CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 24-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2024 |
24-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1032 |
1.1040 |
0.0008 |
0.1% |
1.1026 |
| High |
1.1075 |
1.1040 |
-0.0035 |
-0.3% |
1.1169 |
| Low |
1.1021 |
1.0992 |
-0.0029 |
-0.3% |
1.1005 |
| Close |
1.1040 |
1.0998 |
-0.0042 |
-0.4% |
1.1061 |
| Range |
0.0054 |
0.0048 |
-0.0007 |
-12.0% |
0.0164 |
| ATR |
0.0069 |
0.0067 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
22,512 |
32,445 |
9,933 |
44.1% |
126,592 |
|
| Daily Pivots for day following 24-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1152 |
1.1123 |
1.1024 |
|
| R3 |
1.1105 |
1.1075 |
1.1011 |
|
| R2 |
1.1057 |
1.1057 |
1.1007 |
|
| R1 |
1.1028 |
1.1028 |
1.1002 |
1.1019 |
| PP |
1.1010 |
1.1010 |
1.1010 |
1.1005 |
| S1 |
1.0980 |
1.0980 |
1.0994 |
1.0971 |
| S2 |
1.0962 |
1.0962 |
1.0989 |
|
| S3 |
1.0915 |
1.0933 |
1.0985 |
|
| S4 |
1.0867 |
1.0885 |
1.0972 |
|
|
| 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 |
1.0992 |
0.0177 |
1.6% |
0.0066 |
0.6% |
3% |
False |
True |
26,971 |
| 10 |
1.1169 |
1.0992 |
0.0177 |
1.6% |
0.0061 |
0.6% |
3% |
False |
True |
26,935 |
| 20 |
1.1207 |
1.0992 |
0.0215 |
2.0% |
0.0069 |
0.6% |
3% |
False |
True |
27,263 |
| 40 |
1.1577 |
1.0992 |
0.0585 |
5.3% |
0.0068 |
0.6% |
1% |
False |
True |
23,124 |
| 60 |
1.1860 |
1.0992 |
0.0868 |
7.9% |
0.0065 |
0.6% |
1% |
False |
True |
15,431 |
| 80 |
1.2166 |
1.0992 |
0.1174 |
10.7% |
0.0064 |
0.6% |
1% |
False |
True |
11,578 |
| 100 |
1.2197 |
1.0992 |
0.1205 |
11.0% |
0.0064 |
0.6% |
0% |
False |
True |
9,271 |
| 120 |
1.2197 |
1.0992 |
0.1205 |
11.0% |
0.0056 |
0.5% |
0% |
False |
True |
7,726 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1241 |
|
2.618 |
1.1164 |
|
1.618 |
1.1116 |
|
1.000 |
1.1087 |
|
0.618 |
1.1069 |
|
HIGH |
1.1040 |
|
0.618 |
1.1021 |
|
0.500 |
1.1016 |
|
0.382 |
1.1010 |
|
LOW |
1.0992 |
|
0.618 |
1.0963 |
|
1.000 |
1.0945 |
|
1.618 |
1.0915 |
|
2.618 |
1.0868 |
|
4.250 |
1.0790 |
|
|
| Fisher Pivots for day following 24-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1016 |
1.1033 |
| PP |
1.1010 |
1.1022 |
| S1 |
1.1004 |
1.1010 |
|