CME Swiss Franc Future June 2022
| Trading Metrics calculated at close of trading on 14-Apr-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2022 |
14-Apr-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0753 |
1.0727 |
-0.0026 |
-0.2% |
1.0830 |
| High |
1.0762 |
1.0750 |
-0.0012 |
-0.1% |
1.0857 |
| Low |
1.0714 |
1.0626 |
-0.0088 |
-0.8% |
1.0697 |
| Close |
1.0732 |
1.0634 |
-0.0098 |
-0.9% |
1.0739 |
| Range |
0.0048 |
0.0124 |
0.0076 |
158.3% |
0.0160 |
| ATR |
0.0067 |
0.0071 |
0.0004 |
6.2% |
0.0000 |
| Volume |
14,895 |
25,236 |
10,341 |
69.4% |
75,292 |
|
| Daily Pivots for day following 14-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1042 |
1.0962 |
1.0702 |
|
| R3 |
1.0918 |
1.0838 |
1.0668 |
|
| R2 |
1.0794 |
1.0794 |
1.0657 |
|
| R1 |
1.0714 |
1.0714 |
1.0645 |
1.0692 |
| PP |
1.0670 |
1.0670 |
1.0670 |
1.0659 |
| S1 |
1.0590 |
1.0590 |
1.0623 |
1.0568 |
| S2 |
1.0546 |
1.0546 |
1.0611 |
|
| S3 |
1.0422 |
1.0466 |
1.0600 |
|
| S4 |
1.0298 |
1.0342 |
1.0566 |
|
|
| Weekly Pivots for week ending 08-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1244 |
1.1152 |
1.0827 |
|
| R3 |
1.1084 |
1.0992 |
1.0783 |
|
| R2 |
1.0924 |
1.0924 |
1.0768 |
|
| R1 |
1.0832 |
1.0832 |
1.0754 |
1.0798 |
| PP |
1.0764 |
1.0764 |
1.0764 |
1.0748 |
| S1 |
1.0672 |
1.0672 |
1.0724 |
1.0638 |
| S2 |
1.0604 |
1.0604 |
1.0710 |
|
| S3 |
1.0444 |
1.0512 |
1.0695 |
|
| S4 |
1.0284 |
1.0352 |
1.0651 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0796 |
1.0626 |
0.0170 |
1.6% |
0.0074 |
0.7% |
5% |
False |
True |
17,597 |
| 10 |
1.0876 |
1.0626 |
0.0250 |
2.4% |
0.0065 |
0.6% |
3% |
False |
True |
16,597 |
| 20 |
1.0908 |
1.0626 |
0.0282 |
2.7% |
0.0071 |
0.7% |
3% |
False |
True |
18,389 |
| 40 |
1.0972 |
1.0609 |
0.0363 |
3.4% |
0.0072 |
0.7% |
7% |
False |
False |
14,250 |
| 60 |
1.1027 |
1.0609 |
0.0418 |
3.9% |
0.0063 |
0.6% |
6% |
False |
False |
9,511 |
| 80 |
1.1045 |
1.0609 |
0.0436 |
4.1% |
0.0055 |
0.5% |
6% |
False |
False |
7,135 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1277 |
|
2.618 |
1.1075 |
|
1.618 |
1.0951 |
|
1.000 |
1.0874 |
|
0.618 |
1.0827 |
|
HIGH |
1.0750 |
|
0.618 |
1.0703 |
|
0.500 |
1.0688 |
|
0.382 |
1.0673 |
|
LOW |
1.0626 |
|
0.618 |
1.0549 |
|
1.000 |
1.0502 |
|
1.618 |
1.0425 |
|
2.618 |
1.0301 |
|
4.250 |
1.0099 |
|
|
| Fisher Pivots for day following 14-Apr-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0688 |
1.0711 |
| PP |
1.0670 |
1.0685 |
| S1 |
1.0652 |
1.0660 |
|