CME Swiss Franc Future June 2022
| Trading Metrics calculated at close of trading on 05-Apr-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2022 |
05-Apr-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0830 |
1.0823 |
-0.0007 |
-0.1% |
1.0785 |
| High |
1.0848 |
1.0857 |
0.0009 |
0.1% |
1.0908 |
| Low |
1.0806 |
1.0785 |
-0.0021 |
-0.2% |
1.0694 |
| Close |
1.0827 |
1.0792 |
-0.0035 |
-0.3% |
1.0835 |
| Range |
0.0042 |
0.0072 |
0.0030 |
71.4% |
0.0214 |
| ATR |
0.0071 |
0.0071 |
0.0000 |
0.1% |
0.0000 |
| Volume |
15,879 |
16,049 |
170 |
1.1% |
110,729 |
|
| Daily Pivots for day following 05-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1027 |
1.0982 |
1.0832 |
|
| R3 |
1.0955 |
1.0910 |
1.0812 |
|
| R2 |
1.0883 |
1.0883 |
1.0805 |
|
| R1 |
1.0838 |
1.0838 |
1.0799 |
1.0825 |
| PP |
1.0811 |
1.0811 |
1.0811 |
1.0805 |
| S1 |
1.0766 |
1.0766 |
1.0785 |
1.0753 |
| S2 |
1.0739 |
1.0739 |
1.0779 |
|
| S3 |
1.0667 |
1.0694 |
1.0772 |
|
| S4 |
1.0595 |
1.0622 |
1.0752 |
|
|
| Weekly Pivots for week ending 01-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1454 |
1.1359 |
1.0953 |
|
| R3 |
1.1240 |
1.1145 |
1.0894 |
|
| R2 |
1.1026 |
1.1026 |
1.0874 |
|
| R1 |
1.0931 |
1.0931 |
1.0855 |
1.0979 |
| PP |
1.0812 |
1.0812 |
1.0812 |
1.0836 |
| S1 |
1.0717 |
1.0717 |
1.0815 |
1.0765 |
| S2 |
1.0598 |
1.0598 |
1.0796 |
|
| S3 |
1.0384 |
1.0503 |
1.0776 |
|
| S4 |
1.0170 |
1.0289 |
1.0717 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0908 |
1.0771 |
0.0137 |
1.3% |
0.0073 |
0.7% |
15% |
False |
False |
20,695 |
| 10 |
1.0908 |
1.0694 |
0.0214 |
2.0% |
0.0072 |
0.7% |
46% |
False |
False |
19,841 |
| 20 |
1.0908 |
1.0609 |
0.0299 |
2.8% |
0.0074 |
0.7% |
61% |
False |
False |
21,525 |
| 40 |
1.0972 |
1.0609 |
0.0363 |
3.4% |
0.0066 |
0.6% |
50% |
False |
False |
11,319 |
| 60 |
1.1045 |
1.0609 |
0.0436 |
4.0% |
0.0060 |
0.6% |
42% |
False |
False |
7,550 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1163 |
|
2.618 |
1.1045 |
|
1.618 |
1.0973 |
|
1.000 |
1.0929 |
|
0.618 |
1.0901 |
|
HIGH |
1.0857 |
|
0.618 |
1.0829 |
|
0.500 |
1.0821 |
|
0.382 |
1.0813 |
|
LOW |
1.0785 |
|
0.618 |
1.0741 |
|
1.000 |
1.0713 |
|
1.618 |
1.0669 |
|
2.618 |
1.0597 |
|
4.250 |
1.0479 |
|
|
| Fisher Pivots for day following 05-Apr-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0821 |
1.0831 |
| PP |
1.0811 |
1.0818 |
| S1 |
1.0802 |
1.0805 |
|