CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 18-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2024 |
18-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1030 |
1.1060 |
0.0030 |
0.3% |
1.1175 |
| High |
1.1073 |
1.1085 |
0.0012 |
0.1% |
1.1182 |
| Low |
1.1027 |
1.1031 |
0.0004 |
0.0% |
1.1013 |
| Close |
1.1060 |
1.1036 |
-0.0024 |
-0.2% |
1.1027 |
| Range |
0.0047 |
0.0054 |
0.0008 |
16.1% |
0.0169 |
| ATR |
0.0068 |
0.0067 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
21,334 |
19,161 |
-2,173 |
-10.2% |
146,444 |
|
| Daily Pivots for day following 18-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1212 |
1.1178 |
1.1065 |
|
| R3 |
1.1158 |
1.1124 |
1.1050 |
|
| R2 |
1.1104 |
1.1104 |
1.1045 |
|
| R1 |
1.1070 |
1.1070 |
1.1040 |
1.1060 |
| PP |
1.1050 |
1.1050 |
1.1050 |
1.1045 |
| S1 |
1.1016 |
1.1016 |
1.1031 |
1.1006 |
| S2 |
1.0996 |
1.0996 |
1.1026 |
|
| S3 |
1.0942 |
1.0962 |
1.1021 |
|
| S4 |
1.0888 |
1.0908 |
1.1006 |
|
|
| 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 |
1.1085 |
1.1005 |
0.0080 |
0.7% |
0.0049 |
0.4% |
39% |
True |
False |
24,739 |
| 10 |
1.1202 |
1.1005 |
0.0197 |
1.8% |
0.0068 |
0.6% |
16% |
False |
False |
27,204 |
| 20 |
1.1419 |
1.1005 |
0.0414 |
3.8% |
0.0073 |
0.7% |
7% |
False |
False |
27,940 |
| 40 |
1.1577 |
1.1005 |
0.0573 |
5.2% |
0.0066 |
0.6% |
5% |
False |
False |
20,236 |
| 60 |
1.1860 |
1.1005 |
0.0856 |
7.8% |
0.0064 |
0.6% |
4% |
False |
False |
13,503 |
| 80 |
1.2197 |
1.1005 |
0.1192 |
10.8% |
0.0064 |
0.6% |
3% |
False |
False |
10,133 |
| 100 |
1.2197 |
1.1005 |
0.1192 |
10.8% |
0.0062 |
0.6% |
3% |
False |
False |
8,114 |
| 120 |
1.2197 |
1.1005 |
0.1192 |
10.8% |
0.0054 |
0.5% |
3% |
False |
False |
6,762 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1314 |
|
2.618 |
1.1226 |
|
1.618 |
1.1172 |
|
1.000 |
1.1139 |
|
0.618 |
1.1118 |
|
HIGH |
1.1085 |
|
0.618 |
1.1064 |
|
0.500 |
1.1058 |
|
0.382 |
1.1051 |
|
LOW |
1.1031 |
|
0.618 |
1.0997 |
|
1.000 |
1.0977 |
|
1.618 |
1.0943 |
|
2.618 |
1.0889 |
|
4.250 |
1.0801 |
|
|
| Fisher Pivots for day following 18-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1058 |
1.1050 |
| PP |
1.1050 |
1.1045 |
| S1 |
1.1043 |
1.1040 |
|