CME Swiss Franc Future June 2022
| Trading Metrics calculated at close of trading on 04-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2022 |
04-May-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0250 |
1.0237 |
-0.0014 |
-0.1% |
1.0470 |
| High |
1.0308 |
1.0307 |
-0.0001 |
0.0% |
1.0498 |
| Low |
1.0224 |
1.0169 |
-0.0056 |
-0.5% |
1.0267 |
| Close |
1.0237 |
1.0281 |
0.0044 |
0.4% |
1.0319 |
| Range |
0.0084 |
0.0138 |
0.0055 |
65.3% |
0.0231 |
| ATR |
0.0076 |
0.0080 |
0.0004 |
5.9% |
0.0000 |
| Volume |
17,348 |
29,738 |
12,390 |
71.4% |
118,033 |
|
| Daily Pivots for day following 04-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0666 |
1.0612 |
1.0357 |
|
| R3 |
1.0528 |
1.0474 |
1.0319 |
|
| R2 |
1.0390 |
1.0390 |
1.0306 |
|
| R1 |
1.0336 |
1.0336 |
1.0294 |
1.0363 |
| PP |
1.0252 |
1.0252 |
1.0252 |
1.0266 |
| S1 |
1.0198 |
1.0198 |
1.0268 |
1.0225 |
| S2 |
1.0114 |
1.0114 |
1.0256 |
|
| S3 |
0.9976 |
1.0060 |
1.0243 |
|
| S4 |
0.9838 |
0.9922 |
1.0205 |
|
|
| 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 |
1.0362 |
1.0169 |
0.0194 |
1.9% |
0.0091 |
0.9% |
58% |
False |
True |
22,541 |
| 10 |
1.0598 |
1.0169 |
0.0430 |
4.2% |
0.0085 |
0.8% |
26% |
False |
True |
21,252 |
| 20 |
1.0796 |
1.0169 |
0.0628 |
6.1% |
0.0078 |
0.8% |
18% |
False |
True |
19,655 |
| 40 |
1.0908 |
1.0169 |
0.0740 |
7.2% |
0.0076 |
0.7% |
15% |
False |
True |
20,590 |
| 60 |
1.0972 |
1.0169 |
0.0804 |
7.8% |
0.0070 |
0.7% |
14% |
False |
True |
14,097 |
| 80 |
1.1045 |
1.0169 |
0.0877 |
8.5% |
0.0064 |
0.6% |
13% |
False |
True |
10,576 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0893 |
|
2.618 |
1.0668 |
|
1.618 |
1.0530 |
|
1.000 |
1.0445 |
|
0.618 |
1.0392 |
|
HIGH |
1.0307 |
|
0.618 |
1.0254 |
|
0.500 |
1.0238 |
|
0.382 |
1.0221 |
|
LOW |
1.0169 |
|
0.618 |
1.0083 |
|
1.000 |
1.0031 |
|
1.618 |
0.9945 |
|
2.618 |
0.9807 |
|
4.250 |
0.9582 |
|
|
| Fisher Pivots for day following 04-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0267 |
1.0268 |
| PP |
1.0252 |
1.0255 |
| S1 |
1.0238 |
1.0242 |
|