CME Swiss Franc Future June 2022
| Trading Metrics calculated at close of trading on 01-Apr-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2022 |
01-Apr-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0868 |
1.0872 |
0.0004 |
0.0% |
1.0785 |
| High |
1.0908 |
1.0876 |
-0.0032 |
-0.3% |
1.0908 |
| Low |
1.0832 |
1.0807 |
-0.0025 |
-0.2% |
1.0694 |
| Close |
1.0871 |
1.0835 |
-0.0036 |
-0.3% |
1.0835 |
| Range |
0.0076 |
0.0069 |
-0.0007 |
-9.2% |
0.0214 |
| ATR |
0.0074 |
0.0073 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
29,704 |
16,255 |
-13,449 |
-45.3% |
110,729 |
|
| Daily Pivots for day following 01-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1046 |
1.1010 |
1.0873 |
|
| R3 |
1.0977 |
1.0941 |
1.0854 |
|
| R2 |
1.0908 |
1.0908 |
1.0848 |
|
| R1 |
1.0872 |
1.0872 |
1.0841 |
1.0856 |
| PP |
1.0839 |
1.0839 |
1.0839 |
1.0831 |
| S1 |
1.0803 |
1.0803 |
1.0829 |
1.0787 |
| S2 |
1.0770 |
1.0770 |
1.0822 |
|
| S3 |
1.0701 |
1.0734 |
1.0816 |
|
| S4 |
1.0632 |
1.0665 |
1.0797 |
|
|
| Weekly Pivots for week ending 01-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1454 |
1.1359 |
1.0953 |
|
| R3 |
1.1240 |
1.1145 |
1.0894 |
|
| R2 |
1.1026 |
1.1026 |
1.0874 |
|
| R1 |
1.0931 |
1.0931 |
1.0855 |
1.0979 |
| PP |
1.0812 |
1.0812 |
1.0812 |
1.0836 |
| S1 |
1.0717 |
1.0717 |
1.0815 |
1.0765 |
| S2 |
1.0598 |
1.0598 |
1.0796 |
|
| S3 |
1.0384 |
1.0503 |
1.0776 |
|
| S4 |
1.0170 |
1.0289 |
1.0717 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0908 |
1.0694 |
0.0214 |
2.0% |
0.0087 |
0.8% |
66% |
False |
False |
22,145 |
| 10 |
1.0908 |
1.0694 |
0.0214 |
2.0% |
0.0075 |
0.7% |
66% |
False |
False |
19,985 |
| 20 |
1.0924 |
1.0609 |
0.0315 |
2.9% |
0.0076 |
0.7% |
72% |
False |
False |
20,817 |
| 40 |
1.0972 |
1.0609 |
0.0363 |
3.4% |
0.0066 |
0.6% |
62% |
False |
False |
10,521 |
| 60 |
1.1045 |
1.0609 |
0.0436 |
4.0% |
0.0059 |
0.5% |
52% |
False |
False |
7,018 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1169 |
|
2.618 |
1.1057 |
|
1.618 |
1.0988 |
|
1.000 |
1.0945 |
|
0.618 |
1.0919 |
|
HIGH |
1.0876 |
|
0.618 |
1.0850 |
|
0.500 |
1.0842 |
|
0.382 |
1.0833 |
|
LOW |
1.0807 |
|
0.618 |
1.0764 |
|
1.000 |
1.0738 |
|
1.618 |
1.0695 |
|
2.618 |
1.0626 |
|
4.250 |
1.0514 |
|
|
| Fisher Pivots for day following 01-Apr-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0842 |
1.0840 |
| PP |
1.0839 |
1.0838 |
| S1 |
1.0837 |
1.0837 |
|