CME Swiss Franc Future September 2024
| Trading Metrics calculated at close of trading on 23-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2024 |
23-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1164 |
1.1163 |
-0.0001 |
0.0% |
1.1120 |
| High |
1.1164 |
1.1163 |
-0.0001 |
0.0% |
1.1283 |
| Low |
1.1164 |
1.1145 |
-0.0019 |
-0.2% |
1.1120 |
| Close |
1.1164 |
1.1156 |
-0.0008 |
-0.1% |
1.1177 |
| Range |
0.0000 |
0.0018 |
0.0018 |
|
0.0163 |
| ATR |
0.0053 |
0.0051 |
-0.0002 |
-4.7% |
0.0000 |
| Volume |
0 |
5 |
5 |
|
77 |
|
| Daily Pivots for day following 23-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1207 |
1.1199 |
1.1165 |
|
| R3 |
1.1189 |
1.1181 |
1.1160 |
|
| R2 |
1.1172 |
1.1172 |
1.1159 |
|
| R1 |
1.1164 |
1.1164 |
1.1157 |
1.1159 |
| PP |
1.1154 |
1.1154 |
1.1154 |
1.1152 |
| S1 |
1.1146 |
1.1146 |
1.1154 |
1.1142 |
| S2 |
1.1137 |
1.1137 |
1.1152 |
|
| S3 |
1.1119 |
1.1129 |
1.1151 |
|
| S4 |
1.1102 |
1.1111 |
1.1146 |
|
|
| 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 |
1.1140 |
0.0143 |
1.3% |
0.0046 |
0.4% |
11% |
False |
False |
13 |
| 10 |
1.1283 |
1.1120 |
0.0163 |
1.5% |
0.0054 |
0.5% |
22% |
False |
False |
13 |
| 20 |
1.1317 |
1.1120 |
0.0197 |
1.8% |
0.0045 |
0.4% |
18% |
False |
False |
10 |
| 40 |
1.1680 |
1.1120 |
0.0560 |
5.0% |
0.0038 |
0.3% |
6% |
False |
False |
15 |
| 60 |
1.1959 |
1.1120 |
0.0839 |
7.5% |
0.0036 |
0.3% |
4% |
False |
False |
11 |
| 80 |
1.2267 |
1.1120 |
0.1147 |
10.3% |
0.0035 |
0.3% |
3% |
False |
False |
8 |
| 100 |
1.2267 |
1.1120 |
0.1147 |
10.3% |
0.0035 |
0.3% |
3% |
False |
False |
6 |
| 120 |
1.2267 |
1.1120 |
0.1147 |
10.3% |
0.0032 |
0.3% |
3% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1237 |
|
2.618 |
1.1208 |
|
1.618 |
1.1191 |
|
1.000 |
1.1180 |
|
0.618 |
1.1173 |
|
HIGH |
1.1163 |
|
0.618 |
1.1156 |
|
0.500 |
1.1154 |
|
0.382 |
1.1152 |
|
LOW |
1.1145 |
|
0.618 |
1.1134 |
|
1.000 |
1.1128 |
|
1.618 |
1.1117 |
|
2.618 |
1.1099 |
|
4.250 |
1.1071 |
|
|
| Fisher Pivots for day following 23-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1155 |
1.1212 |
| PP |
1.1154 |
1.1193 |
| S1 |
1.1154 |
1.1174 |
|