CME Swiss Franc Future September 2024
| Trading Metrics calculated at close of trading on 15-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2024 |
15-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1150 |
1.1120 |
-0.0030 |
-0.3% |
1.1232 |
| High |
1.1190 |
1.1151 |
-0.0039 |
-0.3% |
1.1288 |
| Low |
1.1133 |
1.1120 |
-0.0013 |
-0.1% |
1.1130 |
| Close |
1.1142 |
1.1151 |
0.0009 |
0.1% |
1.1142 |
| Range |
0.0058 |
0.0031 |
-0.0027 |
-46.1% |
0.0158 |
| ATR |
0.0057 |
0.0055 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
33 |
11 |
-22 |
-66.7% |
102 |
|
| Daily Pivots for day following 15-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1234 |
1.1223 |
1.1168 |
|
| R3 |
1.1203 |
1.1192 |
1.1160 |
|
| R2 |
1.1172 |
1.1172 |
1.1157 |
|
| R1 |
1.1161 |
1.1161 |
1.1154 |
1.1167 |
| PP |
1.1141 |
1.1141 |
1.1141 |
1.1143 |
| S1 |
1.1130 |
1.1130 |
1.1148 |
1.1136 |
| S2 |
1.1110 |
1.1110 |
1.1145 |
|
| S3 |
1.1079 |
1.1099 |
1.1142 |
|
| S4 |
1.1048 |
1.1068 |
1.1134 |
|
|
| 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 |
1.1120 |
0.0168 |
1.5% |
0.0067 |
0.6% |
18% |
False |
True |
21 |
| 10 |
1.1314 |
1.1120 |
0.0194 |
1.7% |
0.0052 |
0.5% |
16% |
False |
True |
12 |
| 20 |
1.1520 |
1.1120 |
0.0400 |
3.6% |
0.0048 |
0.4% |
8% |
False |
True |
9 |
| 40 |
1.1680 |
1.1120 |
0.0560 |
5.0% |
0.0034 |
0.3% |
6% |
False |
True |
14 |
| 60 |
1.1959 |
1.1120 |
0.0839 |
7.5% |
0.0034 |
0.3% |
4% |
False |
True |
9 |
| 80 |
1.2267 |
1.1120 |
0.1147 |
10.3% |
0.0035 |
0.3% |
3% |
False |
True |
7 |
| 100 |
1.2267 |
1.1120 |
0.1147 |
10.3% |
0.0033 |
0.3% |
3% |
False |
True |
6 |
| 120 |
1.2267 |
1.1120 |
0.1147 |
10.3% |
0.0031 |
0.3% |
3% |
False |
True |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1283 |
|
2.618 |
1.1232 |
|
1.618 |
1.1201 |
|
1.000 |
1.1182 |
|
0.618 |
1.1170 |
|
HIGH |
1.1151 |
|
0.618 |
1.1139 |
|
0.500 |
1.1136 |
|
0.382 |
1.1132 |
|
LOW |
1.1120 |
|
0.618 |
1.1101 |
|
1.000 |
1.1089 |
|
1.618 |
1.1070 |
|
2.618 |
1.1039 |
|
4.250 |
1.0988 |
|
|
| Fisher Pivots for day following 15-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1146 |
1.1166 |
| PP |
1.1141 |
1.1161 |
| S1 |
1.1136 |
1.1156 |
|