CME Swiss Franc Future June 2024
Trading Metrics calculated at close of trading on 15-Apr-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2024 |
15-Apr-2024 |
Change |
Change % |
Previous Week |
Open |
1.1073 |
1.1026 |
-0.0048 |
-0.4% |
1.1175 |
High |
1.1076 |
1.1050 |
-0.0026 |
-0.2% |
1.1182 |
Low |
1.1014 |
1.1005 |
-0.0009 |
-0.1% |
1.1013 |
Close |
1.1027 |
1.1035 |
0.0009 |
0.1% |
1.1027 |
Range |
0.0063 |
0.0046 |
-0.0017 |
-27.2% |
0.0169 |
ATR |
0.0074 |
0.0072 |
-0.0002 |
-2.8% |
0.0000 |
Volume |
29,617 |
26,917 |
-2,700 |
-9.1% |
146,444 |
|
Daily Pivots for day following 15-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1166 |
1.1146 |
1.1060 |
|
R3 |
1.1121 |
1.1101 |
1.1048 |
|
R2 |
1.1075 |
1.1075 |
1.1043 |
|
R1 |
1.1055 |
1.1055 |
1.1039 |
1.1065 |
PP |
1.1030 |
1.1030 |
1.1030 |
1.1035 |
S1 |
1.1010 |
1.1010 |
1.1031 |
1.1020 |
S2 |
1.0984 |
1.0984 |
1.1027 |
|
S3 |
1.0939 |
1.0964 |
1.1022 |
|
S4 |
1.0893 |
1.0919 |
1.1010 |
|
|
Weekly Pivots for week ending 12-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1579 |
1.1471 |
1.1119 |
|
R3 |
1.1411 |
1.1303 |
1.1073 |
|
R2 |
1.1242 |
1.1242 |
1.1057 |
|
R1 |
1.1134 |
1.1134 |
1.1042 |
1.1104 |
PP |
1.1074 |
1.1074 |
1.1074 |
1.1059 |
S1 |
1.0966 |
1.0966 |
1.1011 |
1.0936 |
S2 |
1.0905 |
1.0905 |
1.0996 |
|
S3 |
1.0737 |
1.0797 |
1.0980 |
|
S4 |
1.0568 |
1.0629 |
1.0934 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1182 |
1.1005 |
0.0177 |
1.6% |
0.0080 |
0.7% |
17% |
False |
True |
30,398 |
10 |
1.1202 |
1.1005 |
0.0197 |
1.8% |
0.0078 |
0.7% |
15% |
False |
True |
28,681 |
20 |
1.1445 |
1.1005 |
0.0441 |
4.0% |
0.0076 |
0.7% |
7% |
False |
True |
28,579 |
40 |
1.1577 |
1.1005 |
0.0573 |
5.2% |
0.0065 |
0.6% |
5% |
False |
True |
18,559 |
60 |
1.1860 |
1.1005 |
0.0856 |
7.8% |
0.0063 |
0.6% |
4% |
False |
True |
12,384 |
80 |
1.2197 |
1.1005 |
0.1192 |
10.8% |
0.0065 |
0.6% |
3% |
False |
True |
9,294 |
100 |
1.2197 |
1.1005 |
0.1192 |
10.8% |
0.0060 |
0.5% |
3% |
False |
True |
7,443 |
120 |
1.2197 |
1.1005 |
0.1192 |
10.8% |
0.0054 |
0.5% |
3% |
False |
True |
6,202 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1243 |
2.618 |
1.1169 |
1.618 |
1.1124 |
1.000 |
1.1096 |
0.618 |
1.1078 |
HIGH |
1.1050 |
0.618 |
1.1033 |
0.500 |
1.1027 |
0.382 |
1.1022 |
LOW |
1.1005 |
0.618 |
1.0976 |
1.000 |
1.0959 |
1.618 |
1.0931 |
2.618 |
1.0885 |
4.250 |
1.0811 |
|
|
Fisher Pivots for day following 15-Apr-2024 |
Pivot |
1 day |
3 day |
R1 |
1.1032 |
1.1053 |
PP |
1.1030 |
1.1047 |
S1 |
1.1027 |
1.1041 |
|