CME Swiss Franc Future September 2024
| Trading Metrics calculated at close of trading on 12-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2024 |
12-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1130 |
1.1150 |
0.0020 |
0.2% |
1.1232 |
| High |
1.1213 |
1.1190 |
-0.0023 |
-0.2% |
1.1288 |
| Low |
1.1130 |
1.1133 |
0.0003 |
0.0% |
1.1130 |
| Close |
1.1187 |
1.1142 |
-0.0045 |
-0.4% |
1.1142 |
| Range |
0.0083 |
0.0058 |
-0.0025 |
-30.3% |
0.0158 |
| ATR |
0.0057 |
0.0057 |
0.0000 |
0.1% |
0.0000 |
| Volume |
5 |
33 |
28 |
560.0% |
102 |
|
| Daily Pivots for day following 12-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1327 |
1.1292 |
1.1174 |
|
| R3 |
1.1270 |
1.1235 |
1.1158 |
|
| R2 |
1.1212 |
1.1212 |
1.1153 |
|
| R1 |
1.1177 |
1.1177 |
1.1147 |
1.1166 |
| PP |
1.1155 |
1.1155 |
1.1155 |
1.1149 |
| S1 |
1.1120 |
1.1120 |
1.1137 |
1.1109 |
| S2 |
1.1097 |
1.1097 |
1.1131 |
|
| S3 |
1.1040 |
1.1062 |
1.1126 |
|
| S4 |
1.0982 |
1.1005 |
1.1110 |
|
|
| Weekly Pivots for week ending 12-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1661 |
1.1559 |
1.1229 |
|
| R3 |
1.1503 |
1.1401 |
1.1185 |
|
| R2 |
1.1345 |
1.1345 |
1.1171 |
|
| R1 |
1.1243 |
1.1243 |
1.1156 |
1.1215 |
| PP |
1.1187 |
1.1187 |
1.1187 |
1.1173 |
| S1 |
1.1085 |
1.1085 |
1.1128 |
1.1057 |
| S2 |
1.1029 |
1.1029 |
1.1113 |
|
| S3 |
1.0871 |
1.0927 |
1.1099 |
|
| S4 |
1.0713 |
1.0769 |
1.1055 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1288 |
1.1130 |
0.0158 |
1.4% |
0.0065 |
0.6% |
8% |
False |
False |
20 |
| 10 |
1.1314 |
1.1130 |
0.0184 |
1.6% |
0.0049 |
0.4% |
7% |
False |
False |
11 |
| 20 |
1.1559 |
1.1130 |
0.0429 |
3.8% |
0.0048 |
0.4% |
3% |
False |
False |
9 |
| 40 |
1.1680 |
1.1130 |
0.0550 |
4.9% |
0.0035 |
0.3% |
2% |
False |
False |
13 |
| 60 |
1.1959 |
1.1130 |
0.0829 |
7.4% |
0.0033 |
0.3% |
1% |
False |
False |
9 |
| 80 |
1.2267 |
1.1130 |
0.1137 |
10.2% |
0.0035 |
0.3% |
1% |
False |
False |
7 |
| 100 |
1.2267 |
1.1130 |
0.1137 |
10.2% |
0.0033 |
0.3% |
1% |
False |
False |
6 |
| 120 |
1.2267 |
1.1130 |
0.1137 |
10.2% |
0.0031 |
0.3% |
1% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1434 |
|
2.618 |
1.1341 |
|
1.618 |
1.1283 |
|
1.000 |
1.1248 |
|
0.618 |
1.1226 |
|
HIGH |
1.1190 |
|
0.618 |
1.1168 |
|
0.500 |
1.1161 |
|
0.382 |
1.1154 |
|
LOW |
1.1133 |
|
0.618 |
1.1097 |
|
1.000 |
1.1075 |
|
1.618 |
1.1039 |
|
2.618 |
1.0982 |
|
4.250 |
1.0888 |
|
|
| Fisher Pivots for day following 12-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1161 |
1.1197 |
| PP |
1.1155 |
1.1179 |
| S1 |
1.1148 |
1.1160 |
|