CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 08-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2024 |
08-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1182 |
1.1175 |
-0.0008 |
-0.1% |
1.1189 |
| High |
1.1202 |
1.1175 |
-0.0027 |
-0.2% |
1.1202 |
| Low |
1.1111 |
1.1118 |
0.0007 |
0.1% |
1.1086 |
| Close |
1.1173 |
1.1138 |
-0.0035 |
-0.3% |
1.1173 |
| Range |
0.0091 |
0.0057 |
-0.0034 |
-37.0% |
0.0116 |
| ATR |
0.0071 |
0.0070 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
31,514 |
21,369 |
-10,145 |
-32.2% |
132,443 |
|
| Daily Pivots for day following 08-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1314 |
1.1283 |
1.1169 |
|
| R3 |
1.1257 |
1.1226 |
1.1154 |
|
| R2 |
1.1200 |
1.1200 |
1.1148 |
|
| R1 |
1.1169 |
1.1169 |
1.1143 |
1.1156 |
| PP |
1.1143 |
1.1143 |
1.1143 |
1.1137 |
| S1 |
1.1112 |
1.1112 |
1.1133 |
1.1099 |
| S2 |
1.1086 |
1.1086 |
1.1128 |
|
| S3 |
1.1029 |
1.1055 |
1.1122 |
|
| S4 |
1.0972 |
1.0998 |
1.1107 |
|
|
| Weekly Pivots for week ending 05-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1500 |
1.1452 |
1.1236 |
|
| R3 |
1.1384 |
1.1336 |
1.1204 |
|
| R2 |
1.1269 |
1.1269 |
1.1194 |
|
| R1 |
1.1221 |
1.1221 |
1.1183 |
1.1187 |
| PP |
1.1153 |
1.1153 |
1.1153 |
1.1137 |
| S1 |
1.1105 |
1.1105 |
1.1162 |
1.1072 |
| S2 |
1.1038 |
1.1038 |
1.1151 |
|
| S3 |
1.0922 |
1.0990 |
1.1141 |
|
| S4 |
1.0807 |
1.0874 |
1.1109 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1202 |
1.1086 |
0.0116 |
1.0% |
0.0075 |
0.7% |
45% |
False |
False |
26,965 |
| 10 |
1.1259 |
1.1086 |
0.0173 |
1.5% |
0.0067 |
0.6% |
30% |
False |
False |
25,402 |
| 20 |
1.1551 |
1.1086 |
0.0465 |
4.2% |
0.0070 |
0.6% |
11% |
False |
False |
29,003 |
| 40 |
1.1605 |
1.1086 |
0.0519 |
4.7% |
0.0062 |
0.6% |
10% |
False |
False |
14,768 |
| 60 |
1.1971 |
1.1086 |
0.0885 |
7.9% |
0.0064 |
0.6% |
6% |
False |
False |
9,856 |
| 80 |
1.2197 |
1.1086 |
0.1111 |
10.0% |
0.0064 |
0.6% |
5% |
False |
False |
7,403 |
| 100 |
1.2197 |
1.1086 |
0.1111 |
10.0% |
0.0057 |
0.5% |
5% |
False |
False |
5,923 |
| 120 |
1.2197 |
1.1086 |
0.1111 |
10.0% |
0.0051 |
0.5% |
5% |
False |
False |
4,936 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1417 |
|
2.618 |
1.1324 |
|
1.618 |
1.1267 |
|
1.000 |
1.1232 |
|
0.618 |
1.1210 |
|
HIGH |
1.1175 |
|
0.618 |
1.1153 |
|
0.500 |
1.1146 |
|
0.382 |
1.1139 |
|
LOW |
1.1118 |
|
0.618 |
1.1082 |
|
1.000 |
1.1061 |
|
1.618 |
1.1025 |
|
2.618 |
1.0968 |
|
4.250 |
1.0875 |
|
|
| Fisher Pivots for day following 08-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1146 |
1.1155 |
| PP |
1.1143 |
1.1149 |
| S1 |
1.1141 |
1.1144 |
|