CME Swiss Franc Future September 2024
| Trading Metrics calculated at close of trading on 18-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2024 |
18-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1151 |
1.1177 |
0.0026 |
0.2% |
1.1232 |
| High |
1.1179 |
1.1193 |
0.0014 |
0.1% |
1.1288 |
| Low |
1.1151 |
1.1152 |
0.0001 |
0.0% |
1.1130 |
| Close |
1.1176 |
1.1152 |
-0.0024 |
-0.2% |
1.1142 |
| Range |
0.0028 |
0.0041 |
0.0013 |
44.6% |
0.0158 |
| ATR |
0.0050 |
0.0050 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
28 |
15 |
-13 |
-46.4% |
102 |
|
| Daily Pivots for day following 18-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1287 |
1.1260 |
1.1174 |
|
| R3 |
1.1247 |
1.1220 |
1.1163 |
|
| R2 |
1.1206 |
1.1206 |
1.1159 |
|
| R1 |
1.1179 |
1.1179 |
1.1156 |
1.1172 |
| PP |
1.1166 |
1.1166 |
1.1166 |
1.1162 |
| S1 |
1.1139 |
1.1139 |
1.1148 |
1.1132 |
| S2 |
1.1125 |
1.1125 |
1.1145 |
|
| S3 |
1.1085 |
1.1098 |
1.1141 |
|
| S4 |
1.1044 |
1.1058 |
1.1130 |
|
|
| 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 |
1.1193 |
1.1120 |
0.0073 |
0.7% |
0.0034 |
0.3% |
44% |
True |
False |
18 |
| 10 |
1.1314 |
1.1120 |
0.0194 |
1.7% |
0.0052 |
0.5% |
17% |
False |
False |
16 |
| 20 |
1.1430 |
1.1120 |
0.0310 |
2.8% |
0.0045 |
0.4% |
10% |
False |
False |
11 |
| 40 |
1.1680 |
1.1120 |
0.0560 |
5.0% |
0.0035 |
0.3% |
6% |
False |
False |
15 |
| 60 |
1.1959 |
1.1120 |
0.0839 |
7.5% |
0.0035 |
0.3% |
4% |
False |
False |
10 |
| 80 |
1.2267 |
1.1120 |
0.1147 |
10.3% |
0.0037 |
0.3% |
3% |
False |
False |
8 |
| 100 |
1.2267 |
1.1120 |
0.1147 |
10.3% |
0.0034 |
0.3% |
3% |
False |
False |
6 |
| 120 |
1.2267 |
1.1120 |
0.1147 |
10.3% |
0.0031 |
0.3% |
3% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1365 |
|
2.618 |
1.1299 |
|
1.618 |
1.1258 |
|
1.000 |
1.1233 |
|
0.618 |
1.1218 |
|
HIGH |
1.1193 |
|
0.618 |
1.1177 |
|
0.500 |
1.1172 |
|
0.382 |
1.1167 |
|
LOW |
1.1152 |
|
0.618 |
1.1127 |
|
1.000 |
1.1112 |
|
1.618 |
1.1086 |
|
2.618 |
1.1046 |
|
4.250 |
1.0980 |
|
|
| Fisher Pivots for day following 18-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1172 |
1.1167 |
| PP |
1.1166 |
1.1162 |
| S1 |
1.1159 |
1.1157 |
|