CME Swiss Franc Future September 2024
| Trading Metrics calculated at close of trading on 30-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2024 |
30-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1126 |
1.1150 |
0.0024 |
0.2% |
1.1164 |
| High |
1.1165 |
1.1150 |
-0.0015 |
-0.1% |
1.1170 |
| Low |
1.1126 |
1.1050 |
-0.0076 |
-0.7% |
1.1100 |
| Close |
1.1165 |
1.1053 |
-0.0112 |
-1.0% |
1.1127 |
| Range |
0.0039 |
0.0100 |
0.0061 |
158.4% |
0.0070 |
| ATR |
0.0050 |
0.0054 |
0.0005 |
9.4% |
0.0000 |
| Volume |
36 |
15 |
-21 |
-58.3% |
66 |
|
| Daily Pivots for day following 30-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1383 |
1.1317 |
1.1108 |
|
| R3 |
1.1283 |
1.1218 |
1.1080 |
|
| R2 |
1.1184 |
1.1184 |
1.1071 |
|
| R1 |
1.1118 |
1.1118 |
1.1062 |
1.1101 |
| PP |
1.1084 |
1.1084 |
1.1084 |
1.1076 |
| S1 |
1.1019 |
1.1019 |
1.1044 |
1.1002 |
| S2 |
1.0985 |
1.0985 |
1.1035 |
|
| S3 |
1.0885 |
1.0919 |
1.1026 |
|
| S4 |
1.0786 |
1.0820 |
1.0998 |
|
|
| 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 |
1.1050 |
0.0120 |
1.1% |
0.0052 |
0.5% |
3% |
False |
True |
22 |
| 10 |
1.1283 |
1.1050 |
0.0233 |
2.1% |
0.0049 |
0.4% |
1% |
False |
True |
17 |
| 20 |
1.1314 |
1.1050 |
0.0264 |
2.4% |
0.0050 |
0.5% |
1% |
False |
True |
15 |
| 40 |
1.1680 |
1.1050 |
0.0630 |
5.7% |
0.0042 |
0.4% |
0% |
False |
True |
18 |
| 60 |
1.1790 |
1.1050 |
0.0740 |
6.7% |
0.0037 |
0.3% |
0% |
False |
True |
12 |
| 80 |
1.2124 |
1.1050 |
0.1074 |
9.7% |
0.0036 |
0.3% |
0% |
False |
True |
10 |
| 100 |
1.2267 |
1.1050 |
0.1217 |
11.0% |
0.0037 |
0.3% |
0% |
False |
True |
8 |
| 120 |
1.2267 |
1.1050 |
0.1217 |
11.0% |
0.0033 |
0.3% |
0% |
False |
True |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1572 |
|
2.618 |
1.1410 |
|
1.618 |
1.1310 |
|
1.000 |
1.1249 |
|
0.618 |
1.1211 |
|
HIGH |
1.1150 |
|
0.618 |
1.1111 |
|
0.500 |
1.1100 |
|
0.382 |
1.1088 |
|
LOW |
1.1050 |
|
0.618 |
1.0989 |
|
1.000 |
1.0951 |
|
1.618 |
1.0889 |
|
2.618 |
1.0790 |
|
4.250 |
1.0627 |
|
|
| Fisher Pivots for day following 30-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1100 |
1.1110 |
| PP |
1.1084 |
1.1091 |
| S1 |
1.1069 |
1.1072 |
|