CME Swiss Franc Future June 2022
| Trading Metrics calculated at close of trading on 08-Apr-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2022 |
08-Apr-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0745 |
1.0736 |
-0.0009 |
-0.1% |
1.0830 |
| High |
1.0762 |
1.0751 |
-0.0011 |
-0.1% |
1.0857 |
| Low |
1.0727 |
1.0697 |
-0.0030 |
-0.3% |
1.0697 |
| Close |
1.0737 |
1.0739 |
0.0002 |
0.0% |
1.0739 |
| Range |
0.0035 |
0.0054 |
0.0019 |
54.3% |
0.0160 |
| ATR |
0.0068 |
0.0067 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
12,856 |
13,559 |
703 |
5.5% |
75,292 |
|
| Daily Pivots for day following 08-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0891 |
1.0869 |
1.0769 |
|
| R3 |
1.0837 |
1.0815 |
1.0754 |
|
| R2 |
1.0783 |
1.0783 |
1.0749 |
|
| R1 |
1.0761 |
1.0761 |
1.0744 |
1.0772 |
| PP |
1.0729 |
1.0729 |
1.0729 |
1.0735 |
| S1 |
1.0707 |
1.0707 |
1.0734 |
1.0718 |
| S2 |
1.0675 |
1.0675 |
1.0729 |
|
| S3 |
1.0621 |
1.0653 |
1.0724 |
|
| S4 |
1.0567 |
1.0599 |
1.0709 |
|
|
| Weekly Pivots for week ending 08-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1244 |
1.1152 |
1.0827 |
|
| R3 |
1.1084 |
1.0992 |
1.0783 |
|
| R2 |
1.0924 |
1.0924 |
1.0768 |
|
| R1 |
1.0832 |
1.0832 |
1.0754 |
1.0798 |
| PP |
1.0764 |
1.0764 |
1.0764 |
1.0748 |
| S1 |
1.0672 |
1.0672 |
1.0724 |
1.0638 |
| S2 |
1.0604 |
1.0604 |
1.0710 |
|
| S3 |
1.0444 |
1.0512 |
1.0695 |
|
| S4 |
1.0284 |
1.0352 |
1.0651 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0857 |
1.0697 |
0.0160 |
1.5% |
0.0054 |
0.5% |
26% |
False |
True |
15,058 |
| 10 |
1.0908 |
1.0694 |
0.0214 |
2.0% |
0.0070 |
0.7% |
21% |
False |
False |
18,602 |
| 20 |
1.0908 |
1.0609 |
0.0299 |
2.8% |
0.0072 |
0.7% |
43% |
False |
False |
19,252 |
| 40 |
1.0972 |
1.0609 |
0.0363 |
3.4% |
0.0068 |
0.6% |
36% |
False |
False |
12,402 |
| 60 |
1.1045 |
1.0609 |
0.0436 |
4.1% |
0.0060 |
0.6% |
30% |
False |
False |
8,272 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0981 |
|
2.618 |
1.0892 |
|
1.618 |
1.0838 |
|
1.000 |
1.0805 |
|
0.618 |
1.0784 |
|
HIGH |
1.0751 |
|
0.618 |
1.0730 |
|
0.500 |
1.0724 |
|
0.382 |
1.0718 |
|
LOW |
1.0697 |
|
0.618 |
1.0664 |
|
1.000 |
1.0643 |
|
1.618 |
1.0610 |
|
2.618 |
1.0556 |
|
4.250 |
1.0468 |
|
|
| Fisher Pivots for day following 08-Apr-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0734 |
1.0745 |
| PP |
1.0729 |
1.0743 |
| S1 |
1.0724 |
1.0741 |
|