CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 10-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2024 |
10-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1131 |
1.1153 |
0.0023 |
0.2% |
1.1189 |
| High |
1.1182 |
1.1166 |
-0.0016 |
-0.1% |
1.1202 |
| Low |
1.1127 |
1.1016 |
-0.0112 |
-1.0% |
1.1086 |
| Close |
1.1153 |
1.1030 |
-0.0123 |
-1.1% |
1.1173 |
| Range |
0.0055 |
0.0150 |
0.0096 |
175.2% |
0.0116 |
| ATR |
0.0069 |
0.0074 |
0.0006 |
8.5% |
0.0000 |
| Volume |
20,466 |
45,034 |
24,568 |
120.0% |
132,443 |
|
| Daily Pivots for day following 10-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1520 |
1.1425 |
1.1112 |
|
| R3 |
1.1370 |
1.1275 |
1.1071 |
|
| R2 |
1.1220 |
1.1220 |
1.1057 |
|
| R1 |
1.1125 |
1.1125 |
1.1043 |
1.1098 |
| PP |
1.1070 |
1.1070 |
1.1070 |
1.1057 |
| S1 |
1.0975 |
1.0975 |
1.1016 |
1.0948 |
| S2 |
1.0920 |
1.0920 |
1.1002 |
|
| S3 |
1.0770 |
1.0825 |
1.0988 |
|
| S4 |
1.0620 |
1.0675 |
1.0947 |
|
|
| 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 |
1.1016 |
0.0186 |
1.7% |
0.0087 |
0.8% |
8% |
False |
True |
29,667 |
| 10 |
1.1207 |
1.1016 |
0.0192 |
1.7% |
0.0077 |
0.7% |
7% |
False |
True |
27,592 |
| 20 |
1.1525 |
1.1016 |
0.0509 |
4.6% |
0.0074 |
0.7% |
3% |
False |
True |
30,379 |
| 40 |
1.1577 |
1.1016 |
0.0562 |
5.1% |
0.0066 |
0.6% |
2% |
False |
True |
16,404 |
| 60 |
1.1897 |
1.1016 |
0.0882 |
8.0% |
0.0064 |
0.6% |
2% |
False |
True |
10,947 |
| 80 |
1.2197 |
1.1016 |
0.1181 |
10.7% |
0.0065 |
0.6% |
1% |
False |
True |
8,221 |
| 100 |
1.2197 |
1.1016 |
0.1181 |
10.7% |
0.0059 |
0.5% |
1% |
False |
True |
6,578 |
| 120 |
1.2197 |
1.1016 |
0.1181 |
10.7% |
0.0053 |
0.5% |
1% |
False |
True |
5,481 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1803 |
|
2.618 |
1.1558 |
|
1.618 |
1.1408 |
|
1.000 |
1.1316 |
|
0.618 |
1.1258 |
|
HIGH |
1.1166 |
|
0.618 |
1.1108 |
|
0.500 |
1.1091 |
|
0.382 |
1.1073 |
|
LOW |
1.1016 |
|
0.618 |
1.0923 |
|
1.000 |
1.0866 |
|
1.618 |
1.0773 |
|
2.618 |
1.0623 |
|
4.250 |
1.0378 |
|
|
| Fisher Pivots for day following 10-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1091 |
1.1099 |
| PP |
1.1070 |
1.1076 |
| S1 |
1.1050 |
1.1053 |
|