CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 26-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2024 |
26-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1000 |
1.1024 |
0.0025 |
0.2% |
1.1059 |
| High |
1.1032 |
1.1057 |
0.0025 |
0.2% |
1.1075 |
| Low |
1.0984 |
1.0991 |
0.0007 |
0.1% |
1.0984 |
| Close |
1.1023 |
1.1012 |
-0.0012 |
-0.1% |
1.1012 |
| Range |
0.0048 |
0.0066 |
0.0018 |
36.5% |
0.0091 |
| ATR |
0.0066 |
0.0066 |
0.0000 |
0.0% |
0.0000 |
| Volume |
26,004 |
29,436 |
3,432 |
13.2% |
138,626 |
|
| Daily Pivots for day following 26-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1216 |
1.1179 |
1.1048 |
|
| R3 |
1.1151 |
1.1114 |
1.1030 |
|
| R2 |
1.1085 |
1.1085 |
1.1024 |
|
| R1 |
1.1048 |
1.1048 |
1.1018 |
1.1034 |
| PP |
1.1020 |
1.1020 |
1.1020 |
1.1013 |
| S1 |
1.0983 |
1.0983 |
1.1005 |
1.0969 |
| S2 |
1.0954 |
1.0954 |
1.0999 |
|
| S3 |
1.0889 |
1.0917 |
1.0993 |
|
| S4 |
1.0823 |
1.0852 |
1.0975 |
|
|
| Weekly Pivots for week ending 26-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1295 |
1.1244 |
1.1061 |
|
| R3 |
1.1204 |
1.1153 |
1.1036 |
|
| R2 |
1.1114 |
1.1114 |
1.1028 |
|
| R1 |
1.1063 |
1.1063 |
1.1020 |
1.1043 |
| PP |
1.1023 |
1.1023 |
1.1023 |
1.1014 |
| S1 |
1.0972 |
1.0972 |
1.1003 |
1.0953 |
| S2 |
1.0933 |
1.0933 |
1.0995 |
|
| S3 |
1.0842 |
1.0882 |
1.0987 |
|
| S4 |
1.0752 |
1.0791 |
1.0962 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1075 |
1.0984 |
0.0091 |
0.8% |
0.0049 |
0.4% |
30% |
False |
False |
27,725 |
| 10 |
1.1169 |
1.0984 |
0.0185 |
1.7% |
0.0057 |
0.5% |
15% |
False |
False |
26,521 |
| 20 |
1.1202 |
1.0984 |
0.0218 |
2.0% |
0.0068 |
0.6% |
13% |
False |
False |
27,205 |
| 40 |
1.1577 |
1.0984 |
0.0593 |
5.4% |
0.0068 |
0.6% |
5% |
False |
False |
24,498 |
| 60 |
1.1855 |
1.0984 |
0.0871 |
7.9% |
0.0065 |
0.6% |
3% |
False |
False |
16,354 |
| 80 |
1.2022 |
1.0984 |
0.1038 |
9.4% |
0.0063 |
0.6% |
3% |
False |
False |
12,271 |
| 100 |
1.2197 |
1.0984 |
0.1213 |
11.0% |
0.0063 |
0.6% |
2% |
False |
False |
9,826 |
| 120 |
1.2197 |
1.0984 |
0.1213 |
11.0% |
0.0056 |
0.5% |
2% |
False |
False |
8,188 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1335 |
|
2.618 |
1.1228 |
|
1.618 |
1.1162 |
|
1.000 |
1.1122 |
|
0.618 |
1.1097 |
|
HIGH |
1.1057 |
|
0.618 |
1.1031 |
|
0.500 |
1.1024 |
|
0.382 |
1.1016 |
|
LOW |
1.0991 |
|
0.618 |
1.0951 |
|
1.000 |
1.0926 |
|
1.618 |
1.0885 |
|
2.618 |
1.0820 |
|
4.250 |
1.0713 |
|
|
| Fisher Pivots for day following 26-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1024 |
1.1020 |
| PP |
1.1020 |
1.1017 |
| S1 |
1.1016 |
1.1014 |
|