CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 22-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2024 |
22-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1033 |
1.1059 |
0.0026 |
0.2% |
1.1026 |
| High |
1.1169 |
1.1061 |
-0.0108 |
-1.0% |
1.1169 |
| Low |
1.1023 |
1.1030 |
0.0008 |
0.1% |
1.1005 |
| Close |
1.1061 |
1.1048 |
-0.0013 |
-0.1% |
1.1061 |
| Range |
0.0146 |
0.0031 |
-0.0116 |
-79.1% |
0.0164 |
| ATR |
0.0073 |
0.0070 |
-0.0003 |
-4.1% |
0.0000 |
| Volume |
32,510 |
28,229 |
-4,281 |
-13.2% |
126,592 |
|
| Daily Pivots for day following 22-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1138 |
1.1123 |
1.1064 |
|
| R3 |
1.1107 |
1.1093 |
1.1056 |
|
| R2 |
1.1077 |
1.1077 |
1.1053 |
|
| R1 |
1.1062 |
1.1062 |
1.1050 |
1.1054 |
| PP |
1.1046 |
1.1046 |
1.1046 |
1.1042 |
| S1 |
1.1032 |
1.1032 |
1.1045 |
1.1024 |
| S2 |
1.1016 |
1.1016 |
1.1042 |
|
| S3 |
1.0985 |
1.1001 |
1.1039 |
|
| S4 |
1.0955 |
1.0971 |
1.1031 |
|
|
| Weekly Pivots for week ending 19-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1570 |
1.1479 |
1.1151 |
|
| R3 |
1.1406 |
1.1315 |
1.1106 |
|
| R2 |
1.1242 |
1.1242 |
1.1091 |
|
| R1 |
1.1151 |
1.1151 |
1.1076 |
1.1197 |
| PP |
1.1078 |
1.1078 |
1.1078 |
1.1101 |
| S1 |
1.0987 |
1.0987 |
1.1045 |
1.1033 |
| S2 |
1.0914 |
1.0914 |
1.1030 |
|
| S3 |
1.0750 |
1.0823 |
1.1015 |
|
| S4 |
1.0586 |
1.0659 |
1.0970 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1169 |
1.1016 |
0.0153 |
1.4% |
0.0063 |
0.6% |
21% |
False |
False |
25,580 |
| 10 |
1.1182 |
1.1005 |
0.0177 |
1.6% |
0.0071 |
0.6% |
24% |
False |
False |
27,989 |
| 20 |
1.1259 |
1.1005 |
0.0254 |
2.3% |
0.0069 |
0.6% |
17% |
False |
False |
26,695 |
| 40 |
1.1577 |
1.1005 |
0.0573 |
5.2% |
0.0067 |
0.6% |
8% |
False |
False |
21,752 |
| 60 |
1.1860 |
1.1005 |
0.0856 |
7.7% |
0.0065 |
0.6% |
5% |
False |
False |
14,515 |
| 80 |
1.2197 |
1.1005 |
0.1192 |
10.8% |
0.0065 |
0.6% |
4% |
False |
False |
10,892 |
| 100 |
1.2197 |
1.1005 |
0.1192 |
10.8% |
0.0063 |
0.6% |
4% |
False |
False |
8,722 |
| 120 |
1.2197 |
1.1005 |
0.1192 |
10.8% |
0.0055 |
0.5% |
4% |
False |
False |
7,268 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1190 |
|
2.618 |
1.1140 |
|
1.618 |
1.1110 |
|
1.000 |
1.1091 |
|
0.618 |
1.1079 |
|
HIGH |
1.1061 |
|
0.618 |
1.1049 |
|
0.500 |
1.1045 |
|
0.382 |
1.1042 |
|
LOW |
1.1030 |
|
0.618 |
1.1011 |
|
1.000 |
1.1000 |
|
1.618 |
1.0981 |
|
2.618 |
1.0950 |
|
4.250 |
1.0900 |
|
|
| Fisher Pivots for day following 22-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1047 |
1.1096 |
| PP |
1.1046 |
1.1080 |
| S1 |
1.1045 |
1.1064 |
|