CME Swiss Franc Future September 2024
Trading Metrics calculated at close of trading on 05-Apr-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2024 |
05-Apr-2024 |
Change |
Change % |
Previous Week |
Open |
1.1276 |
1.1286 |
0.0010 |
0.1% |
1.1253 |
High |
1.1276 |
1.1314 |
0.0038 |
0.3% |
1.1314 |
Low |
1.1276 |
1.1228 |
-0.0048 |
-0.4% |
1.1210 |
Close |
1.1276 |
1.1286 |
0.0010 |
0.1% |
1.1286 |
Range |
0.0000 |
0.0086 |
0.0086 |
|
0.0104 |
ATR |
0.0047 |
0.0050 |
0.0003 |
5.9% |
0.0000 |
Volume |
4 |
2 |
-2 |
-50.0% |
16 |
|
Daily Pivots for day following 05-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1532 |
1.1494 |
1.1333 |
|
R3 |
1.1447 |
1.1409 |
1.1309 |
|
R2 |
1.1361 |
1.1361 |
1.1301 |
|
R1 |
1.1323 |
1.1323 |
1.1293 |
1.1328 |
PP |
1.1276 |
1.1276 |
1.1276 |
1.1278 |
S1 |
1.1238 |
1.1238 |
1.1278 |
1.1243 |
S2 |
1.1190 |
1.1190 |
1.1270 |
|
S3 |
1.1105 |
1.1152 |
1.1262 |
|
S4 |
1.1019 |
1.1067 |
1.1238 |
|
|
Weekly Pivots for week ending 05-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1580 |
1.1536 |
1.1342 |
|
R3 |
1.1477 |
1.1433 |
1.1314 |
|
R2 |
1.1373 |
1.1373 |
1.1304 |
|
R1 |
1.1329 |
1.1329 |
1.1295 |
1.1351 |
PP |
1.1270 |
1.1270 |
1.1270 |
1.1281 |
S1 |
1.1226 |
1.1226 |
1.1276 |
1.1248 |
S2 |
1.1166 |
1.1166 |
1.1267 |
|
S3 |
1.1063 |
1.1122 |
1.1257 |
|
S4 |
1.0959 |
1.1019 |
1.1229 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1314 |
1.1210 |
0.0104 |
0.9% |
0.0034 |
0.3% |
73% |
True |
False |
3 |
10 |
1.1370 |
1.1210 |
0.0160 |
1.4% |
0.0038 |
0.3% |
47% |
False |
False |
3 |
20 |
1.1680 |
1.1210 |
0.0470 |
4.2% |
0.0040 |
0.4% |
16% |
False |
False |
21 |
40 |
1.1706 |
1.1210 |
0.0496 |
4.4% |
0.0032 |
0.3% |
15% |
False |
False |
11 |
60 |
1.2047 |
1.1210 |
0.0837 |
7.4% |
0.0030 |
0.3% |
9% |
False |
False |
8 |
80 |
1.2267 |
1.1210 |
0.1057 |
9.4% |
0.0034 |
0.3% |
7% |
False |
False |
6 |
100 |
1.2267 |
1.1210 |
0.1057 |
9.4% |
0.0031 |
0.3% |
7% |
False |
False |
5 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1677 |
2.618 |
1.1537 |
1.618 |
1.1452 |
1.000 |
1.1399 |
0.618 |
1.1366 |
HIGH |
1.1314 |
0.618 |
1.1281 |
0.500 |
1.1271 |
0.382 |
1.1261 |
LOW |
1.1228 |
0.618 |
1.1175 |
1.000 |
1.1143 |
1.618 |
1.1090 |
2.618 |
1.1004 |
4.250 |
1.0865 |
|
|
Fisher Pivots for day following 05-Apr-2024 |
Pivot |
1 day |
3 day |
R1 |
1.1281 |
1.1278 |
PP |
1.1276 |
1.1270 |
S1 |
1.1271 |
1.1262 |
|