CME Swiss Franc Future December 2024
Trading Metrics calculated at close of trading on 19-Apr-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2024 |
19-Apr-2024 |
Change |
Change % |
Previous Week |
Open |
1.1272 |
1.1297 |
0.0025 |
0.2% |
1.1240 |
High |
1.1272 |
1.1398 |
0.0126 |
1.1% |
1.1398 |
Low |
1.1272 |
1.1266 |
-0.0006 |
0.0% |
1.1240 |
Close |
1.1272 |
1.1297 |
0.0025 |
0.2% |
1.1297 |
Range |
0.0000 |
0.0132 |
0.0132 |
|
0.0158 |
ATR |
0.0043 |
0.0049 |
0.0006 |
14.9% |
0.0000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1715 |
1.1637 |
1.1369 |
|
R3 |
1.1583 |
1.1506 |
1.1333 |
|
R2 |
1.1452 |
1.1452 |
1.1321 |
|
R1 |
1.1374 |
1.1374 |
1.1309 |
1.1362 |
PP |
1.1320 |
1.1320 |
1.1320 |
1.1314 |
S1 |
1.1243 |
1.1243 |
1.1284 |
1.1231 |
S2 |
1.1189 |
1.1189 |
1.1272 |
|
S3 |
1.1057 |
1.1111 |
1.1260 |
|
S4 |
1.0926 |
1.0980 |
1.1224 |
|
|
Weekly Pivots for week ending 19-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1784 |
1.1698 |
1.1383 |
|
R3 |
1.1626 |
1.1540 |
1.1340 |
|
R2 |
1.1469 |
1.1469 |
1.1325 |
|
R1 |
1.1383 |
1.1383 |
1.1311 |
1.1426 |
PP |
1.1311 |
1.1311 |
1.1311 |
1.1333 |
S1 |
1.1225 |
1.1225 |
1.1282 |
1.1268 |
S2 |
1.1154 |
1.1154 |
1.1268 |
|
S3 |
1.0996 |
1.1068 |
1.1253 |
|
S4 |
1.0839 |
1.0910 |
1.1210 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1398 |
1.1240 |
0.0158 |
1.4% |
0.0034 |
0.3% |
36% |
True |
False |
2 |
10 |
1.1398 |
1.1240 |
0.0158 |
1.4% |
0.0029 |
0.3% |
36% |
True |
False |
1 |
20 |
1.1478 |
1.1240 |
0.0238 |
2.1% |
0.0032 |
0.3% |
24% |
False |
False |
1 |
40 |
1.1768 |
1.1240 |
0.0528 |
4.7% |
0.0026 |
0.2% |
11% |
False |
False |
2 |
60 |
1.2055 |
1.1240 |
0.0815 |
7.2% |
0.0029 |
0.3% |
7% |
False |
False |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1956 |
2.618 |
1.1742 |
1.618 |
1.1610 |
1.000 |
1.1529 |
0.618 |
1.1479 |
HIGH |
1.1398 |
0.618 |
1.1347 |
0.500 |
1.1332 |
0.382 |
1.1316 |
LOW |
1.1266 |
0.618 |
1.1185 |
1.000 |
1.1135 |
1.618 |
1.1053 |
2.618 |
1.0922 |
4.250 |
1.0707 |
|
|
Fisher Pivots for day following 19-Apr-2024 |
Pivot |
1 day |
3 day |
R1 |
1.1332 |
1.1332 |
PP |
1.1320 |
1.1320 |
S1 |
1.1308 |
1.1308 |
|