CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 05-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2024 |
05-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1168 |
1.1182 |
0.0014 |
0.1% |
1.1189 |
| High |
1.1189 |
1.1202 |
0.0013 |
0.1% |
1.1202 |
| Low |
1.1108 |
1.1111 |
0.0003 |
0.0% |
1.1086 |
| Close |
1.1163 |
1.1173 |
0.0010 |
0.1% |
1.1173 |
| Range |
0.0081 |
0.0091 |
0.0010 |
12.4% |
0.0116 |
| ATR |
0.0069 |
0.0071 |
0.0002 |
2.2% |
0.0000 |
| Volume |
29,955 |
31,514 |
1,559 |
5.2% |
132,443 |
|
| Daily Pivots for day following 05-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1433 |
1.1393 |
1.1222 |
|
| R3 |
1.1343 |
1.1303 |
1.1197 |
|
| R2 |
1.1252 |
1.1252 |
1.1189 |
|
| R1 |
1.1212 |
1.1212 |
1.1181 |
1.1187 |
| PP |
1.1162 |
1.1162 |
1.1162 |
1.1149 |
| S1 |
1.1122 |
1.1122 |
1.1164 |
1.1097 |
| S2 |
1.1071 |
1.1071 |
1.1156 |
|
| S3 |
1.0981 |
1.1031 |
1.1148 |
|
| S4 |
1.0890 |
1.0941 |
1.1123 |
|
|
| Weekly Pivots for week ending 05-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1500 |
1.1452 |
1.1236 |
|
| R3 |
1.1384 |
1.1336 |
1.1204 |
|
| R2 |
1.1269 |
1.1269 |
1.1194 |
|
| R1 |
1.1221 |
1.1221 |
1.1183 |
1.1187 |
| PP |
1.1153 |
1.1153 |
1.1153 |
1.1137 |
| S1 |
1.1105 |
1.1105 |
1.1162 |
1.1072 |
| S2 |
1.1038 |
1.1038 |
1.1151 |
|
| S3 |
1.0922 |
1.0990 |
1.1141 |
|
| S4 |
1.0807 |
1.0874 |
1.1109 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1202 |
1.1086 |
0.0116 |
1.0% |
0.0076 |
0.7% |
75% |
True |
False |
26,488 |
| 10 |
1.1259 |
1.1086 |
0.0173 |
1.5% |
0.0068 |
0.6% |
50% |
False |
False |
26,378 |
| 20 |
1.1577 |
1.1086 |
0.0491 |
4.4% |
0.0070 |
0.6% |
18% |
False |
False |
28,279 |
| 40 |
1.1608 |
1.1086 |
0.0522 |
4.7% |
0.0062 |
0.6% |
17% |
False |
False |
14,234 |
| 60 |
1.1971 |
1.1086 |
0.0885 |
7.9% |
0.0063 |
0.6% |
10% |
False |
False |
9,500 |
| 80 |
1.2197 |
1.1086 |
0.1111 |
9.9% |
0.0064 |
0.6% |
8% |
False |
False |
7,135 |
| 100 |
1.2197 |
1.1086 |
0.1111 |
9.9% |
0.0057 |
0.5% |
8% |
False |
False |
5,709 |
| 120 |
1.2197 |
1.1086 |
0.1111 |
9.9% |
0.0051 |
0.5% |
8% |
False |
False |
4,758 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1586 |
|
2.618 |
1.1438 |
|
1.618 |
1.1348 |
|
1.000 |
1.1292 |
|
0.618 |
1.1257 |
|
HIGH |
1.1202 |
|
0.618 |
1.1167 |
|
0.500 |
1.1156 |
|
0.382 |
1.1146 |
|
LOW |
1.1111 |
|
0.618 |
1.1055 |
|
1.000 |
1.1021 |
|
1.618 |
1.0965 |
|
2.618 |
1.0874 |
|
4.250 |
1.0726 |
|
|
| Fisher Pivots for day following 05-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1167 |
1.1163 |
| PP |
1.1162 |
1.1153 |
| S1 |
1.1156 |
1.1144 |
|