CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 11-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2024 |
11-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1153 |
1.1034 |
-0.0120 |
-1.1% |
1.1189 |
| High |
1.1166 |
1.1101 |
-0.0065 |
-0.6% |
1.1202 |
| Low |
1.1016 |
1.1013 |
-0.0003 |
0.0% |
1.1086 |
| Close |
1.1030 |
1.1071 |
0.0041 |
0.4% |
1.1173 |
| Range |
0.0150 |
0.0088 |
-0.0063 |
-41.7% |
0.0116 |
| ATR |
0.0074 |
0.0075 |
0.0001 |
1.3% |
0.0000 |
| Volume |
45,034 |
29,958 |
-15,076 |
-33.5% |
132,443 |
|
| Daily Pivots for day following 11-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1324 |
1.1285 |
1.1119 |
|
| R3 |
1.1236 |
1.1197 |
1.1095 |
|
| R2 |
1.1149 |
1.1149 |
1.1087 |
|
| R1 |
1.1110 |
1.1110 |
1.1079 |
1.1129 |
| PP |
1.1061 |
1.1061 |
1.1061 |
1.1071 |
| S1 |
1.1022 |
1.1022 |
1.1062 |
1.1042 |
| S2 |
1.0974 |
1.0974 |
1.1054 |
|
| S3 |
1.0886 |
1.0935 |
1.1046 |
|
| S4 |
1.0799 |
1.0847 |
1.1022 |
|
|
| 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 |
1.1013 |
0.0189 |
1.7% |
0.0088 |
0.8% |
31% |
False |
True |
29,668 |
| 10 |
1.1207 |
1.1013 |
0.0194 |
1.8% |
0.0081 |
0.7% |
30% |
False |
True |
28,266 |
| 20 |
1.1499 |
1.1013 |
0.0486 |
4.4% |
0.0077 |
0.7% |
12% |
False |
True |
29,706 |
| 40 |
1.1577 |
1.1013 |
0.0564 |
5.1% |
0.0065 |
0.6% |
10% |
False |
True |
17,147 |
| 60 |
1.1860 |
1.1013 |
0.0847 |
7.7% |
0.0064 |
0.6% |
7% |
False |
True |
11,444 |
| 80 |
1.2197 |
1.1013 |
0.1184 |
10.7% |
0.0065 |
0.6% |
5% |
False |
True |
8,587 |
| 100 |
1.2197 |
1.1013 |
0.1184 |
10.7% |
0.0060 |
0.5% |
5% |
False |
True |
6,877 |
| 120 |
1.2197 |
1.1013 |
0.1184 |
10.7% |
0.0053 |
0.5% |
5% |
False |
True |
5,731 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1472 |
|
2.618 |
1.1330 |
|
1.618 |
1.1242 |
|
1.000 |
1.1188 |
|
0.618 |
1.1155 |
|
HIGH |
1.1101 |
|
0.618 |
1.1067 |
|
0.500 |
1.1057 |
|
0.382 |
1.1046 |
|
LOW |
1.1013 |
|
0.618 |
1.0959 |
|
1.000 |
1.0926 |
|
1.618 |
1.0871 |
|
2.618 |
1.0784 |
|
4.250 |
1.0641 |
|
|
| Fisher Pivots for day following 11-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1066 |
1.1097 |
| PP |
1.1061 |
1.1088 |
| S1 |
1.1057 |
1.1079 |
|