CME Swiss Franc Future June 2022
Trading Metrics calculated at close of trading on 19-Apr-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2022 |
19-Apr-2022 |
Change |
Change % |
Previous Week |
Open |
1.0621 |
1.0610 |
-0.0011 |
-0.1% |
1.0750 |
High |
1.0640 |
1.0626 |
-0.0014 |
-0.1% |
1.0796 |
Low |
1.0604 |
1.0524 |
-0.0080 |
-0.8% |
1.0626 |
Close |
1.0614 |
1.0536 |
-0.0078 |
-0.7% |
1.0634 |
Range |
0.0036 |
0.0102 |
0.0066 |
183.3% |
0.0170 |
ATR |
0.0068 |
0.0071 |
0.0002 |
3.5% |
0.0000 |
Volume |
13,720 |
27,896 |
14,176 |
103.3% |
74,430 |
|
Daily Pivots for day following 19-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0868 |
1.0804 |
1.0592 |
|
R3 |
1.0766 |
1.0702 |
1.0564 |
|
R2 |
1.0664 |
1.0664 |
1.0555 |
|
R1 |
1.0600 |
1.0600 |
1.0545 |
1.0581 |
PP |
1.0562 |
1.0562 |
1.0562 |
1.0553 |
S1 |
1.0498 |
1.0498 |
1.0527 |
1.0479 |
S2 |
1.0460 |
1.0460 |
1.0517 |
|
S3 |
1.0358 |
1.0396 |
1.0508 |
|
S4 |
1.0256 |
1.0294 |
1.0480 |
|
|
Weekly Pivots for week ending 15-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1195 |
1.1085 |
1.0728 |
|
R3 |
1.1025 |
1.0915 |
1.0681 |
|
R2 |
1.0855 |
1.0855 |
1.0665 |
|
R1 |
1.0745 |
1.0745 |
1.0650 |
1.0715 |
PP |
1.0685 |
1.0685 |
1.0685 |
1.0671 |
S1 |
1.0575 |
1.0575 |
1.0618 |
1.0545 |
S2 |
1.0515 |
1.0515 |
1.0603 |
|
S3 |
1.0345 |
1.0405 |
1.0587 |
|
S4 |
1.0175 |
1.0235 |
1.0541 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0796 |
1.0524 |
0.0272 |
2.6% |
0.0075 |
0.7% |
4% |
False |
True |
20,134 |
10 |
1.0857 |
1.0524 |
0.0333 |
3.2% |
0.0068 |
0.6% |
4% |
False |
True |
17,545 |
20 |
1.0908 |
1.0524 |
0.0384 |
3.6% |
0.0070 |
0.7% |
3% |
False |
True |
18,690 |
40 |
1.0972 |
1.0524 |
0.0448 |
4.3% |
0.0074 |
0.7% |
3% |
False |
True |
15,284 |
60 |
1.1011 |
1.0524 |
0.0487 |
4.6% |
0.0064 |
0.6% |
2% |
False |
True |
10,204 |
80 |
1.1045 |
1.0524 |
0.0521 |
4.9% |
0.0057 |
0.5% |
2% |
False |
True |
7,655 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1060 |
2.618 |
1.0893 |
1.618 |
1.0791 |
1.000 |
1.0728 |
0.618 |
1.0689 |
HIGH |
1.0626 |
0.618 |
1.0587 |
0.500 |
1.0575 |
0.382 |
1.0563 |
LOW |
1.0524 |
0.618 |
1.0461 |
1.000 |
1.0422 |
1.618 |
1.0359 |
2.618 |
1.0257 |
4.250 |
1.0091 |
|
|
Fisher Pivots for day following 19-Apr-2022 |
Pivot |
1 day |
3 day |
R1 |
1.0575 |
1.0637 |
PP |
1.0562 |
1.0603 |
S1 |
1.0549 |
1.0570 |
|