CME Swiss Franc Future September 2024
Trading Metrics calculated at close of trading on 24-Apr-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2024 |
24-Apr-2024 |
Change |
Change % |
Previous Week |
Open |
1.1163 |
1.1131 |
-0.0032 |
-0.3% |
1.1120 |
High |
1.1163 |
1.1131 |
-0.0032 |
-0.3% |
1.1283 |
Low |
1.1145 |
1.1110 |
-0.0035 |
-0.3% |
1.1120 |
Close |
1.1156 |
1.1113 |
-0.0043 |
-0.4% |
1.1177 |
Range |
0.0018 |
0.0021 |
0.0004 |
20.0% |
0.0163 |
ATR |
0.0051 |
0.0050 |
0.0000 |
-0.7% |
0.0000 |
Volume |
5 |
22 |
17 |
340.0% |
77 |
|
Daily Pivots for day following 24-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1181 |
1.1168 |
1.1125 |
|
R3 |
1.1160 |
1.1147 |
1.1119 |
|
R2 |
1.1139 |
1.1139 |
1.1117 |
|
R1 |
1.1126 |
1.1126 |
1.1115 |
1.1122 |
PP |
1.1118 |
1.1118 |
1.1118 |
1.1116 |
S1 |
1.1105 |
1.1105 |
1.1111 |
1.1101 |
S2 |
1.1097 |
1.1097 |
1.1109 |
|
S3 |
1.1076 |
1.1084 |
1.1107 |
|
S4 |
1.1055 |
1.1063 |
1.1101 |
|
|
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 |
1.1110 |
0.0173 |
1.6% |
0.0044 |
0.4% |
2% |
False |
True |
12 |
10 |
1.1283 |
1.1110 |
0.0173 |
1.6% |
0.0044 |
0.4% |
2% |
False |
True |
14 |
20 |
1.1317 |
1.1110 |
0.0207 |
1.9% |
0.0045 |
0.4% |
1% |
False |
True |
11 |
40 |
1.1680 |
1.1110 |
0.0570 |
5.1% |
0.0038 |
0.3% |
1% |
False |
True |
16 |
60 |
1.1959 |
1.1110 |
0.0849 |
7.6% |
0.0036 |
0.3% |
0% |
False |
True |
11 |
80 |
1.2267 |
1.1110 |
0.1157 |
10.4% |
0.0035 |
0.3% |
0% |
False |
True |
8 |
100 |
1.2267 |
1.1110 |
0.1157 |
10.4% |
0.0035 |
0.3% |
0% |
False |
True |
7 |
120 |
1.2267 |
1.1110 |
0.1157 |
10.4% |
0.0032 |
0.3% |
0% |
False |
True |
6 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1220 |
2.618 |
1.1186 |
1.618 |
1.1165 |
1.000 |
1.1152 |
0.618 |
1.1144 |
HIGH |
1.1131 |
0.618 |
1.1123 |
0.500 |
1.1121 |
0.382 |
1.1118 |
LOW |
1.1110 |
0.618 |
1.1097 |
1.000 |
1.1089 |
1.618 |
1.1076 |
2.618 |
1.1055 |
4.250 |
1.1021 |
|
|
Fisher Pivots for day following 24-Apr-2024 |
Pivot |
1 day |
3 day |
R1 |
1.1121 |
1.1137 |
PP |
1.1118 |
1.1129 |
S1 |
1.1116 |
1.1121 |
|