CME Swiss Franc Future September 2024
| Trading Metrics calculated at close of trading on 09-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2024 |
09-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1232 |
1.1250 |
0.0019 |
0.2% |
1.1253 |
| High |
1.1251 |
1.1288 |
0.0037 |
0.3% |
1.1314 |
| Low |
1.1232 |
1.1249 |
0.0017 |
0.2% |
1.1210 |
| Close |
1.1251 |
1.1267 |
0.0016 |
0.1% |
1.1286 |
| Range |
0.0020 |
0.0040 |
0.0020 |
102.6% |
0.0104 |
| ATR |
0.0050 |
0.0049 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
4 |
43 |
39 |
975.0% |
16 |
|
| Daily Pivots for day following 09-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1386 |
1.1366 |
1.1288 |
|
| R3 |
1.1347 |
1.1326 |
1.1277 |
|
| R2 |
1.1307 |
1.1307 |
1.1274 |
|
| R1 |
1.1287 |
1.1287 |
1.1270 |
1.1297 |
| PP |
1.1268 |
1.1268 |
1.1268 |
1.1273 |
| S1 |
1.1247 |
1.1247 |
1.1263 |
1.1258 |
| S2 |
1.1228 |
1.1228 |
1.1259 |
|
| S3 |
1.1189 |
1.1208 |
1.1256 |
|
| S4 |
1.1149 |
1.1168 |
1.1245 |
|
|
| 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 |
1.1211 |
0.0103 |
0.9% |
0.0042 |
0.4% |
54% |
False |
False |
11 |
| 10 |
1.1317 |
1.1210 |
0.0107 |
0.9% |
0.0036 |
0.3% |
53% |
False |
False |
7 |
| 20 |
1.1619 |
1.1210 |
0.0409 |
3.6% |
0.0038 |
0.3% |
14% |
False |
False |
23 |
| 40 |
1.1704 |
1.1210 |
0.0494 |
4.4% |
0.0033 |
0.3% |
11% |
False |
False |
12 |
| 60 |
1.2039 |
1.1210 |
0.0829 |
7.4% |
0.0031 |
0.3% |
7% |
False |
False |
9 |
| 80 |
1.2267 |
1.1210 |
0.1057 |
9.4% |
0.0034 |
0.3% |
5% |
False |
False |
6 |
| 100 |
1.2267 |
1.1210 |
0.1057 |
9.4% |
0.0031 |
0.3% |
5% |
False |
False |
5 |
| 120 |
1.2267 |
1.1210 |
0.1057 |
9.4% |
0.0030 |
0.3% |
5% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1456 |
|
2.618 |
1.1391 |
|
1.618 |
1.1352 |
|
1.000 |
1.1328 |
|
0.618 |
1.1312 |
|
HIGH |
1.1288 |
|
0.618 |
1.1273 |
|
0.500 |
1.1268 |
|
0.382 |
1.1264 |
|
LOW |
1.1249 |
|
0.618 |
1.1224 |
|
1.000 |
1.1209 |
|
1.618 |
1.1185 |
|
2.618 |
1.1145 |
|
4.250 |
1.1081 |
|
|
| Fisher Pivots for day following 09-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1268 |
1.1271 |
| PP |
1.1268 |
1.1269 |
| S1 |
1.1267 |
1.1268 |
|