CME Swiss Franc Future June 2022
| Trading Metrics calculated at close of trading on 13-Apr-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2022 |
13-Apr-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0771 |
1.0753 |
-0.0018 |
-0.2% |
1.0830 |
| High |
1.0796 |
1.0762 |
-0.0034 |
-0.3% |
1.0857 |
| Low |
1.0730 |
1.0714 |
-0.0016 |
-0.1% |
1.0697 |
| Close |
1.0757 |
1.0732 |
-0.0025 |
-0.2% |
1.0739 |
| Range |
0.0066 |
0.0048 |
-0.0018 |
-27.3% |
0.0160 |
| ATR |
0.0068 |
0.0067 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
18,927 |
14,895 |
-4,032 |
-21.3% |
75,292 |
|
| Daily Pivots for day following 13-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0880 |
1.0854 |
1.0758 |
|
| R3 |
1.0832 |
1.0806 |
1.0745 |
|
| R2 |
1.0784 |
1.0784 |
1.0741 |
|
| R1 |
1.0758 |
1.0758 |
1.0736 |
1.0747 |
| PP |
1.0736 |
1.0736 |
1.0736 |
1.0731 |
| S1 |
1.0710 |
1.0710 |
1.0728 |
1.0699 |
| S2 |
1.0688 |
1.0688 |
1.0723 |
|
| S3 |
1.0640 |
1.0662 |
1.0719 |
|
| S4 |
1.0592 |
1.0614 |
1.0706 |
|
|
| 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 |
1.0796 |
1.0697 |
0.0099 |
0.9% |
0.0056 |
0.5% |
35% |
False |
False |
15,121 |
| 10 |
1.0908 |
1.0697 |
0.0211 |
2.0% |
0.0061 |
0.6% |
17% |
False |
False |
17,044 |
| 20 |
1.0908 |
1.0639 |
0.0269 |
2.5% |
0.0070 |
0.7% |
35% |
False |
False |
18,192 |
| 40 |
1.0972 |
1.0609 |
0.0363 |
3.4% |
0.0070 |
0.7% |
34% |
False |
False |
13,620 |
| 60 |
1.1027 |
1.0609 |
0.0418 |
3.9% |
0.0061 |
0.6% |
29% |
False |
False |
9,091 |
| 80 |
1.1045 |
1.0609 |
0.0436 |
4.1% |
0.0054 |
0.5% |
28% |
False |
False |
6,821 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0966 |
|
2.618 |
1.0888 |
|
1.618 |
1.0840 |
|
1.000 |
1.0810 |
|
0.618 |
1.0792 |
|
HIGH |
1.0762 |
|
0.618 |
1.0744 |
|
0.500 |
1.0738 |
|
0.382 |
1.0732 |
|
LOW |
1.0714 |
|
0.618 |
1.0684 |
|
1.000 |
1.0666 |
|
1.618 |
1.0636 |
|
2.618 |
1.0588 |
|
4.250 |
1.0510 |
|
|
| Fisher Pivots for day following 13-Apr-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0738 |
1.0748 |
| PP |
1.0736 |
1.0742 |
| S1 |
1.0734 |
1.0737 |
|