CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 30-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2024 |
30-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0995 |
1.1044 |
0.0049 |
0.4% |
1.1059 |
| High |
1.1064 |
1.1045 |
-0.0019 |
-0.2% |
1.1075 |
| Low |
1.0983 |
1.0934 |
-0.0050 |
-0.5% |
1.0984 |
| Close |
1.1049 |
1.0938 |
-0.0111 |
-1.0% |
1.1012 |
| Range |
0.0081 |
0.0111 |
0.0031 |
37.9% |
0.0091 |
| ATR |
0.0067 |
0.0070 |
0.0003 |
5.2% |
0.0000 |
| Volume |
36,021 |
53,023 |
17,002 |
47.2% |
138,626 |
|
| Daily Pivots for day following 30-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1305 |
1.1233 |
1.0999 |
|
| R3 |
1.1194 |
1.1122 |
1.0969 |
|
| R2 |
1.1083 |
1.1083 |
1.0958 |
|
| R1 |
1.1011 |
1.1011 |
1.0948 |
1.0991 |
| PP |
1.0972 |
1.0972 |
1.0972 |
1.0962 |
| S1 |
1.0900 |
1.0900 |
1.0928 |
1.0880 |
| S2 |
1.0861 |
1.0861 |
1.0918 |
|
| S3 |
1.0750 |
1.0789 |
1.0907 |
|
| S4 |
1.0639 |
1.0678 |
1.0877 |
|
|
| 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 |
1.1064 |
1.0934 |
0.0130 |
1.2% |
0.0071 |
0.6% |
3% |
False |
True |
35,385 |
| 10 |
1.1169 |
1.0934 |
0.0235 |
2.1% |
0.0068 |
0.6% |
2% |
False |
True |
30,067 |
| 20 |
1.1202 |
1.0934 |
0.0268 |
2.5% |
0.0072 |
0.7% |
2% |
False |
True |
29,381 |
| 40 |
1.1577 |
1.0934 |
0.0644 |
5.9% |
0.0069 |
0.6% |
1% |
False |
True |
26,697 |
| 60 |
1.1695 |
1.0934 |
0.0762 |
7.0% |
0.0064 |
0.6% |
1% |
False |
True |
17,837 |
| 80 |
1.2022 |
1.0934 |
0.1088 |
9.9% |
0.0065 |
0.6% |
0% |
False |
True |
13,384 |
| 100 |
1.2197 |
1.0934 |
0.1263 |
11.5% |
0.0064 |
0.6% |
0% |
False |
True |
10,715 |
| 120 |
1.2197 |
1.0934 |
0.1263 |
11.5% |
0.0057 |
0.5% |
0% |
False |
True |
8,930 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1516 |
|
2.618 |
1.1335 |
|
1.618 |
1.1224 |
|
1.000 |
1.1156 |
|
0.618 |
1.1113 |
|
HIGH |
1.1045 |
|
0.618 |
1.1002 |
|
0.500 |
1.0989 |
|
0.382 |
1.0976 |
|
LOW |
1.0934 |
|
0.618 |
1.0865 |
|
1.000 |
1.0823 |
|
1.618 |
1.0754 |
|
2.618 |
1.0643 |
|
4.250 |
1.0462 |
|
|
| Fisher Pivots for day following 30-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0989 |
1.0999 |
| PP |
1.0972 |
1.0978 |
| S1 |
1.0955 |
1.0958 |
|