CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 02-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2024 |
02-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1189 |
1.1153 |
-0.0036 |
-0.3% |
1.1248 |
| High |
1.1200 |
1.1153 |
-0.0047 |
-0.4% |
1.1259 |
| Low |
1.1136 |
1.1090 |
-0.0046 |
-0.4% |
1.1120 |
| Close |
1.1141 |
1.1105 |
-0.0036 |
-0.3% |
1.1182 |
| Range |
0.0064 |
0.0063 |
-0.0001 |
-1.6% |
0.0139 |
| ATR |
0.0067 |
0.0067 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
18,987 |
26,524 |
7,537 |
39.7% |
100,209 |
|
| Daily Pivots for day following 02-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1305 |
1.1268 |
1.1140 |
|
| R3 |
1.1242 |
1.1205 |
1.1122 |
|
| R2 |
1.1179 |
1.1179 |
1.1117 |
|
| R1 |
1.1142 |
1.1142 |
1.1111 |
1.1129 |
| PP |
1.1116 |
1.1116 |
1.1116 |
1.1110 |
| S1 |
1.1079 |
1.1079 |
1.1099 |
1.1066 |
| S2 |
1.1053 |
1.1053 |
1.1093 |
|
| S3 |
1.0990 |
1.1016 |
1.1088 |
|
| S4 |
1.0927 |
1.0953 |
1.1070 |
|
|
| 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 |
1.1227 |
1.1090 |
0.0137 |
1.2% |
0.0064 |
0.6% |
11% |
False |
True |
25,458 |
| 10 |
1.1419 |
1.1090 |
0.0329 |
3.0% |
0.0074 |
0.7% |
5% |
False |
True |
28,875 |
| 20 |
1.1577 |
1.1090 |
0.0487 |
4.4% |
0.0066 |
0.6% |
3% |
False |
True |
24,013 |
| 40 |
1.1695 |
1.1090 |
0.0605 |
5.4% |
0.0060 |
0.5% |
2% |
False |
True |
12,064 |
| 60 |
1.2022 |
1.1090 |
0.0932 |
8.4% |
0.0063 |
0.6% |
2% |
False |
True |
8,051 |
| 80 |
1.2197 |
1.1090 |
0.1107 |
10.0% |
0.0062 |
0.6% |
1% |
False |
True |
6,049 |
| 100 |
1.2197 |
1.1090 |
0.1107 |
10.0% |
0.0054 |
0.5% |
1% |
False |
True |
4,840 |
| 120 |
1.2197 |
1.1090 |
0.1107 |
10.0% |
0.0050 |
0.5% |
1% |
False |
True |
4,033 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1421 |
|
2.618 |
1.1318 |
|
1.618 |
1.1255 |
|
1.000 |
1.1216 |
|
0.618 |
1.1192 |
|
HIGH |
1.1153 |
|
0.618 |
1.1129 |
|
0.500 |
1.1122 |
|
0.382 |
1.1114 |
|
LOW |
1.1090 |
|
0.618 |
1.1051 |
|
1.000 |
1.1027 |
|
1.618 |
1.0988 |
|
2.618 |
1.0925 |
|
4.250 |
1.0822 |
|
|
| Fisher Pivots for day following 02-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1122 |
1.1149 |
| PP |
1.1116 |
1.1134 |
| S1 |
1.1111 |
1.1120 |
|