CME Swiss Franc Future June 2022
| Trading Metrics calculated at close of trading on 18-Apr-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2022 |
18-Apr-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0727 |
1.0621 |
-0.0106 |
-1.0% |
1.0750 |
| High |
1.0750 |
1.0640 |
-0.0110 |
-1.0% |
1.0796 |
| Low |
1.0626 |
1.0604 |
-0.0022 |
-0.2% |
1.0626 |
| Close |
1.0634 |
1.0614 |
-0.0020 |
-0.2% |
1.0634 |
| Range |
0.0124 |
0.0036 |
-0.0088 |
-71.0% |
0.0170 |
| ATR |
0.0071 |
0.0068 |
-0.0002 |
-3.5% |
0.0000 |
| Volume |
25,236 |
13,720 |
-11,516 |
-45.6% |
74,430 |
|
| Daily Pivots for day following 18-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0727 |
1.0707 |
1.0634 |
|
| R3 |
1.0691 |
1.0671 |
1.0624 |
|
| R2 |
1.0655 |
1.0655 |
1.0621 |
|
| R1 |
1.0635 |
1.0635 |
1.0617 |
1.0627 |
| PP |
1.0619 |
1.0619 |
1.0619 |
1.0616 |
| S1 |
1.0599 |
1.0599 |
1.0611 |
1.0591 |
| S2 |
1.0583 |
1.0583 |
1.0607 |
|
| S3 |
1.0547 |
1.0563 |
1.0604 |
|
| S4 |
1.0511 |
1.0527 |
1.0594 |
|
|
| Weekly Pivots for week ending 15-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1195 |
1.1085 |
1.0728 |
|
| R3 |
1.1025 |
1.0915 |
1.0681 |
|
| R2 |
1.0855 |
1.0855 |
1.0665 |
|
| R1 |
1.0745 |
1.0745 |
1.0650 |
1.0715 |
| PP |
1.0685 |
1.0685 |
1.0685 |
1.0671 |
| S1 |
1.0575 |
1.0575 |
1.0618 |
1.0545 |
| S2 |
1.0515 |
1.0515 |
1.0603 |
|
| S3 |
1.0345 |
1.0405 |
1.0587 |
|
| S4 |
1.0175 |
1.0235 |
1.0541 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0796 |
1.0604 |
0.0192 |
1.8% |
0.0070 |
0.7% |
5% |
False |
True |
17,630 |
| 10 |
1.0857 |
1.0604 |
0.0253 |
2.4% |
0.0062 |
0.6% |
4% |
False |
True |
16,344 |
| 20 |
1.0908 |
1.0604 |
0.0304 |
2.9% |
0.0069 |
0.6% |
3% |
False |
True |
18,164 |
| 40 |
1.0972 |
1.0604 |
0.0368 |
3.5% |
0.0072 |
0.7% |
3% |
False |
True |
14,588 |
| 60 |
1.1027 |
1.0604 |
0.0423 |
4.0% |
0.0063 |
0.6% |
2% |
False |
True |
9,740 |
| 80 |
1.1045 |
1.0604 |
0.0441 |
4.2% |
0.0056 |
0.5% |
2% |
False |
True |
7,307 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0793 |
|
2.618 |
1.0734 |
|
1.618 |
1.0698 |
|
1.000 |
1.0676 |
|
0.618 |
1.0662 |
|
HIGH |
1.0640 |
|
0.618 |
1.0626 |
|
0.500 |
1.0622 |
|
0.382 |
1.0618 |
|
LOW |
1.0604 |
|
0.618 |
1.0582 |
|
1.000 |
1.0568 |
|
1.618 |
1.0546 |
|
2.618 |
1.0510 |
|
4.250 |
1.0451 |
|
|
| Fisher Pivots for day following 18-Apr-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0622 |
1.0683 |
| PP |
1.0619 |
1.0660 |
| S1 |
1.0617 |
1.0637 |
|