CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 03-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2024 |
03-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1153 |
1.1107 |
-0.0046 |
-0.4% |
1.1248 |
| High |
1.1153 |
1.1170 |
0.0017 |
0.2% |
1.1259 |
| Low |
1.1090 |
1.1086 |
-0.0004 |
0.0% |
1.1120 |
| Close |
1.1105 |
1.1163 |
0.0058 |
0.5% |
1.1182 |
| Range |
0.0063 |
0.0084 |
0.0021 |
33.3% |
0.0139 |
| ATR |
0.0067 |
0.0068 |
0.0001 |
1.8% |
0.0000 |
| Volume |
26,524 |
25,463 |
-1,061 |
-4.0% |
100,209 |
|
| Daily Pivots for day following 03-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1392 |
1.1361 |
1.1209 |
|
| R3 |
1.1308 |
1.1277 |
1.1186 |
|
| R2 |
1.1224 |
1.1224 |
1.1178 |
|
| R1 |
1.1193 |
1.1193 |
1.1171 |
1.1209 |
| PP |
1.1140 |
1.1140 |
1.1140 |
1.1147 |
| S1 |
1.1109 |
1.1109 |
1.1155 |
1.1125 |
| S2 |
1.1056 |
1.1056 |
1.1148 |
|
| S3 |
1.0972 |
1.1025 |
1.1140 |
|
| S4 |
1.0888 |
1.0941 |
1.1117 |
|
|
| 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 |
1.1207 |
1.1086 |
0.0121 |
1.1% |
0.0068 |
0.6% |
64% |
False |
True |
25,517 |
| 10 |
1.1419 |
1.1086 |
0.0333 |
3.0% |
0.0078 |
0.7% |
23% |
False |
True |
28,880 |
| 20 |
1.1577 |
1.1086 |
0.0491 |
4.4% |
0.0068 |
0.6% |
16% |
False |
True |
25,269 |
| 40 |
1.1657 |
1.1086 |
0.0571 |
5.1% |
0.0060 |
0.5% |
13% |
False |
True |
12,699 |
| 60 |
1.2002 |
1.1086 |
0.0916 |
8.2% |
0.0061 |
0.5% |
8% |
False |
True |
8,475 |
| 80 |
1.2197 |
1.1086 |
0.1111 |
9.9% |
0.0063 |
0.6% |
7% |
False |
True |
6,367 |
| 100 |
1.2197 |
1.1086 |
0.1111 |
9.9% |
0.0055 |
0.5% |
7% |
False |
True |
5,094 |
| 120 |
1.2197 |
1.1086 |
0.1111 |
9.9% |
0.0051 |
0.5% |
7% |
False |
True |
4,245 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1527 |
|
2.618 |
1.1390 |
|
1.618 |
1.1306 |
|
1.000 |
1.1254 |
|
0.618 |
1.1222 |
|
HIGH |
1.1170 |
|
0.618 |
1.1138 |
|
0.500 |
1.1128 |
|
0.382 |
1.1118 |
|
LOW |
1.1086 |
|
0.618 |
1.1034 |
|
1.000 |
1.1002 |
|
1.618 |
1.0950 |
|
2.618 |
1.0866 |
|
4.250 |
1.0729 |
|
|
| Fisher Pivots for day following 03-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1151 |
1.1156 |
| PP |
1.1140 |
1.1150 |
| S1 |
1.1128 |
1.1143 |
|