CME Swiss Franc Future September 2024
| Trading Metrics calculated at close of trading on 10-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2024 |
10-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1250 |
1.1262 |
0.0012 |
0.1% |
1.1253 |
| High |
1.1288 |
1.1264 |
-0.0024 |
-0.2% |
1.1314 |
| Low |
1.1249 |
1.1140 |
-0.0109 |
-1.0% |
1.1210 |
| Close |
1.1267 |
1.1146 |
-0.0121 |
-1.1% |
1.1286 |
| Range |
0.0040 |
0.0124 |
0.0085 |
213.9% |
0.0104 |
| ATR |
0.0049 |
0.0055 |
0.0006 |
11.2% |
0.0000 |
| Volume |
43 |
17 |
-26 |
-60.5% |
16 |
|
| Daily Pivots for day following 10-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1555 |
1.1474 |
1.1214 |
|
| R3 |
1.1431 |
1.1350 |
1.1180 |
|
| R2 |
1.1307 |
1.1307 |
1.1168 |
|
| R1 |
1.1226 |
1.1226 |
1.1157 |
1.1205 |
| PP |
1.1183 |
1.1183 |
1.1183 |
1.1172 |
| S1 |
1.1102 |
1.1102 |
1.1134 |
1.1081 |
| S2 |
1.1059 |
1.1059 |
1.1123 |
|
| S3 |
1.0935 |
1.0978 |
1.1111 |
|
| S4 |
1.0811 |
1.0854 |
1.1077 |
|
|
| 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 |
1.1140 |
0.0174 |
1.6% |
0.0054 |
0.5% |
3% |
False |
True |
14 |
| 10 |
1.1317 |
1.1140 |
0.0177 |
1.6% |
0.0046 |
0.4% |
3% |
False |
True |
9 |
| 20 |
1.1614 |
1.1140 |
0.0474 |
4.3% |
0.0045 |
0.4% |
1% |
False |
True |
7 |
| 40 |
1.1680 |
1.1140 |
0.0540 |
4.8% |
0.0035 |
0.3% |
1% |
False |
True |
13 |
| 60 |
1.1959 |
1.1140 |
0.0819 |
7.3% |
0.0032 |
0.3% |
1% |
False |
True |
9 |
| 80 |
1.2267 |
1.1140 |
0.1127 |
10.1% |
0.0036 |
0.3% |
0% |
False |
True |
7 |
| 100 |
1.2267 |
1.1140 |
0.1127 |
10.1% |
0.0032 |
0.3% |
0% |
False |
True |
5 |
| 120 |
1.2267 |
1.1140 |
0.1127 |
10.1% |
0.0031 |
0.3% |
0% |
False |
True |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1791 |
|
2.618 |
1.1589 |
|
1.618 |
1.1465 |
|
1.000 |
1.1388 |
|
0.618 |
1.1341 |
|
HIGH |
1.1264 |
|
0.618 |
1.1217 |
|
0.500 |
1.1202 |
|
0.382 |
1.1187 |
|
LOW |
1.1140 |
|
0.618 |
1.1063 |
|
1.000 |
1.1016 |
|
1.618 |
1.0939 |
|
2.618 |
1.0815 |
|
4.250 |
1.0613 |
|
|
| Fisher Pivots for day following 10-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1202 |
1.1214 |
| PP |
1.1183 |
1.1191 |
| S1 |
1.1164 |
1.1168 |
|