CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 29-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2024 |
29-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1024 |
1.0995 |
-0.0029 |
-0.3% |
1.1059 |
| High |
1.1057 |
1.1064 |
0.0007 |
0.1% |
1.1075 |
| Low |
1.0991 |
1.0983 |
-0.0008 |
-0.1% |
1.0984 |
| Close |
1.1012 |
1.1049 |
0.0037 |
0.3% |
1.1012 |
| Range |
0.0066 |
0.0081 |
0.0015 |
22.9% |
0.0091 |
| ATR |
0.0066 |
0.0067 |
0.0001 |
1.6% |
0.0000 |
| Volume |
29,436 |
36,021 |
6,585 |
22.4% |
138,626 |
|
| Daily Pivots for day following 29-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1273 |
1.1241 |
1.1093 |
|
| R3 |
1.1193 |
1.1161 |
1.1071 |
|
| R2 |
1.1112 |
1.1112 |
1.1063 |
|
| R1 |
1.1080 |
1.1080 |
1.1056 |
1.1096 |
| PP |
1.1032 |
1.1032 |
1.1032 |
1.1040 |
| S1 |
1.1000 |
1.1000 |
1.1041 |
1.1016 |
| S2 |
1.0951 |
1.0951 |
1.1034 |
|
| S3 |
1.0871 |
1.0919 |
1.1026 |
|
| S4 |
1.0790 |
1.0839 |
1.1004 |
|
|
| Weekly Pivots for week ending 26-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1295 |
1.1244 |
1.1061 |
|
| R3 |
1.1204 |
1.1153 |
1.1036 |
|
| R2 |
1.1114 |
1.1114 |
1.1028 |
|
| R1 |
1.1063 |
1.1063 |
1.1020 |
1.1043 |
| PP |
1.1023 |
1.1023 |
1.1023 |
1.1014 |
| S1 |
1.0972 |
1.0972 |
1.1003 |
1.0953 |
| S2 |
1.0933 |
1.0933 |
1.0995 |
|
| S3 |
1.0842 |
1.0882 |
1.0987 |
|
| S4 |
1.0752 |
1.0791 |
1.0962 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1075 |
1.0983 |
0.0092 |
0.8% |
0.0059 |
0.5% |
72% |
False |
True |
29,283 |
| 10 |
1.1169 |
1.0983 |
0.0186 |
1.7% |
0.0061 |
0.6% |
35% |
False |
True |
27,432 |
| 20 |
1.1202 |
1.0983 |
0.0219 |
2.0% |
0.0069 |
0.6% |
30% |
False |
True |
28,056 |
| 40 |
1.1577 |
1.0983 |
0.0594 |
5.4% |
0.0068 |
0.6% |
11% |
False |
True |
25,390 |
| 60 |
1.1855 |
1.0983 |
0.0872 |
7.9% |
0.0065 |
0.6% |
8% |
False |
True |
16,955 |
| 80 |
1.2022 |
1.0983 |
0.1039 |
9.4% |
0.0064 |
0.6% |
6% |
False |
True |
12,721 |
| 100 |
1.2197 |
1.0983 |
0.1214 |
11.0% |
0.0063 |
0.6% |
5% |
False |
True |
10,185 |
| 120 |
1.2197 |
1.0983 |
0.1214 |
11.0% |
0.0056 |
0.5% |
5% |
False |
True |
8,488 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1406 |
|
2.618 |
1.1274 |
|
1.618 |
1.1194 |
|
1.000 |
1.1144 |
|
0.618 |
1.1113 |
|
HIGH |
1.1064 |
|
0.618 |
1.1033 |
|
0.500 |
1.1023 |
|
0.382 |
1.1014 |
|
LOW |
1.0983 |
|
0.618 |
1.0933 |
|
1.000 |
1.0903 |
|
1.618 |
1.0853 |
|
2.618 |
1.0772 |
|
4.250 |
1.0641 |
|
|
| Fisher Pivots for day following 29-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1040 |
1.1040 |
| PP |
1.1032 |
1.1032 |
| S1 |
1.1023 |
1.1023 |
|