CME Swiss Franc Future June 2022
| Trading Metrics calculated at close of trading on 25-Apr-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2022 |
25-Apr-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0510 |
1.0470 |
-0.0040 |
-0.4% |
1.0621 |
| High |
1.0517 |
1.0498 |
-0.0019 |
-0.2% |
1.0640 |
| Low |
1.0448 |
1.0441 |
-0.0007 |
-0.1% |
1.0448 |
| Close |
1.0474 |
1.0448 |
-0.0026 |
-0.2% |
1.0474 |
| Range |
0.0069 |
0.0057 |
-0.0012 |
-17.4% |
0.0192 |
| ATR |
0.0074 |
0.0073 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
15,410 |
20,334 |
4,924 |
32.0% |
97,093 |
|
| Daily Pivots for day following 25-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0633 |
1.0598 |
1.0479 |
|
| R3 |
1.0576 |
1.0541 |
1.0464 |
|
| R2 |
1.0519 |
1.0519 |
1.0458 |
|
| R1 |
1.0484 |
1.0484 |
1.0453 |
1.0473 |
| PP |
1.0462 |
1.0462 |
1.0462 |
1.0457 |
| S1 |
1.0427 |
1.0427 |
1.0443 |
1.0416 |
| S2 |
1.0405 |
1.0405 |
1.0438 |
|
| S3 |
1.0348 |
1.0370 |
1.0432 |
|
| S4 |
1.0291 |
1.0313 |
1.0417 |
|
|
| 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 |
1.0626 |
1.0441 |
0.0185 |
1.8% |
0.0085 |
0.8% |
4% |
False |
True |
20,741 |
| 10 |
1.0796 |
1.0441 |
0.0355 |
3.4% |
0.0078 |
0.7% |
2% |
False |
True |
19,185 |
| 20 |
1.0908 |
1.0441 |
0.0467 |
4.5% |
0.0074 |
0.7% |
1% |
False |
True |
18,893 |
| 40 |
1.0967 |
1.0441 |
0.0526 |
5.0% |
0.0074 |
0.7% |
1% |
False |
True |
17,173 |
| 60 |
1.0972 |
1.0441 |
0.0531 |
5.1% |
0.0065 |
0.6% |
1% |
False |
True |
11,467 |
| 80 |
1.1045 |
1.0441 |
0.0604 |
5.8% |
0.0059 |
0.6% |
1% |
False |
True |
8,603 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0740 |
|
2.618 |
1.0647 |
|
1.618 |
1.0590 |
|
1.000 |
1.0555 |
|
0.618 |
1.0533 |
|
HIGH |
1.0498 |
|
0.618 |
1.0476 |
|
0.500 |
1.0470 |
|
0.382 |
1.0463 |
|
LOW |
1.0441 |
|
0.618 |
1.0406 |
|
1.000 |
1.0384 |
|
1.618 |
1.0349 |
|
2.618 |
1.0292 |
|
4.250 |
1.0199 |
|
|
| Fisher Pivots for day following 25-Apr-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0470 |
1.0520 |
| PP |
1.0462 |
1.0496 |
| S1 |
1.0455 |
1.0472 |
|