CME Swiss Franc Future September 2024
| Trading Metrics calculated at close of trading on 02-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2024 |
02-May-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1050 |
1.1071 |
0.0021 |
0.2% |
1.1164 |
| High |
1.1087 |
1.1160 |
0.0074 |
0.7% |
1.1170 |
| Low |
1.1020 |
1.1071 |
0.0051 |
0.5% |
1.1100 |
| Close |
1.1087 |
1.1159 |
0.0072 |
0.6% |
1.1127 |
| Range |
0.0067 |
0.0089 |
0.0023 |
33.8% |
0.0070 |
| ATR |
0.0055 |
0.0057 |
0.0002 |
4.4% |
0.0000 |
| Volume |
15 |
19 |
4 |
26.7% |
66 |
|
| Daily Pivots for day following 02-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1397 |
1.1367 |
1.1207 |
|
| R3 |
1.1308 |
1.1278 |
1.1183 |
|
| R2 |
1.1219 |
1.1219 |
1.1175 |
|
| R1 |
1.1189 |
1.1189 |
1.1167 |
1.1204 |
| PP |
1.1130 |
1.1130 |
1.1130 |
1.1137 |
| S1 |
1.1100 |
1.1100 |
1.1150 |
1.1115 |
| S2 |
1.1041 |
1.1041 |
1.1142 |
|
| S3 |
1.0952 |
1.1011 |
1.1134 |
|
| S4 |
1.0863 |
1.0922 |
1.1110 |
|
|
| 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% |
0.0071 |
0.6% |
93% |
False |
False |
20 |
| 10 |
1.1283 |
1.1020 |
0.0263 |
2.4% |
0.0057 |
0.5% |
53% |
False |
False |
16 |
| 20 |
1.1314 |
1.1020 |
0.0294 |
2.6% |
0.0055 |
0.5% |
47% |
False |
False |
16 |
| 40 |
1.1680 |
1.1020 |
0.0660 |
5.9% |
0.0046 |
0.4% |
21% |
False |
False |
19 |
| 60 |
1.1706 |
1.1020 |
0.0686 |
6.1% |
0.0038 |
0.3% |
20% |
False |
False |
13 |
| 80 |
1.2065 |
1.1020 |
0.1045 |
9.4% |
0.0036 |
0.3% |
13% |
False |
False |
10 |
| 100 |
1.2267 |
1.1020 |
0.1247 |
11.2% |
0.0037 |
0.3% |
11% |
False |
False |
8 |
| 120 |
1.2267 |
1.1020 |
0.1247 |
11.2% |
0.0034 |
0.3% |
11% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1538 |
|
2.618 |
1.1393 |
|
1.618 |
1.1304 |
|
1.000 |
1.1249 |
|
0.618 |
1.1215 |
|
HIGH |
1.1160 |
|
0.618 |
1.1126 |
|
0.500 |
1.1116 |
|
0.382 |
1.1105 |
|
LOW |
1.1071 |
|
0.618 |
1.1016 |
|
1.000 |
1.0982 |
|
1.618 |
1.0927 |
|
2.618 |
1.0838 |
|
4.250 |
1.0693 |
|
|
| Fisher Pivots for day following 02-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1144 |
1.1136 |
| PP |
1.1130 |
1.1113 |
| S1 |
1.1116 |
1.1090 |
|