CME Swiss Franc Future June 2022
| Trading Metrics calculated at close of trading on 27-Apr-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2022 |
27-Apr-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0444 |
1.0410 |
-0.0034 |
-0.3% |
1.0621 |
| High |
1.0478 |
1.0423 |
-0.0055 |
-0.5% |
1.0640 |
| Low |
1.0407 |
1.0330 |
-0.0077 |
-0.7% |
1.0448 |
| Close |
1.0414 |
1.0346 |
-0.0068 |
-0.7% |
1.0474 |
| Range |
0.0071 |
0.0093 |
0.0022 |
31.0% |
0.0192 |
| ATR |
0.0073 |
0.0074 |
0.0001 |
2.0% |
0.0000 |
| Volume |
16,454 |
28,719 |
12,265 |
74.5% |
97,093 |
|
| Daily Pivots for day following 27-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0645 |
1.0589 |
1.0397 |
|
| R3 |
1.0552 |
1.0496 |
1.0372 |
|
| R2 |
1.0459 |
1.0459 |
1.0363 |
|
| R1 |
1.0403 |
1.0403 |
1.0355 |
1.0385 |
| PP |
1.0366 |
1.0366 |
1.0366 |
1.0357 |
| S1 |
1.0310 |
1.0310 |
1.0337 |
1.0292 |
| S2 |
1.0273 |
1.0273 |
1.0329 |
|
| S3 |
1.0180 |
1.0217 |
1.0320 |
|
| S4 |
1.0087 |
1.0124 |
1.0295 |
|
|
| 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 |
1.0598 |
1.0330 |
0.0268 |
2.6% |
0.0080 |
0.8% |
6% |
False |
True |
19,964 |
| 10 |
1.0762 |
1.0330 |
0.0432 |
4.2% |
0.0080 |
0.8% |
4% |
False |
True |
20,273 |
| 20 |
1.0908 |
1.0330 |
0.0578 |
5.6% |
0.0073 |
0.7% |
3% |
False |
True |
19,193 |
| 40 |
1.0961 |
1.0330 |
0.0631 |
6.1% |
0.0073 |
0.7% |
3% |
False |
True |
18,272 |
| 60 |
1.0972 |
1.0330 |
0.0642 |
6.2% |
0.0066 |
0.6% |
2% |
False |
True |
12,220 |
| 80 |
1.1045 |
1.0330 |
0.0715 |
6.9% |
0.0061 |
0.6% |
2% |
False |
True |
9,167 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0818 |
|
2.618 |
1.0666 |
|
1.618 |
1.0573 |
|
1.000 |
1.0516 |
|
0.618 |
1.0480 |
|
HIGH |
1.0423 |
|
0.618 |
1.0387 |
|
0.500 |
1.0377 |
|
0.382 |
1.0366 |
|
LOW |
1.0330 |
|
0.618 |
1.0273 |
|
1.000 |
1.0237 |
|
1.618 |
1.0180 |
|
2.618 |
1.0087 |
|
4.250 |
0.9935 |
|
|
| Fisher Pivots for day following 27-Apr-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0377 |
1.0414 |
| PP |
1.0366 |
1.0391 |
| S1 |
1.0356 |
1.0369 |
|