CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 04-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2024 |
04-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1107 |
1.1168 |
0.0061 |
0.5% |
1.1248 |
| High |
1.1170 |
1.1189 |
0.0019 |
0.2% |
1.1259 |
| Low |
1.1086 |
1.1108 |
0.0022 |
0.2% |
1.1120 |
| Close |
1.1163 |
1.1163 |
-0.0001 |
0.0% |
1.1182 |
| Range |
0.0084 |
0.0081 |
-0.0004 |
-4.2% |
0.0139 |
| ATR |
0.0068 |
0.0069 |
0.0001 |
1.3% |
0.0000 |
| Volume |
25,463 |
29,955 |
4,492 |
17.6% |
100,209 |
|
| Daily Pivots for day following 04-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1395 |
1.1359 |
1.1207 |
|
| R3 |
1.1314 |
1.1279 |
1.1185 |
|
| R2 |
1.1234 |
1.1234 |
1.1177 |
|
| R1 |
1.1198 |
1.1198 |
1.1170 |
1.1176 |
| PP |
1.1153 |
1.1153 |
1.1153 |
1.1142 |
| S1 |
1.1118 |
1.1118 |
1.1155 |
1.1095 |
| S2 |
1.1073 |
1.1073 |
1.1148 |
|
| S3 |
1.0992 |
1.1037 |
1.1140 |
|
| S4 |
1.0912 |
1.0957 |
1.1118 |
|
|
| Weekly Pivots for week ending 29-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1604 |
1.1532 |
1.1258 |
|
| R3 |
1.1465 |
1.1393 |
1.1220 |
|
| R2 |
1.1326 |
1.1326 |
1.1207 |
|
| R1 |
1.1254 |
1.1254 |
1.1195 |
1.1220 |
| PP |
1.1187 |
1.1187 |
1.1187 |
1.1170 |
| S1 |
1.1115 |
1.1115 |
1.1169 |
1.1081 |
| S2 |
1.1048 |
1.1048 |
1.1157 |
|
| S3 |
1.0909 |
1.0976 |
1.1144 |
|
| S4 |
1.0770 |
1.0837 |
1.1106 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1207 |
1.1086 |
0.0121 |
1.1% |
0.0074 |
0.7% |
63% |
False |
False |
26,863 |
| 10 |
1.1419 |
1.1086 |
0.0333 |
3.0% |
0.0078 |
0.7% |
23% |
False |
False |
28,676 |
| 20 |
1.1577 |
1.1086 |
0.0491 |
4.4% |
0.0069 |
0.6% |
16% |
False |
False |
26,734 |
| 40 |
1.1657 |
1.1086 |
0.0571 |
5.1% |
0.0061 |
0.5% |
13% |
False |
False |
13,447 |
| 60 |
1.1971 |
1.1086 |
0.0885 |
7.9% |
0.0062 |
0.6% |
9% |
False |
False |
8,975 |
| 80 |
1.2197 |
1.1086 |
0.1111 |
9.9% |
0.0063 |
0.6% |
7% |
False |
False |
6,742 |
| 100 |
1.2197 |
1.1086 |
0.1111 |
9.9% |
0.0056 |
0.5% |
7% |
False |
False |
5,394 |
| 120 |
1.2197 |
1.1086 |
0.1111 |
9.9% |
0.0051 |
0.5% |
7% |
False |
False |
4,495 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1531 |
|
2.618 |
1.1399 |
|
1.618 |
1.1319 |
|
1.000 |
1.1269 |
|
0.618 |
1.1238 |
|
HIGH |
1.1189 |
|
0.618 |
1.1158 |
|
0.500 |
1.1148 |
|
0.382 |
1.1139 |
|
LOW |
1.1108 |
|
0.618 |
1.1058 |
|
1.000 |
1.1028 |
|
1.618 |
1.0978 |
|
2.618 |
1.0897 |
|
4.250 |
1.0766 |
|
|
| Fisher Pivots for day following 04-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1158 |
1.1154 |
| PP |
1.1153 |
1.1146 |
| S1 |
1.1148 |
1.1137 |
|