CME Swiss Franc Future September 2024
| Trading Metrics calculated at close of trading on 17-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2024 |
17-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1141 |
1.1151 |
0.0011 |
0.1% |
1.1232 |
| High |
1.1156 |
1.1179 |
0.0024 |
0.2% |
1.1288 |
| Low |
1.1141 |
1.1151 |
0.0011 |
0.1% |
1.1130 |
| Close |
1.1156 |
1.1176 |
0.0021 |
0.2% |
1.1142 |
| Range |
0.0015 |
0.0028 |
0.0013 |
86.7% |
0.0158 |
| ATR |
0.0052 |
0.0050 |
-0.0002 |
-3.3% |
0.0000 |
| Volume |
5 |
28 |
23 |
460.0% |
102 |
|
| Daily Pivots for day following 17-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1253 |
1.1242 |
1.1191 |
|
| R3 |
1.1225 |
1.1214 |
1.1184 |
|
| R2 |
1.1197 |
1.1197 |
1.1181 |
|
| R1 |
1.1186 |
1.1186 |
1.1179 |
1.1192 |
| PP |
1.1169 |
1.1169 |
1.1169 |
1.1171 |
| S1 |
1.1158 |
1.1158 |
1.1173 |
1.1164 |
| S2 |
1.1141 |
1.1141 |
1.1171 |
|
| S3 |
1.1113 |
1.1130 |
1.1168 |
|
| S4 |
1.1085 |
1.1102 |
1.1161 |
|
|
| 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 |
1.1213 |
1.1120 |
0.0093 |
0.8% |
0.0043 |
0.4% |
61% |
False |
False |
16 |
| 10 |
1.1314 |
1.1120 |
0.0194 |
1.7% |
0.0048 |
0.4% |
29% |
False |
False |
15 |
| 20 |
1.1500 |
1.1120 |
0.0380 |
3.4% |
0.0046 |
0.4% |
15% |
False |
False |
10 |
| 40 |
1.1680 |
1.1120 |
0.0560 |
5.0% |
0.0034 |
0.3% |
10% |
False |
False |
14 |
| 60 |
1.1959 |
1.1120 |
0.0839 |
7.5% |
0.0034 |
0.3% |
7% |
False |
False |
10 |
| 80 |
1.2267 |
1.1120 |
0.1147 |
10.3% |
0.0036 |
0.3% |
5% |
False |
False |
8 |
| 100 |
1.2267 |
1.1120 |
0.1147 |
10.3% |
0.0034 |
0.3% |
5% |
False |
False |
6 |
| 120 |
1.2267 |
1.1120 |
0.1147 |
10.3% |
0.0031 |
0.3% |
5% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1298 |
|
2.618 |
1.1252 |
|
1.618 |
1.1224 |
|
1.000 |
1.1207 |
|
0.618 |
1.1196 |
|
HIGH |
1.1179 |
|
0.618 |
1.1168 |
|
0.500 |
1.1165 |
|
0.382 |
1.1162 |
|
LOW |
1.1151 |
|
0.618 |
1.1134 |
|
1.000 |
1.1123 |
|
1.618 |
1.1106 |
|
2.618 |
1.1078 |
|
4.250 |
1.1032 |
|
|
| Fisher Pivots for day following 17-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1172 |
1.1167 |
| PP |
1.1169 |
1.1158 |
| S1 |
1.1165 |
1.1150 |
|