CME Swiss Franc Future September 2024
| Trading Metrics calculated at close of trading on 03-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2024 |
03-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1230 |
1.1211 |
-0.0019 |
-0.2% |
1.1352 |
| High |
1.1230 |
1.1276 |
0.0046 |
0.4% |
1.1352 |
| Low |
1.1210 |
1.1211 |
0.0001 |
0.0% |
1.1235 |
| Close |
1.1218 |
1.1276 |
0.0058 |
0.5% |
1.1295 |
| Range |
0.0020 |
0.0065 |
0.0045 |
222.5% |
0.0117 |
| ATR |
0.0049 |
0.0051 |
0.0001 |
2.2% |
0.0000 |
| Volume |
3 |
3 |
0 |
0.0% |
17 |
|
| Daily Pivots for day following 03-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1448 |
1.1426 |
1.1311 |
|
| R3 |
1.1383 |
1.1362 |
1.1293 |
|
| R2 |
1.1319 |
1.1319 |
1.1287 |
|
| R1 |
1.1297 |
1.1297 |
1.1281 |
1.1308 |
| PP |
1.1254 |
1.1254 |
1.1254 |
1.1259 |
| S1 |
1.1233 |
1.1233 |
1.1270 |
1.1243 |
| S2 |
1.1190 |
1.1190 |
1.1264 |
|
| S3 |
1.1125 |
1.1168 |
1.1258 |
|
| S4 |
1.1061 |
1.1104 |
1.1240 |
|
|
| Weekly Pivots for week ending 29-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1645 |
1.1587 |
1.1359 |
|
| R3 |
1.1528 |
1.1470 |
1.1327 |
|
| R2 |
1.1411 |
1.1411 |
1.1316 |
|
| R1 |
1.1353 |
1.1353 |
1.1306 |
1.1324 |
| PP |
1.1294 |
1.1294 |
1.1294 |
1.1279 |
| S1 |
1.1236 |
1.1236 |
1.1284 |
1.1207 |
| S2 |
1.1177 |
1.1177 |
1.1274 |
|
| S3 |
1.1060 |
1.1119 |
1.1263 |
|
| S4 |
1.0943 |
1.1002 |
1.1231 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1317 |
1.1210 |
0.0107 |
0.9% |
0.0039 |
0.3% |
61% |
False |
False |
4 |
| 10 |
1.1500 |
1.1210 |
0.0290 |
2.6% |
0.0044 |
0.4% |
23% |
False |
False |
6 |
| 20 |
1.1680 |
1.1210 |
0.0470 |
4.2% |
0.0037 |
0.3% |
14% |
False |
False |
21 |
| 40 |
1.1754 |
1.1210 |
0.0544 |
4.8% |
0.0031 |
0.3% |
12% |
False |
False |
11 |
| 60 |
1.2116 |
1.1210 |
0.0906 |
8.0% |
0.0030 |
0.3% |
7% |
False |
False |
8 |
| 80 |
1.2267 |
1.1210 |
0.1057 |
9.4% |
0.0034 |
0.3% |
6% |
False |
False |
6 |
| 100 |
1.2267 |
1.1210 |
0.1057 |
9.4% |
0.0030 |
0.3% |
6% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1550 |
|
2.618 |
1.1444 |
|
1.618 |
1.1380 |
|
1.000 |
1.1340 |
|
0.618 |
1.1315 |
|
HIGH |
1.1276 |
|
0.618 |
1.1251 |
|
0.500 |
1.1243 |
|
0.382 |
1.1236 |
|
LOW |
1.1211 |
|
0.618 |
1.1171 |
|
1.000 |
1.1147 |
|
1.618 |
1.1107 |
|
2.618 |
1.1042 |
|
4.250 |
1.0937 |
|
|
| Fisher Pivots for day following 03-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1265 |
1.1265 |
| PP |
1.1254 |
1.1254 |
| S1 |
1.1243 |
1.1243 |
|