CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 01-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2024 |
01-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1157 |
1.1189 |
0.0033 |
0.3% |
1.1248 |
| High |
1.1207 |
1.1200 |
-0.0007 |
-0.1% |
1.1259 |
| Low |
1.1127 |
1.1136 |
0.0009 |
0.1% |
1.1120 |
| Close |
1.1182 |
1.1141 |
-0.0041 |
-0.4% |
1.1182 |
| Range |
0.0080 |
0.0064 |
-0.0016 |
-20.0% |
0.0139 |
| ATR |
0.0067 |
0.0067 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
33,390 |
18,987 |
-14,403 |
-43.1% |
100,209 |
|
| Daily Pivots for day following 01-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1351 |
1.1310 |
1.1176 |
|
| R3 |
1.1287 |
1.1246 |
1.1159 |
|
| R2 |
1.1223 |
1.1223 |
1.1153 |
|
| R1 |
1.1182 |
1.1182 |
1.1147 |
1.1171 |
| PP |
1.1159 |
1.1159 |
1.1159 |
1.1153 |
| S1 |
1.1118 |
1.1118 |
1.1135 |
1.1107 |
| S2 |
1.1095 |
1.1095 |
1.1129 |
|
| S3 |
1.1031 |
1.1054 |
1.1123 |
|
| S4 |
1.0967 |
1.0990 |
1.1106 |
|
|
| Weekly Pivots for week ending 29-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1604 |
1.1532 |
1.1258 |
|
| R3 |
1.1465 |
1.1393 |
1.1220 |
|
| R2 |
1.1326 |
1.1326 |
1.1207 |
|
| R1 |
1.1254 |
1.1254 |
1.1195 |
1.1220 |
| PP |
1.1187 |
1.1187 |
1.1187 |
1.1170 |
| S1 |
1.1115 |
1.1115 |
1.1169 |
1.1081 |
| S2 |
1.1048 |
1.1048 |
1.1157 |
|
| S3 |
1.0909 |
1.0976 |
1.1144 |
|
| S4 |
1.0770 |
1.0837 |
1.1106 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1259 |
1.1120 |
0.0139 |
1.2% |
0.0059 |
0.5% |
15% |
False |
False |
23,839 |
| 10 |
1.1445 |
1.1120 |
0.0326 |
2.9% |
0.0075 |
0.7% |
7% |
False |
False |
28,478 |
| 20 |
1.1577 |
1.1120 |
0.0458 |
4.1% |
0.0067 |
0.6% |
5% |
False |
False |
22,724 |
| 40 |
1.1855 |
1.1120 |
0.0736 |
6.6% |
0.0062 |
0.6% |
3% |
False |
False |
11,404 |
| 60 |
1.2022 |
1.1120 |
0.0902 |
8.1% |
0.0062 |
0.6% |
2% |
False |
False |
7,609 |
| 80 |
1.2197 |
1.1120 |
0.1077 |
9.7% |
0.0062 |
0.6% |
2% |
False |
False |
5,717 |
| 100 |
1.2197 |
1.1120 |
0.1077 |
9.7% |
0.0053 |
0.5% |
2% |
False |
False |
4,574 |
| 120 |
1.2197 |
1.1120 |
0.1077 |
9.7% |
0.0051 |
0.5% |
2% |
False |
False |
3,812 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1472 |
|
2.618 |
1.1368 |
|
1.618 |
1.1304 |
|
1.000 |
1.1264 |
|
0.618 |
1.1240 |
|
HIGH |
1.1200 |
|
0.618 |
1.1176 |
|
0.500 |
1.1168 |
|
0.382 |
1.1160 |
|
LOW |
1.1136 |
|
0.618 |
1.1096 |
|
1.000 |
1.1072 |
|
1.618 |
1.1032 |
|
2.618 |
1.0968 |
|
4.250 |
1.0864 |
|
|
| Fisher Pivots for day following 01-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1168 |
1.1163 |
| PP |
1.1159 |
1.1156 |
| S1 |
1.1150 |
1.1148 |
|