CME Swiss Franc Future September 2024
Trading Metrics calculated at close of trading on 26-Apr-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2024 |
26-Apr-2024 |
Change |
Change % |
Previous Week |
Open |
1.1140 |
1.1139 |
-0.0001 |
0.0% |
1.1164 |
High |
1.1140 |
1.1170 |
0.0030 |
0.3% |
1.1170 |
Low |
1.1100 |
1.1110 |
0.0010 |
0.1% |
1.1100 |
Close |
1.1139 |
1.1127 |
-0.0012 |
-0.1% |
1.1127 |
Range |
0.0040 |
0.0060 |
0.0021 |
51.9% |
0.0070 |
ATR |
0.0050 |
0.0050 |
0.0001 |
1.5% |
0.0000 |
Volume |
23 |
16 |
-7 |
-30.4% |
66 |
|
Daily Pivots for day following 26-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1315 |
1.1281 |
1.1160 |
|
R3 |
1.1255 |
1.1221 |
1.1143 |
|
R2 |
1.1195 |
1.1195 |
1.1138 |
|
R1 |
1.1161 |
1.1161 |
1.1132 |
1.1148 |
PP |
1.1135 |
1.1135 |
1.1135 |
1.1129 |
S1 |
1.1101 |
1.1101 |
1.1121 |
1.1088 |
S2 |
1.1075 |
1.1075 |
1.1116 |
|
S3 |
1.1015 |
1.1041 |
1.1110 |
|
S4 |
1.0955 |
1.0981 |
1.1094 |
|
|
Weekly Pivots for week ending 26-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1341 |
1.1303 |
1.1165 |
|
R3 |
1.1271 |
1.1234 |
1.1146 |
|
R2 |
1.1202 |
1.1202 |
1.1139 |
|
R1 |
1.1164 |
1.1164 |
1.1133 |
1.1148 |
PP |
1.1132 |
1.1132 |
1.1132 |
1.1124 |
S1 |
1.1095 |
1.1095 |
1.1120 |
1.1079 |
S2 |
1.1063 |
1.1063 |
1.1114 |
|
S3 |
1.0993 |
1.1025 |
1.1107 |
|
S4 |
1.0924 |
1.0956 |
1.1088 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1170 |
1.1100 |
0.0070 |
0.6% |
0.0028 |
0.2% |
38% |
True |
False |
13 |
10 |
1.1283 |
1.1100 |
0.0183 |
1.6% |
0.0040 |
0.4% |
14% |
False |
False |
14 |
20 |
1.1314 |
1.1100 |
0.0214 |
1.9% |
0.0044 |
0.4% |
12% |
False |
False |
13 |
40 |
1.1680 |
1.1100 |
0.0580 |
5.2% |
0.0041 |
0.4% |
5% |
False |
False |
17 |
60 |
1.1959 |
1.1100 |
0.0859 |
7.7% |
0.0038 |
0.3% |
3% |
False |
False |
12 |
80 |
1.2124 |
1.1100 |
0.1024 |
9.2% |
0.0035 |
0.3% |
3% |
False |
False |
9 |
100 |
1.2267 |
1.1100 |
0.1167 |
10.5% |
0.0035 |
0.3% |
2% |
False |
False |
7 |
120 |
1.2267 |
1.1100 |
0.1167 |
10.5% |
0.0033 |
0.3% |
2% |
False |
False |
6 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1425 |
2.618 |
1.1327 |
1.618 |
1.1267 |
1.000 |
1.1230 |
0.618 |
1.1207 |
HIGH |
1.1170 |
0.618 |
1.1147 |
0.500 |
1.1140 |
0.382 |
1.1132 |
LOW |
1.1110 |
0.618 |
1.1072 |
1.000 |
1.1050 |
1.618 |
1.1012 |
2.618 |
1.0952 |
4.250 |
1.0855 |
|
|
Fisher Pivots for day following 26-Apr-2024 |
Pivot |
1 day |
3 day |
R1 |
1.1140 |
1.1135 |
PP |
1.1135 |
1.1132 |
S1 |
1.1131 |
1.1129 |
|