |
|
S3 |
1.1023 |
1.1038 |
1.1081 |
|
S4 |
1.0986 |
1.1001 |
1.1070 |
|
|
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 |
1.0900 |
0.0260 |
2.3% |
0.0093 |
0.8% |
74% |
False |
False |
36,805 |
10 |
1.1160 |
1.0900 |
0.0260 |
2.3% |
0.0076 |
0.7% |
74% |
False |
False |
33,044 |
20 |
1.1182 |
1.0900 |
0.0282 |
2.5% |
0.0074 |
0.7% |
68% |
False |
False |
30,516 |
40 |
1.1551 |
1.0900 |
0.0651 |
5.9% |
0.0072 |
0.6% |
29% |
False |
False |
29,760 |
60 |
1.1605 |
1.0900 |
0.0706 |
6.4% |
0.0066 |
0.6% |
27% |
False |
False |
20,017 |
80 |
1.1971 |
1.0900 |
0.1071 |
9.7% |
0.0066 |
0.6% |
18% |
False |
False |
15,021 |
100 |
1.2197 |
1.0900 |
0.1297 |
11.7% |
0.0066 |
0.6% |
15% |
False |
False |
12,025 |
120 |
1.2197 |
1.0900 |
0.1297 |
11.7% |
0.0060 |
0.5% |
15% |
False |
False |
10,022 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1280 |
2.618 |
1.1219 |
1.618 |
1.1181 |
1.000 |
1.1158 |
0.618 |
1.1144 |
HIGH |
1.1121 |
0.618 |
1.1106 |
0.500 |
1.1102 |
0.382 |
1.1097 |
LOW |
1.1083 |
0.618 |
1.1060 |
1.000 |
1.1046 |
1.618 |
1.1022 |
2.618 |
1.0985 |
4.250 |
1.0924 |
|
|
Fisher Pivots for day following 06-May-2024 |
Pivot |
1 day |
3 day |
R1 |
1.1102 |
1.1080 |
PP |
1.1098 |
1.1069 |
S1 |
1.1095 |
1.1058 |
|