CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 17-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2024 |
17-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1049 |
1.1030 |
-0.0019 |
-0.2% |
1.1175 |
| High |
1.1053 |
1.1073 |
0.0021 |
0.2% |
1.1182 |
| Low |
1.1016 |
1.1027 |
0.0011 |
0.1% |
1.1013 |
| Close |
1.1039 |
1.1060 |
0.0021 |
0.2% |
1.1027 |
| Range |
0.0037 |
0.0047 |
0.0010 |
27.4% |
0.0169 |
| ATR |
0.0070 |
0.0068 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
26,670 |
21,334 |
-5,336 |
-20.0% |
146,444 |
|
| Daily Pivots for day following 17-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1193 |
1.1173 |
1.1085 |
|
| R3 |
1.1146 |
1.1126 |
1.1072 |
|
| R2 |
1.1100 |
1.1100 |
1.1068 |
|
| R1 |
1.1080 |
1.1080 |
1.1064 |
1.1090 |
| PP |
1.1053 |
1.1053 |
1.1053 |
1.1058 |
| S1 |
1.1033 |
1.1033 |
1.1055 |
1.1043 |
| S2 |
1.1007 |
1.1007 |
1.1051 |
|
| S3 |
1.0960 |
1.0987 |
1.1047 |
|
| S4 |
1.0914 |
1.0940 |
1.1034 |
|
|
| 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 |
1.1101 |
1.1005 |
0.0096 |
0.9% |
0.0056 |
0.5% |
57% |
False |
False |
26,899 |
| 10 |
1.1202 |
1.1005 |
0.0197 |
1.8% |
0.0071 |
0.6% |
28% |
False |
False |
28,283 |
| 20 |
1.1419 |
1.1005 |
0.0414 |
3.7% |
0.0075 |
0.7% |
13% |
False |
False |
28,581 |
| 40 |
1.1577 |
1.1005 |
0.0573 |
5.2% |
0.0065 |
0.6% |
10% |
False |
False |
19,758 |
| 60 |
1.1860 |
1.1005 |
0.0856 |
7.7% |
0.0064 |
0.6% |
6% |
False |
False |
13,184 |
| 80 |
1.2197 |
1.1005 |
0.1192 |
10.8% |
0.0064 |
0.6% |
5% |
False |
False |
9,894 |
| 100 |
1.2197 |
1.1005 |
0.1192 |
10.8% |
0.0061 |
0.6% |
5% |
False |
False |
7,923 |
| 120 |
1.2197 |
1.1005 |
0.1192 |
10.8% |
0.0054 |
0.5% |
5% |
False |
False |
6,602 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1271 |
|
2.618 |
1.1195 |
|
1.618 |
1.1148 |
|
1.000 |
1.1120 |
|
0.618 |
1.1102 |
|
HIGH |
1.1073 |
|
0.618 |
1.1055 |
|
0.500 |
1.1050 |
|
0.382 |
1.1044 |
|
LOW |
1.1027 |
|
0.618 |
1.0998 |
|
1.000 |
1.0980 |
|
1.618 |
1.0951 |
|
2.618 |
1.0905 |
|
4.250 |
1.0829 |
|
|
| Fisher Pivots for day following 17-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1056 |
1.1053 |
| PP |
1.1053 |
1.1046 |
| S1 |
1.1050 |
1.1039 |
|