CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 19-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2024 |
19-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1060 |
1.1033 |
-0.0027 |
-0.2% |
1.1026 |
| High |
1.1085 |
1.1169 |
0.0084 |
0.8% |
1.1169 |
| Low |
1.1031 |
1.1023 |
-0.0008 |
-0.1% |
1.1005 |
| Close |
1.1036 |
1.1061 |
0.0025 |
0.2% |
1.1061 |
| Range |
0.0054 |
0.0146 |
0.0092 |
170.4% |
0.0164 |
| ATR |
0.0067 |
0.0073 |
0.0006 |
8.4% |
0.0000 |
| Volume |
19,161 |
32,510 |
13,349 |
69.7% |
126,592 |
|
| Daily Pivots for day following 19-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1522 |
1.1437 |
1.1141 |
|
| R3 |
1.1376 |
1.1291 |
1.1101 |
|
| R2 |
1.1230 |
1.1230 |
1.1087 |
|
| R1 |
1.1145 |
1.1145 |
1.1074 |
1.1188 |
| PP |
1.1084 |
1.1084 |
1.1084 |
1.1105 |
| S1 |
1.0999 |
1.0999 |
1.1047 |
1.1042 |
| S2 |
1.0938 |
1.0938 |
1.1034 |
|
| S3 |
1.0792 |
1.0853 |
1.1020 |
|
| S4 |
1.0646 |
1.0707 |
1.0980 |
|
|
| Weekly Pivots for week ending 19-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1570 |
1.1479 |
1.1151 |
|
| R3 |
1.1406 |
1.1315 |
1.1106 |
|
| R2 |
1.1242 |
1.1242 |
1.1091 |
|
| R1 |
1.1151 |
1.1151 |
1.1076 |
1.1197 |
| PP |
1.1078 |
1.1078 |
1.1078 |
1.1101 |
| S1 |
1.0987 |
1.0987 |
1.1045 |
1.1033 |
| S2 |
1.0914 |
1.0914 |
1.1030 |
|
| S3 |
1.0750 |
1.0823 |
1.1015 |
|
| S4 |
1.0586 |
1.0659 |
1.0970 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1169 |
1.1005 |
0.0164 |
1.5% |
0.0066 |
0.6% |
34% |
True |
False |
25,318 |
| 10 |
1.1182 |
1.1005 |
0.0177 |
1.6% |
0.0074 |
0.7% |
32% |
False |
False |
27,303 |
| 20 |
1.1259 |
1.1005 |
0.0255 |
2.3% |
0.0071 |
0.6% |
22% |
False |
False |
26,841 |
| 40 |
1.1577 |
1.1005 |
0.0573 |
5.2% |
0.0067 |
0.6% |
10% |
False |
False |
21,047 |
| 60 |
1.1860 |
1.1005 |
0.0856 |
7.7% |
0.0066 |
0.6% |
7% |
False |
False |
14,045 |
| 80 |
1.2197 |
1.1005 |
0.1192 |
10.8% |
0.0065 |
0.6% |
5% |
False |
False |
10,539 |
| 100 |
1.2197 |
1.1005 |
0.1192 |
10.8% |
0.0063 |
0.6% |
5% |
False |
False |
8,439 |
| 120 |
1.2197 |
1.1005 |
0.1192 |
10.8% |
0.0055 |
0.5% |
5% |
False |
False |
7,033 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1789 |
|
2.618 |
1.1551 |
|
1.618 |
1.1405 |
|
1.000 |
1.1315 |
|
0.618 |
1.1259 |
|
HIGH |
1.1169 |
|
0.618 |
1.1113 |
|
0.500 |
1.1096 |
|
0.382 |
1.1078 |
|
LOW |
1.1023 |
|
0.618 |
1.0932 |
|
1.000 |
1.0877 |
|
1.618 |
1.0786 |
|
2.618 |
1.0640 |
|
4.250 |
1.0402 |
|
|
| Fisher Pivots for day following 19-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1096 |
1.1096 |
| PP |
1.1084 |
1.1084 |
| S1 |
1.1072 |
1.1072 |
|