CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 23-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2024 |
23-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1059 |
1.1032 |
-0.0027 |
-0.2% |
1.1026 |
| High |
1.1061 |
1.1075 |
0.0014 |
0.1% |
1.1169 |
| Low |
1.1030 |
1.1021 |
-0.0010 |
-0.1% |
1.1005 |
| Close |
1.1048 |
1.1040 |
-0.0008 |
-0.1% |
1.1061 |
| Range |
0.0031 |
0.0054 |
0.0024 |
77.0% |
0.0164 |
| ATR |
0.0070 |
0.0069 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
28,229 |
22,512 |
-5,717 |
-20.3% |
126,592 |
|
| Daily Pivots for day following 23-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1207 |
1.1178 |
1.1070 |
|
| R3 |
1.1153 |
1.1124 |
1.1055 |
|
| R2 |
1.1099 |
1.1099 |
1.1050 |
|
| R1 |
1.1070 |
1.1070 |
1.1045 |
1.1084 |
| PP |
1.1045 |
1.1045 |
1.1045 |
1.1052 |
| S1 |
1.1016 |
1.1016 |
1.1035 |
1.1030 |
| S2 |
1.0991 |
1.0991 |
1.1030 |
|
| S3 |
1.0937 |
1.0962 |
1.1025 |
|
| S4 |
1.0883 |
1.0908 |
1.1010 |
|
|
| 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 |
1.1021 |
0.0148 |
1.3% |
0.0066 |
0.6% |
13% |
False |
True |
24,749 |
| 10 |
1.1169 |
1.1005 |
0.0164 |
1.5% |
0.0071 |
0.6% |
22% |
False |
False |
28,194 |
| 20 |
1.1227 |
1.1005 |
0.0222 |
2.0% |
0.0070 |
0.6% |
16% |
False |
False |
26,899 |
| 40 |
1.1577 |
1.1005 |
0.0573 |
5.2% |
0.0067 |
0.6% |
6% |
False |
False |
22,314 |
| 60 |
1.1860 |
1.1005 |
0.0856 |
7.7% |
0.0065 |
0.6% |
4% |
False |
False |
14,890 |
| 80 |
1.2197 |
1.1005 |
0.1192 |
10.8% |
0.0066 |
0.6% |
3% |
False |
False |
11,173 |
| 100 |
1.2197 |
1.1005 |
0.1192 |
10.8% |
0.0063 |
0.6% |
3% |
False |
False |
8,947 |
| 120 |
1.2197 |
1.1005 |
0.1192 |
10.8% |
0.0055 |
0.5% |
3% |
False |
False |
7,456 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1304 |
|
2.618 |
1.1216 |
|
1.618 |
1.1162 |
|
1.000 |
1.1129 |
|
0.618 |
1.1108 |
|
HIGH |
1.1075 |
|
0.618 |
1.1054 |
|
0.500 |
1.1048 |
|
0.382 |
1.1041 |
|
LOW |
1.1021 |
|
0.618 |
1.0987 |
|
1.000 |
1.0967 |
|
1.618 |
1.0933 |
|
2.618 |
1.0879 |
|
4.250 |
1.0791 |
|
|
| Fisher Pivots for day following 23-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1048 |
1.1095 |
| PP |
1.1045 |
1.1076 |
| S1 |
1.1043 |
1.1058 |
|