CME Swiss Franc Future June 2022
| Trading Metrics calculated at close of trading on 20-Apr-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2022 |
20-Apr-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0610 |
1.0527 |
-0.0083 |
-0.8% |
1.0750 |
| High |
1.0626 |
1.0602 |
-0.0024 |
-0.2% |
1.0796 |
| Low |
1.0524 |
1.0512 |
-0.0012 |
-0.1% |
1.0626 |
| Close |
1.0536 |
1.0563 |
0.0027 |
0.3% |
1.0634 |
| Range |
0.0102 |
0.0090 |
-0.0012 |
-11.8% |
0.0170 |
| ATR |
0.0071 |
0.0072 |
0.0001 |
2.0% |
0.0000 |
| Volume |
27,896 |
21,163 |
-6,733 |
-24.1% |
74,430 |
|
| Daily Pivots for day following 20-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0829 |
1.0786 |
1.0613 |
|
| R3 |
1.0739 |
1.0696 |
1.0588 |
|
| R2 |
1.0649 |
1.0649 |
1.0580 |
|
| R1 |
1.0606 |
1.0606 |
1.0571 |
1.0628 |
| PP |
1.0559 |
1.0559 |
1.0559 |
1.0570 |
| S1 |
1.0516 |
1.0516 |
1.0555 |
1.0538 |
| S2 |
1.0469 |
1.0469 |
1.0547 |
|
| S3 |
1.0379 |
1.0426 |
1.0538 |
|
| S4 |
1.0289 |
1.0336 |
1.0514 |
|
|
| 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 |
1.0762 |
1.0512 |
0.0250 |
2.4% |
0.0080 |
0.8% |
20% |
False |
True |
20,582 |
| 10 |
1.0796 |
1.0512 |
0.0284 |
2.7% |
0.0070 |
0.7% |
18% |
False |
True |
18,057 |
| 20 |
1.0908 |
1.0512 |
0.0396 |
3.7% |
0.0071 |
0.7% |
13% |
False |
True |
18,949 |
| 40 |
1.0967 |
1.0512 |
0.0455 |
4.3% |
0.0074 |
0.7% |
11% |
False |
True |
15,811 |
| 60 |
1.0972 |
1.0512 |
0.0460 |
4.4% |
0.0065 |
0.6% |
11% |
False |
True |
10,557 |
| 80 |
1.1045 |
1.0512 |
0.0533 |
5.0% |
0.0057 |
0.5% |
10% |
False |
True |
7,920 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0985 |
|
2.618 |
1.0838 |
|
1.618 |
1.0748 |
|
1.000 |
1.0692 |
|
0.618 |
1.0658 |
|
HIGH |
1.0602 |
|
0.618 |
1.0568 |
|
0.500 |
1.0557 |
|
0.382 |
1.0546 |
|
LOW |
1.0512 |
|
0.618 |
1.0456 |
|
1.000 |
1.0422 |
|
1.618 |
1.0366 |
|
2.618 |
1.0276 |
|
4.250 |
1.0130 |
|
|
| Fisher Pivots for day following 20-Apr-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0561 |
1.0576 |
| PP |
1.0559 |
1.0572 |
| S1 |
1.0557 |
1.0567 |
|