CME Swiss Franc Future September 2024
| Trading Metrics calculated at close of trading on 01-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2024 |
01-May-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1150 |
1.1050 |
-0.0100 |
-0.9% |
1.1164 |
| High |
1.1150 |
1.1087 |
-0.0063 |
-0.6% |
1.1170 |
| Low |
1.1050 |
1.1020 |
-0.0030 |
-0.3% |
1.1100 |
| Close |
1.1053 |
1.1087 |
0.0034 |
0.3% |
1.1127 |
| Range |
0.0100 |
0.0067 |
-0.0033 |
-33.2% |
0.0070 |
| ATR |
0.0054 |
0.0055 |
0.0001 |
1.6% |
0.0000 |
| Volume |
15 |
15 |
0 |
0.0% |
66 |
|
| Daily Pivots for day following 01-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1264 |
1.1242 |
1.1123 |
|
| R3 |
1.1197 |
1.1175 |
1.1105 |
|
| R2 |
1.1131 |
1.1131 |
1.1099 |
|
| R1 |
1.1109 |
1.1109 |
1.1093 |
1.1120 |
| PP |
1.1064 |
1.1064 |
1.1064 |
1.1070 |
| S1 |
1.1042 |
1.1042 |
1.1080 |
1.1053 |
| S2 |
1.0998 |
1.0998 |
1.1074 |
|
| S3 |
1.0931 |
1.0976 |
1.1068 |
|
| S4 |
1.0865 |
1.0909 |
1.1050 |
|
|
| 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 |
1.1020 |
0.0150 |
1.3% |
0.0061 |
0.5% |
44% |
False |
True |
21 |
| 10 |
1.1283 |
1.1020 |
0.0263 |
2.4% |
0.0053 |
0.5% |
25% |
False |
True |
16 |
| 20 |
1.1314 |
1.1020 |
0.0294 |
2.6% |
0.0050 |
0.5% |
23% |
False |
True |
15 |
| 40 |
1.1680 |
1.1020 |
0.0660 |
6.0% |
0.0044 |
0.4% |
10% |
False |
True |
18 |
| 60 |
1.1754 |
1.1020 |
0.0734 |
6.6% |
0.0038 |
0.3% |
9% |
False |
True |
12 |
| 80 |
1.2116 |
1.1020 |
0.1096 |
9.9% |
0.0035 |
0.3% |
6% |
False |
True |
10 |
| 100 |
1.2267 |
1.1020 |
0.1247 |
11.2% |
0.0037 |
0.3% |
5% |
False |
True |
8 |
| 120 |
1.2267 |
1.1020 |
0.1247 |
11.2% |
0.0033 |
0.3% |
5% |
False |
True |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1369 |
|
2.618 |
1.1261 |
|
1.618 |
1.1194 |
|
1.000 |
1.1153 |
|
0.618 |
1.1128 |
|
HIGH |
1.1087 |
|
0.618 |
1.1061 |
|
0.500 |
1.1053 |
|
0.382 |
1.1045 |
|
LOW |
1.1020 |
|
0.618 |
1.0979 |
|
1.000 |
1.0954 |
|
1.618 |
1.0912 |
|
2.618 |
1.0846 |
|
4.250 |
1.0737 |
|
|
| Fisher Pivots for day following 01-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1075 |
1.1092 |
| PP |
1.1064 |
1.1090 |
| S1 |
1.1053 |
1.1088 |
|