CME Swiss Franc Future June 2022
| Trading Metrics calculated at close of trading on 06-Apr-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2022 |
06-Apr-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0823 |
1.0791 |
-0.0032 |
-0.3% |
1.0785 |
| High |
1.0857 |
1.0792 |
-0.0065 |
-0.6% |
1.0908 |
| Low |
1.0785 |
1.0726 |
-0.0059 |
-0.5% |
1.0694 |
| Close |
1.0792 |
1.0749 |
-0.0043 |
-0.4% |
1.0835 |
| Range |
0.0072 |
0.0066 |
-0.0006 |
-8.3% |
0.0214 |
| ATR |
0.0071 |
0.0071 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
16,049 |
16,949 |
900 |
5.6% |
110,729 |
|
| Daily Pivots for day following 06-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0954 |
1.0917 |
1.0785 |
|
| R3 |
1.0888 |
1.0851 |
1.0767 |
|
| R2 |
1.0822 |
1.0822 |
1.0761 |
|
| R1 |
1.0785 |
1.0785 |
1.0755 |
1.0771 |
| PP |
1.0756 |
1.0756 |
1.0756 |
1.0748 |
| S1 |
1.0719 |
1.0719 |
1.0743 |
1.0705 |
| S2 |
1.0690 |
1.0690 |
1.0737 |
|
| S3 |
1.0624 |
1.0653 |
1.0731 |
|
| S4 |
1.0558 |
1.0587 |
1.0713 |
|
|
| 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 |
1.0726 |
0.0182 |
1.7% |
0.0065 |
0.6% |
13% |
False |
True |
18,967 |
| 10 |
1.0908 |
1.0694 |
0.0214 |
2.0% |
0.0073 |
0.7% |
26% |
False |
False |
19,994 |
| 20 |
1.0908 |
1.0609 |
0.0299 |
2.8% |
0.0074 |
0.7% |
47% |
False |
False |
20,933 |
| 40 |
1.0972 |
1.0609 |
0.0363 |
3.4% |
0.0067 |
0.6% |
39% |
False |
False |
11,742 |
| 60 |
1.1045 |
1.0609 |
0.0436 |
4.1% |
0.0060 |
0.6% |
32% |
False |
False |
7,832 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1073 |
|
2.618 |
1.0965 |
|
1.618 |
1.0899 |
|
1.000 |
1.0858 |
|
0.618 |
1.0833 |
|
HIGH |
1.0792 |
|
0.618 |
1.0767 |
|
0.500 |
1.0759 |
|
0.382 |
1.0751 |
|
LOW |
1.0726 |
|
0.618 |
1.0685 |
|
1.000 |
1.0660 |
|
1.618 |
1.0619 |
|
2.618 |
1.0553 |
|
4.250 |
1.0446 |
|
|
| Fisher Pivots for day following 06-Apr-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0759 |
1.0792 |
| PP |
1.0756 |
1.0777 |
| S1 |
1.0752 |
1.0763 |
|