CME Swiss Franc Future June 2022
| Trading Metrics calculated at close of trading on 22-Apr-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2022 |
22-Apr-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0566 |
1.0510 |
-0.0056 |
-0.5% |
1.0621 |
| High |
1.0598 |
1.0517 |
-0.0081 |
-0.8% |
1.0640 |
| Low |
1.0490 |
1.0448 |
-0.0042 |
-0.4% |
1.0448 |
| Close |
1.0515 |
1.0474 |
-0.0041 |
-0.4% |
1.0474 |
| Range |
0.0108 |
0.0069 |
-0.0039 |
-36.1% |
0.0192 |
| ATR |
0.0075 |
0.0074 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
18,904 |
15,410 |
-3,494 |
-18.5% |
97,093 |
|
| Daily Pivots for day following 22-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0687 |
1.0649 |
1.0512 |
|
| R3 |
1.0618 |
1.0580 |
1.0493 |
|
| R2 |
1.0549 |
1.0549 |
1.0487 |
|
| R1 |
1.0511 |
1.0511 |
1.0480 |
1.0496 |
| PP |
1.0480 |
1.0480 |
1.0480 |
1.0472 |
| S1 |
1.0442 |
1.0442 |
1.0468 |
1.0427 |
| S2 |
1.0411 |
1.0411 |
1.0461 |
|
| S3 |
1.0342 |
1.0373 |
1.0455 |
|
| S4 |
1.0273 |
1.0304 |
1.0436 |
|
|
| Weekly Pivots for week ending 22-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1097 |
1.0977 |
1.0580 |
|
| R3 |
1.0905 |
1.0785 |
1.0527 |
|
| R2 |
1.0713 |
1.0713 |
1.0509 |
|
| R1 |
1.0593 |
1.0593 |
1.0492 |
1.0557 |
| PP |
1.0521 |
1.0521 |
1.0521 |
1.0503 |
| S1 |
1.0401 |
1.0401 |
1.0456 |
1.0365 |
| S2 |
1.0329 |
1.0329 |
1.0439 |
|
| S3 |
1.0137 |
1.0209 |
1.0421 |
|
| S4 |
0.9945 |
1.0017 |
1.0368 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0640 |
1.0448 |
0.0192 |
1.8% |
0.0081 |
0.8% |
14% |
False |
True |
19,418 |
| 10 |
1.0796 |
1.0448 |
0.0348 |
3.3% |
0.0078 |
0.7% |
7% |
False |
True |
18,508 |
| 20 |
1.0908 |
1.0448 |
0.0460 |
4.4% |
0.0074 |
0.7% |
6% |
False |
True |
18,745 |
| 40 |
1.0967 |
1.0448 |
0.0519 |
5.0% |
0.0074 |
0.7% |
5% |
False |
True |
16,667 |
| 60 |
1.0972 |
1.0448 |
0.0524 |
5.0% |
0.0066 |
0.6% |
5% |
False |
True |
11,129 |
| 80 |
1.1045 |
1.0448 |
0.0597 |
5.7% |
0.0059 |
0.6% |
4% |
False |
True |
8,349 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0810 |
|
2.618 |
1.0698 |
|
1.618 |
1.0629 |
|
1.000 |
1.0586 |
|
0.618 |
1.0560 |
|
HIGH |
1.0517 |
|
0.618 |
1.0491 |
|
0.500 |
1.0483 |
|
0.382 |
1.0474 |
|
LOW |
1.0448 |
|
0.618 |
1.0405 |
|
1.000 |
1.0379 |
|
1.618 |
1.0336 |
|
2.618 |
1.0267 |
|
4.250 |
1.0155 |
|
|
| Fisher Pivots for day following 22-Apr-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0483 |
1.0525 |
| PP |
1.0480 |
1.0508 |
| S1 |
1.0477 |
1.0491 |
|