CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 12-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2024 |
12-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1034 |
1.1073 |
0.0040 |
0.4% |
1.1175 |
| High |
1.1101 |
1.1076 |
-0.0025 |
-0.2% |
1.1182 |
| Low |
1.1013 |
1.1014 |
0.0001 |
0.0% |
1.1013 |
| Close |
1.1071 |
1.1027 |
-0.0044 |
-0.4% |
1.1027 |
| Range |
0.0088 |
0.0063 |
-0.0025 |
-28.6% |
0.0169 |
| ATR |
0.0075 |
0.0074 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
29,958 |
29,617 |
-341 |
-1.1% |
146,444 |
|
| Daily Pivots for day following 12-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1226 |
1.1189 |
1.1061 |
|
| R3 |
1.1164 |
1.1126 |
1.1044 |
|
| R2 |
1.1101 |
1.1101 |
1.1038 |
|
| R1 |
1.1064 |
1.1064 |
1.1032 |
1.1051 |
| PP |
1.1039 |
1.1039 |
1.1039 |
1.1032 |
| S1 |
1.1001 |
1.1001 |
1.1021 |
1.0989 |
| S2 |
1.0976 |
1.0976 |
1.1015 |
|
| S3 |
1.0914 |
1.0939 |
1.1009 |
|
| S4 |
1.0851 |
1.0876 |
1.0992 |
|
|
| Weekly Pivots for week ending 12-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1579 |
1.1471 |
1.1119 |
|
| R3 |
1.1411 |
1.1303 |
1.1073 |
|
| R2 |
1.1242 |
1.1242 |
1.1057 |
|
| R1 |
1.1134 |
1.1134 |
1.1042 |
1.1104 |
| PP |
1.1074 |
1.1074 |
1.1074 |
1.1059 |
| S1 |
1.0966 |
1.0966 |
1.1011 |
1.0936 |
| S2 |
1.0905 |
1.0905 |
1.0996 |
|
| S3 |
1.0737 |
1.0797 |
1.0980 |
|
| S4 |
1.0568 |
1.0629 |
1.0934 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1182 |
1.1013 |
0.0169 |
1.5% |
0.0082 |
0.7% |
8% |
False |
False |
29,288 |
| 10 |
1.1202 |
1.1013 |
0.0189 |
1.7% |
0.0079 |
0.7% |
7% |
False |
False |
27,888 |
| 20 |
1.1451 |
1.1013 |
0.0438 |
4.0% |
0.0076 |
0.7% |
3% |
False |
False |
28,587 |
| 40 |
1.1577 |
1.1013 |
0.0564 |
5.1% |
0.0066 |
0.6% |
2% |
False |
False |
17,887 |
| 60 |
1.1860 |
1.1013 |
0.0847 |
7.7% |
0.0063 |
0.6% |
2% |
False |
False |
11,936 |
| 80 |
1.2197 |
1.1013 |
0.1184 |
10.7% |
0.0064 |
0.6% |
1% |
False |
False |
8,957 |
| 100 |
1.2197 |
1.1013 |
0.1184 |
10.7% |
0.0060 |
0.5% |
1% |
False |
False |
7,173 |
| 120 |
1.2197 |
1.1013 |
0.1184 |
10.7% |
0.0053 |
0.5% |
1% |
False |
False |
5,978 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1342 |
|
2.618 |
1.1240 |
|
1.618 |
1.1177 |
|
1.000 |
1.1139 |
|
0.618 |
1.1115 |
|
HIGH |
1.1076 |
|
0.618 |
1.1052 |
|
0.500 |
1.1045 |
|
0.382 |
1.1037 |
|
LOW |
1.1014 |
|
0.618 |
1.0975 |
|
1.000 |
1.0951 |
|
1.618 |
1.0912 |
|
2.618 |
1.0850 |
|
4.250 |
1.0748 |
|
|
| Fisher Pivots for day following 12-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1045 |
1.1089 |
| PP |
1.1039 |
1.1068 |
| S1 |
1.1033 |
1.1047 |
|