CME Swiss Franc Future September 2024
| Trading Metrics calculated at close of trading on 11-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2024 |
11-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1262 |
1.1130 |
-0.0132 |
-1.2% |
1.1253 |
| High |
1.1264 |
1.1213 |
-0.0052 |
-0.5% |
1.1314 |
| Low |
1.1140 |
1.1130 |
-0.0010 |
-0.1% |
1.1210 |
| Close |
1.1146 |
1.1187 |
0.0041 |
0.4% |
1.1286 |
| Range |
0.0124 |
0.0083 |
-0.0042 |
-33.5% |
0.0104 |
| ATR |
0.0055 |
0.0057 |
0.0002 |
3.6% |
0.0000 |
| Volume |
17 |
5 |
-12 |
-70.6% |
16 |
|
| Daily Pivots for day following 11-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1424 |
1.1388 |
1.1232 |
|
| R3 |
1.1341 |
1.1305 |
1.1209 |
|
| R2 |
1.1259 |
1.1259 |
1.1202 |
|
| R1 |
1.1223 |
1.1223 |
1.1194 |
1.1241 |
| PP |
1.1176 |
1.1176 |
1.1176 |
1.1185 |
| S1 |
1.1140 |
1.1140 |
1.1179 |
1.1158 |
| S2 |
1.1094 |
1.1094 |
1.1171 |
|
| S3 |
1.1011 |
1.1058 |
1.1164 |
|
| S4 |
1.0929 |
1.0975 |
1.1141 |
|
|
| 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 |
1.1130 |
0.0184 |
1.6% |
0.0070 |
0.6% |
31% |
False |
True |
14 |
| 10 |
1.1317 |
1.1130 |
0.0187 |
1.7% |
0.0051 |
0.5% |
30% |
False |
True |
9 |
| 20 |
1.1611 |
1.1130 |
0.0481 |
4.3% |
0.0049 |
0.4% |
12% |
False |
True |
7 |
| 40 |
1.1680 |
1.1130 |
0.0550 |
4.9% |
0.0034 |
0.3% |
10% |
False |
True |
13 |
| 60 |
1.1959 |
1.1130 |
0.0829 |
7.4% |
0.0033 |
0.3% |
7% |
False |
True |
9 |
| 80 |
1.2267 |
1.1130 |
0.1137 |
10.2% |
0.0035 |
0.3% |
5% |
False |
True |
7 |
| 100 |
1.2267 |
1.1130 |
0.1137 |
10.2% |
0.0033 |
0.3% |
5% |
False |
True |
5 |
| 120 |
1.2267 |
1.1130 |
0.1137 |
10.2% |
0.0031 |
0.3% |
5% |
False |
True |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1563 |
|
2.618 |
1.1428 |
|
1.618 |
1.1346 |
|
1.000 |
1.1295 |
|
0.618 |
1.1263 |
|
HIGH |
1.1213 |
|
0.618 |
1.1181 |
|
0.500 |
1.1171 |
|
0.382 |
1.1162 |
|
LOW |
1.1130 |
|
0.618 |
1.1079 |
|
1.000 |
1.1048 |
|
1.618 |
1.0997 |
|
2.618 |
1.0914 |
|
4.250 |
1.0779 |
|
|
| Fisher Pivots for day following 11-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1181 |
1.1209 |
| PP |
1.1176 |
1.1202 |
| S1 |
1.1171 |
1.1194 |
|