CME Swiss Franc Future September 2024
Trading Metrics calculated at close of trading on 19-Apr-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2024 |
19-Apr-2024 |
Change |
Change % |
Previous Week |
Open |
1.1177 |
1.1219 |
0.0043 |
0.4% |
1.1120 |
High |
1.1193 |
1.1283 |
0.0091 |
0.8% |
1.1283 |
Low |
1.1152 |
1.1140 |
-0.0012 |
-0.1% |
1.1120 |
Close |
1.1152 |
1.1177 |
0.0025 |
0.2% |
1.1177 |
Range |
0.0041 |
0.0143 |
0.0103 |
253.1% |
0.0163 |
ATR |
0.0050 |
0.0056 |
0.0007 |
13.4% |
0.0000 |
Volume |
15 |
18 |
3 |
20.0% |
77 |
|
Daily Pivots for day following 19-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1629 |
1.1546 |
1.1256 |
|
R3 |
1.1486 |
1.1403 |
1.1216 |
|
R2 |
1.1343 |
1.1343 |
1.1203 |
|
R1 |
1.1260 |
1.1260 |
1.1190 |
1.1230 |
PP |
1.1200 |
1.1200 |
1.1200 |
1.1185 |
S1 |
1.1117 |
1.1117 |
1.1164 |
1.1087 |
S2 |
1.1057 |
1.1057 |
1.1151 |
|
S3 |
1.0914 |
1.0974 |
1.1138 |
|
S4 |
1.0771 |
1.0831 |
1.1098 |
|
|
Weekly Pivots for week ending 19-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1682 |
1.1593 |
1.1267 |
|
R3 |
1.1519 |
1.1430 |
1.1222 |
|
R2 |
1.1356 |
1.1356 |
1.1207 |
|
R1 |
1.1267 |
1.1267 |
1.1192 |
1.1312 |
PP |
1.1193 |
1.1193 |
1.1193 |
1.1216 |
S1 |
1.1104 |
1.1104 |
1.1162 |
1.1149 |
S2 |
1.1030 |
1.1030 |
1.1147 |
|
S3 |
1.0867 |
1.0941 |
1.1132 |
|
S4 |
1.0704 |
1.0778 |
1.1087 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1283 |
1.1120 |
0.0163 |
1.5% |
0.0052 |
0.5% |
35% |
True |
False |
15 |
10 |
1.1288 |
1.1120 |
0.0168 |
1.5% |
0.0058 |
0.5% |
34% |
False |
False |
17 |
20 |
1.1370 |
1.1120 |
0.0250 |
2.2% |
0.0048 |
0.4% |
23% |
False |
False |
10 |
40 |
1.1680 |
1.1120 |
0.0560 |
5.0% |
0.0037 |
0.3% |
10% |
False |
False |
15 |
60 |
1.1959 |
1.1120 |
0.0839 |
7.5% |
0.0037 |
0.3% |
7% |
False |
False |
11 |
80 |
1.2267 |
1.1120 |
0.1147 |
10.3% |
0.0038 |
0.3% |
5% |
False |
False |
8 |
100 |
1.2267 |
1.1120 |
0.1147 |
10.3% |
0.0035 |
0.3% |
5% |
False |
False |
6 |
120 |
1.2267 |
1.1120 |
0.1147 |
10.3% |
0.0032 |
0.3% |
5% |
False |
False |
5 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1891 |
2.618 |
1.1657 |
1.618 |
1.1514 |
1.000 |
1.1426 |
0.618 |
1.1371 |
HIGH |
1.1283 |
0.618 |
1.1228 |
0.500 |
1.1212 |
0.382 |
1.1195 |
LOW |
1.1140 |
0.618 |
1.1052 |
1.000 |
1.0997 |
1.618 |
1.0909 |
2.618 |
1.0766 |
4.250 |
1.0532 |
|
|
Fisher Pivots for day following 19-Apr-2024 |
Pivot |
1 day |
3 day |
R1 |
1.1212 |
1.1212 |
PP |
1.1200 |
1.1200 |
S1 |
1.1189 |
1.1189 |
|