CME Swiss Franc Future June 2022
Trading Metrics calculated at close of trading on 26-Apr-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2022 |
26-Apr-2022 |
Change |
Change % |
Previous Week |
Open |
1.0470 |
1.0444 |
-0.0026 |
-0.2% |
1.0621 |
High |
1.0498 |
1.0478 |
-0.0020 |
-0.2% |
1.0640 |
Low |
1.0441 |
1.0407 |
-0.0034 |
-0.3% |
1.0448 |
Close |
1.0448 |
1.0414 |
-0.0034 |
-0.3% |
1.0474 |
Range |
0.0057 |
0.0071 |
0.0014 |
24.6% |
0.0192 |
ATR |
0.0073 |
0.0073 |
0.0000 |
-0.2% |
0.0000 |
Volume |
20,334 |
16,454 |
-3,880 |
-19.1% |
97,093 |
|
Daily Pivots for day following 26-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0646 |
1.0601 |
1.0453 |
|
R3 |
1.0575 |
1.0530 |
1.0434 |
|
R2 |
1.0504 |
1.0504 |
1.0427 |
|
R1 |
1.0459 |
1.0459 |
1.0421 |
1.0446 |
PP |
1.0433 |
1.0433 |
1.0433 |
1.0427 |
S1 |
1.0388 |
1.0388 |
1.0407 |
1.0375 |
S2 |
1.0362 |
1.0362 |
1.0401 |
|
S3 |
1.0291 |
1.0317 |
1.0394 |
|
S4 |
1.0220 |
1.0246 |
1.0375 |
|
|
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 |
1.0602 |
1.0407 |
0.0195 |
1.9% |
0.0079 |
0.8% |
4% |
False |
True |
18,453 |
10 |
1.0796 |
1.0407 |
0.0389 |
3.7% |
0.0077 |
0.7% |
2% |
False |
True |
19,293 |
20 |
1.0908 |
1.0407 |
0.0501 |
4.8% |
0.0073 |
0.7% |
1% |
False |
True |
18,828 |
40 |
1.0967 |
1.0407 |
0.0560 |
5.4% |
0.0072 |
0.7% |
1% |
False |
True |
17,571 |
60 |
1.0972 |
1.0407 |
0.0565 |
5.4% |
0.0066 |
0.6% |
1% |
False |
True |
11,741 |
80 |
1.1045 |
1.0407 |
0.0638 |
6.1% |
0.0060 |
0.6% |
1% |
False |
True |
8,808 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0780 |
2.618 |
1.0664 |
1.618 |
1.0593 |
1.000 |
1.0549 |
0.618 |
1.0522 |
HIGH |
1.0478 |
0.618 |
1.0451 |
0.500 |
1.0443 |
0.382 |
1.0434 |
LOW |
1.0407 |
0.618 |
1.0363 |
1.000 |
1.0336 |
1.618 |
1.0292 |
2.618 |
1.0221 |
4.250 |
1.0105 |
|
|
Fisher Pivots for day following 26-Apr-2022 |
Pivot |
1 day |
3 day |
R1 |
1.0443 |
1.0462 |
PP |
1.0433 |
1.0446 |
S1 |
1.0424 |
1.0430 |
|