CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 25-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2024 |
25-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1040 |
1.1000 |
-0.0040 |
-0.4% |
1.1026 |
| High |
1.1040 |
1.1032 |
-0.0008 |
-0.1% |
1.1169 |
| Low |
1.0992 |
1.0984 |
-0.0008 |
-0.1% |
1.1005 |
| Close |
1.0998 |
1.1023 |
0.0025 |
0.2% |
1.1061 |
| Range |
0.0048 |
0.0048 |
0.0001 |
1.1% |
0.0164 |
| ATR |
0.0067 |
0.0066 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
32,445 |
26,004 |
-6,441 |
-19.9% |
126,592 |
|
| Daily Pivots for day following 25-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1157 |
1.1138 |
1.1049 |
|
| R3 |
1.1109 |
1.1090 |
1.1036 |
|
| R2 |
1.1061 |
1.1061 |
1.1032 |
|
| R1 |
1.1042 |
1.1042 |
1.1027 |
1.1052 |
| PP |
1.1013 |
1.1013 |
1.1013 |
1.1018 |
| S1 |
1.0994 |
1.0994 |
1.1019 |
1.1004 |
| S2 |
1.0965 |
1.0965 |
1.1014 |
|
| S3 |
1.0917 |
1.0946 |
1.1010 |
|
| S4 |
1.0869 |
1.0898 |
1.0997 |
|
|
| 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 |
1.0984 |
0.0185 |
1.7% |
0.0065 |
0.6% |
21% |
False |
True |
28,340 |
| 10 |
1.1169 |
1.0984 |
0.0185 |
1.7% |
0.0057 |
0.5% |
21% |
False |
True |
26,539 |
| 20 |
1.1207 |
1.0984 |
0.0223 |
2.0% |
0.0069 |
0.6% |
17% |
False |
True |
27,402 |
| 40 |
1.1577 |
1.0984 |
0.0593 |
5.4% |
0.0068 |
0.6% |
7% |
False |
True |
23,772 |
| 60 |
1.1860 |
1.0984 |
0.0876 |
7.9% |
0.0066 |
0.6% |
4% |
False |
True |
15,864 |
| 80 |
1.2030 |
1.0984 |
0.1046 |
9.5% |
0.0063 |
0.6% |
4% |
False |
True |
11,903 |
| 100 |
1.2197 |
1.0984 |
0.1213 |
11.0% |
0.0063 |
0.6% |
3% |
False |
True |
9,531 |
| 120 |
1.2197 |
1.0984 |
0.1213 |
11.0% |
0.0056 |
0.5% |
3% |
False |
True |
7,943 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1236 |
|
2.618 |
1.1158 |
|
1.618 |
1.1110 |
|
1.000 |
1.1080 |
|
0.618 |
1.1062 |
|
HIGH |
1.1032 |
|
0.618 |
1.1014 |
|
0.500 |
1.1008 |
|
0.382 |
1.1002 |
|
LOW |
1.0984 |
|
0.618 |
1.0954 |
|
1.000 |
1.0936 |
|
1.618 |
1.0906 |
|
2.618 |
1.0858 |
|
4.250 |
1.0780 |
|
|
| Fisher Pivots for day following 25-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1018 |
1.1029 |
| PP |
1.1013 |
1.1027 |
| S1 |
1.1008 |
1.1025 |
|