CME Swiss Franc Future September 2024
| Trading Metrics calculated at close of trading on 29-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2024 |
29-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1139 |
1.1126 |
-0.0013 |
-0.1% |
1.1164 |
| High |
1.1170 |
1.1165 |
-0.0005 |
0.0% |
1.1170 |
| Low |
1.1110 |
1.1126 |
0.0017 |
0.1% |
1.1100 |
| Close |
1.1127 |
1.1165 |
0.0038 |
0.3% |
1.1127 |
| Range |
0.0060 |
0.0039 |
-0.0022 |
-35.8% |
0.0070 |
| ATR |
0.0050 |
0.0050 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
16 |
36 |
20 |
125.0% |
66 |
|
| Daily Pivots for day following 29-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1267 |
1.1254 |
1.1186 |
|
| R3 |
1.1229 |
1.1216 |
1.1175 |
|
| R2 |
1.1190 |
1.1190 |
1.1172 |
|
| R1 |
1.1177 |
1.1177 |
1.1168 |
1.1184 |
| PP |
1.1152 |
1.1152 |
1.1152 |
1.1155 |
| S1 |
1.1139 |
1.1139 |
1.1161 |
1.1145 |
| S2 |
1.1113 |
1.1113 |
1.1157 |
|
| S3 |
1.1075 |
1.1100 |
1.1154 |
|
| S4 |
1.1036 |
1.1062 |
1.1143 |
|
|
| 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% |
0.0035 |
0.3% |
93% |
False |
False |
20 |
| 10 |
1.1283 |
1.1100 |
0.0183 |
1.6% |
0.0040 |
0.4% |
35% |
False |
False |
16 |
| 20 |
1.1314 |
1.1100 |
0.0214 |
1.9% |
0.0046 |
0.4% |
30% |
False |
False |
14 |
| 40 |
1.1680 |
1.1100 |
0.0580 |
5.2% |
0.0040 |
0.4% |
11% |
False |
False |
17 |
| 60 |
1.1959 |
1.1100 |
0.0859 |
7.7% |
0.0038 |
0.3% |
8% |
False |
False |
12 |
| 80 |
1.2124 |
1.1100 |
0.1024 |
9.2% |
0.0035 |
0.3% |
6% |
False |
False |
9 |
| 100 |
1.2267 |
1.1100 |
0.1167 |
10.5% |
0.0036 |
0.3% |
6% |
False |
False |
7 |
| 120 |
1.2267 |
1.1100 |
0.1167 |
10.5% |
0.0032 |
0.3% |
6% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1328 |
|
2.618 |
1.1265 |
|
1.618 |
1.1227 |
|
1.000 |
1.1203 |
|
0.618 |
1.1188 |
|
HIGH |
1.1165 |
|
0.618 |
1.1150 |
|
0.500 |
1.1145 |
|
0.382 |
1.1141 |
|
LOW |
1.1126 |
|
0.618 |
1.1102 |
|
1.000 |
1.1088 |
|
1.618 |
1.1064 |
|
2.618 |
1.1025 |
|
4.250 |
1.0962 |
|
|
| Fisher Pivots for day following 29-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1158 |
1.1155 |
| PP |
1.1152 |
1.1145 |
| S1 |
1.1145 |
1.1135 |
|