CME Swiss Franc Future September 2024
Trading Metrics calculated at close of trading on 25-Apr-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2024 |
25-Apr-2024 |
Change |
Change % |
Previous Week |
Open |
1.1131 |
1.1140 |
0.0009 |
0.1% |
1.1120 |
High |
1.1131 |
1.1140 |
0.0009 |
0.1% |
1.1283 |
Low |
1.1110 |
1.1100 |
-0.0010 |
-0.1% |
1.1120 |
Close |
1.1113 |
1.1139 |
0.0026 |
0.2% |
1.1177 |
Range |
0.0021 |
0.0040 |
0.0019 |
88.1% |
0.0163 |
ATR |
0.0050 |
0.0050 |
-0.0001 |
-1.5% |
0.0000 |
Volume |
22 |
23 |
1 |
4.5% |
77 |
|
Daily Pivots for day following 25-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1245 |
1.1231 |
1.1160 |
|
R3 |
1.1205 |
1.1192 |
1.1149 |
|
R2 |
1.1166 |
1.1166 |
1.1146 |
|
R1 |
1.1152 |
1.1152 |
1.1142 |
1.1139 |
PP |
1.1126 |
1.1126 |
1.1126 |
1.1120 |
S1 |
1.1113 |
1.1113 |
1.1135 |
1.1100 |
S2 |
1.1087 |
1.1087 |
1.1131 |
|
S3 |
1.1047 |
1.1073 |
1.1128 |
|
S4 |
1.1008 |
1.1034 |
1.1117 |
|
|
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 |
1.1100 |
0.0183 |
1.6% |
0.0044 |
0.4% |
21% |
False |
True |
13 |
10 |
1.1283 |
1.1100 |
0.0183 |
1.6% |
0.0039 |
0.4% |
21% |
False |
True |
16 |
20 |
1.1317 |
1.1100 |
0.0217 |
1.9% |
0.0045 |
0.4% |
18% |
False |
True |
12 |
40 |
1.1680 |
1.1100 |
0.0580 |
5.2% |
0.0039 |
0.4% |
7% |
False |
True |
16 |
60 |
1.1959 |
1.1100 |
0.0859 |
7.7% |
0.0037 |
0.3% |
4% |
False |
True |
11 |
80 |
1.2124 |
1.1100 |
0.1024 |
9.2% |
0.0035 |
0.3% |
4% |
False |
True |
9 |
100 |
1.2267 |
1.1100 |
0.1167 |
10.5% |
0.0036 |
0.3% |
3% |
False |
True |
7 |
120 |
1.2267 |
1.1100 |
0.1167 |
10.5% |
0.0032 |
0.3% |
3% |
False |
True |
6 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1307 |
2.618 |
1.1243 |
1.618 |
1.1203 |
1.000 |
1.1179 |
0.618 |
1.1164 |
HIGH |
1.1140 |
0.618 |
1.1124 |
0.500 |
1.1120 |
0.382 |
1.1115 |
LOW |
1.1100 |
0.618 |
1.1076 |
1.000 |
1.1061 |
1.618 |
1.1036 |
2.618 |
1.0997 |
4.250 |
1.0932 |
|
|
Fisher Pivots for day following 25-Apr-2024 |
Pivot |
1 day |
3 day |
R1 |
1.1132 |
1.1136 |
PP |
1.1126 |
1.1134 |
S1 |
1.1120 |
1.1131 |
|