CME Swiss Franc Future June 2022
| Trading Metrics calculated at close of trading on 02-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2022 |
02-May-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0308 |
1.0301 |
-0.0007 |
-0.1% |
1.0470 |
| High |
1.0362 |
1.0315 |
-0.0048 |
-0.5% |
1.0498 |
| Low |
1.0291 |
1.0235 |
-0.0057 |
-0.5% |
1.0267 |
| Close |
1.0319 |
1.0237 |
-0.0082 |
-0.8% |
1.0319 |
| Range |
0.0071 |
0.0080 |
0.0009 |
12.7% |
0.0231 |
| ATR |
0.0075 |
0.0075 |
0.0001 |
1.0% |
0.0000 |
| Volume |
27,438 |
13,096 |
-14,342 |
-52.3% |
118,033 |
|
| Daily Pivots for day following 02-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0502 |
1.0450 |
1.0281 |
|
| R3 |
1.0422 |
1.0370 |
1.0259 |
|
| R2 |
1.0342 |
1.0342 |
1.0252 |
|
| R1 |
1.0290 |
1.0290 |
1.0244 |
1.0276 |
| PP |
1.0262 |
1.0262 |
1.0262 |
1.0255 |
| S1 |
1.0210 |
1.0210 |
1.0230 |
1.0196 |
| S2 |
1.0182 |
1.0182 |
1.0222 |
|
| S3 |
1.0102 |
1.0130 |
1.0215 |
|
| S4 |
1.0022 |
1.0050 |
1.0193 |
|
|
| Weekly Pivots for week ending 29-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1054 |
1.0918 |
1.0446 |
|
| R3 |
1.0823 |
1.0687 |
1.0383 |
|
| R2 |
1.0592 |
1.0592 |
1.0361 |
|
| R1 |
1.0456 |
1.0456 |
1.0340 |
1.0409 |
| PP |
1.0361 |
1.0361 |
1.0361 |
1.0338 |
| S1 |
1.0225 |
1.0225 |
1.0298 |
1.0178 |
| S2 |
1.0130 |
1.0130 |
1.0277 |
|
| S3 |
0.9899 |
0.9994 |
1.0255 |
|
| S4 |
0.9668 |
0.9763 |
1.0192 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0478 |
1.0235 |
0.0244 |
2.4% |
0.0080 |
0.8% |
1% |
False |
True |
22,159 |
| 10 |
1.0626 |
1.0235 |
0.0392 |
3.8% |
0.0082 |
0.8% |
1% |
False |
True |
21,450 |
| 20 |
1.0857 |
1.0235 |
0.0623 |
6.1% |
0.0072 |
0.7% |
0% |
False |
True |
18,897 |
| 40 |
1.0924 |
1.0235 |
0.0690 |
6.7% |
0.0074 |
0.7% |
0% |
False |
True |
19,857 |
| 60 |
1.0972 |
1.0235 |
0.0738 |
7.2% |
0.0068 |
0.7% |
0% |
False |
True |
13,313 |
| 80 |
1.1045 |
1.0235 |
0.0811 |
7.9% |
0.0062 |
0.6% |
0% |
False |
True |
9,987 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0655 |
|
2.618 |
1.0524 |
|
1.618 |
1.0444 |
|
1.000 |
1.0395 |
|
0.618 |
1.0364 |
|
HIGH |
1.0315 |
|
0.618 |
1.0284 |
|
0.500 |
1.0275 |
|
0.382 |
1.0265 |
|
LOW |
1.0235 |
|
0.618 |
1.0185 |
|
1.000 |
1.0155 |
|
1.618 |
1.0105 |
|
2.618 |
1.0025 |
|
4.250 |
0.9895 |
|
|
| Fisher Pivots for day following 02-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0275 |
1.0298 |
| PP |
1.0262 |
1.0278 |
| S1 |
1.0250 |
1.0257 |
|