CME Swiss Franc Future September 2024
Trading Metrics calculated at close of trading on 04-Apr-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2024 |
04-Apr-2024 |
Change |
Change % |
Previous Week |
Open |
1.1211 |
1.1276 |
0.0065 |
0.6% |
1.1352 |
High |
1.1276 |
1.1276 |
0.0000 |
0.0% |
1.1352 |
Low |
1.1211 |
1.1276 |
0.0065 |
0.6% |
1.1235 |
Close |
1.1276 |
1.1276 |
0.0000 |
0.0% |
1.1295 |
Range |
0.0065 |
0.0000 |
-0.0065 |
-100.0% |
0.0117 |
ATR |
0.0051 |
0.0047 |
-0.0004 |
-7.1% |
0.0000 |
Volume |
3 |
4 |
1 |
33.3% |
17 |
|
Daily Pivots for day following 04-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1276 |
1.1276 |
1.1276 |
|
R3 |
1.1276 |
1.1276 |
1.1276 |
|
R2 |
1.1276 |
1.1276 |
1.1276 |
|
R1 |
1.1276 |
1.1276 |
1.1276 |
1.1276 |
PP |
1.1276 |
1.1276 |
1.1276 |
1.1276 |
S1 |
1.1276 |
1.1276 |
1.1276 |
1.1276 |
S2 |
1.1276 |
1.1276 |
1.1276 |
|
S3 |
1.1276 |
1.1276 |
1.1276 |
|
S4 |
1.1276 |
1.1276 |
1.1276 |
|
|
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% |
0.0032 |
0.3% |
61% |
False |
False |
3 |
10 |
1.1430 |
1.1210 |
0.0220 |
2.0% |
0.0038 |
0.3% |
30% |
False |
False |
6 |
20 |
1.1680 |
1.1210 |
0.0470 |
4.2% |
0.0037 |
0.3% |
14% |
False |
False |
21 |
40 |
1.1706 |
1.1210 |
0.0496 |
4.4% |
0.0030 |
0.3% |
13% |
False |
False |
11 |
60 |
1.2065 |
1.1210 |
0.0855 |
7.6% |
0.0029 |
0.3% |
8% |
False |
False |
8 |
80 |
1.2267 |
1.1210 |
0.1057 |
9.4% |
0.0033 |
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 |
1.1276 |
2.618 |
1.1276 |
1.618 |
1.1276 |
1.000 |
1.1276 |
0.618 |
1.1276 |
HIGH |
1.1276 |
0.618 |
1.1276 |
0.500 |
1.1276 |
0.382 |
1.1276 |
LOW |
1.1276 |
0.618 |
1.1276 |
1.000 |
1.1276 |
1.618 |
1.1276 |
2.618 |
1.1276 |
4.250 |
1.1276 |
|
|
Fisher Pivots for day following 04-Apr-2024 |
Pivot |
1 day |
3 day |
R1 |
1.1276 |
1.1265 |
PP |
1.1276 |
1.1254 |
S1 |
1.1276 |
1.1243 |
|