CME Swiss Franc Future September 2024
| Trading Metrics calculated at close of trading on 08-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2024 |
08-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1286 |
1.1232 |
-0.0054 |
-0.5% |
1.1253 |
| High |
1.1314 |
1.1251 |
-0.0063 |
-0.6% |
1.1314 |
| Low |
1.1228 |
1.1232 |
0.0004 |
0.0% |
1.1210 |
| Close |
1.1286 |
1.1251 |
-0.0035 |
-0.3% |
1.1286 |
| Range |
0.0086 |
0.0020 |
-0.0066 |
-77.2% |
0.0104 |
| ATR |
0.0050 |
0.0050 |
0.0000 |
0.6% |
0.0000 |
| Volume |
2 |
4 |
2 |
100.0% |
16 |
|
| Daily Pivots for day following 08-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1303 |
1.1297 |
1.1262 |
|
| R3 |
1.1284 |
1.1277 |
1.1256 |
|
| R2 |
1.1264 |
1.1264 |
1.1255 |
|
| R1 |
1.1258 |
1.1258 |
1.1253 |
1.1261 |
| PP |
1.1245 |
1.1245 |
1.1245 |
1.1246 |
| S1 |
1.1238 |
1.1238 |
1.1249 |
1.1241 |
| S2 |
1.1225 |
1.1225 |
1.1247 |
|
| S3 |
1.1206 |
1.1219 |
1.1246 |
|
| S4 |
1.1186 |
1.1199 |
1.1240 |
|
|
| 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% |
0.0038 |
0.3% |
40% |
False |
False |
3 |
| 10 |
1.1352 |
1.1210 |
0.0142 |
1.3% |
0.0033 |
0.3% |
29% |
False |
False |
3 |
| 20 |
1.1656 |
1.1210 |
0.0446 |
4.0% |
0.0038 |
0.3% |
9% |
False |
False |
21 |
| 40 |
1.1706 |
1.1210 |
0.0496 |
4.4% |
0.0033 |
0.3% |
8% |
False |
False |
11 |
| 60 |
1.2039 |
1.1210 |
0.0829 |
7.4% |
0.0030 |
0.3% |
5% |
False |
False |
8 |
| 80 |
1.2267 |
1.1210 |
0.1057 |
9.4% |
0.0034 |
0.3% |
4% |
False |
False |
6 |
| 100 |
1.2267 |
1.1210 |
0.1057 |
9.4% |
0.0031 |
0.3% |
4% |
False |
False |
5 |
| 120 |
1.2267 |
1.1210 |
0.1057 |
9.4% |
0.0030 |
0.3% |
4% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1334 |
|
2.618 |
1.1302 |
|
1.618 |
1.1283 |
|
1.000 |
1.1271 |
|
0.618 |
1.1263 |
|
HIGH |
1.1251 |
|
0.618 |
1.1244 |
|
0.500 |
1.1241 |
|
0.382 |
1.1239 |
|
LOW |
1.1232 |
|
0.618 |
1.1219 |
|
1.000 |
1.1212 |
|
1.618 |
1.1200 |
|
2.618 |
1.1180 |
|
4.250 |
1.1149 |
|
|
| Fisher Pivots for day following 08-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1248 |
1.1271 |
| PP |
1.1245 |
1.1264 |
| S1 |
1.1241 |
1.1258 |
|