CME Swiss Franc Future June 2022
| Trading Metrics calculated at close of trading on 21-Apr-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2022 |
21-Apr-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0527 |
1.0566 |
0.0039 |
0.4% |
1.0750 |
| High |
1.0602 |
1.0598 |
-0.0004 |
0.0% |
1.0796 |
| Low |
1.0512 |
1.0490 |
-0.0022 |
-0.2% |
1.0626 |
| Close |
1.0563 |
1.0515 |
-0.0048 |
-0.5% |
1.0634 |
| Range |
0.0090 |
0.0108 |
0.0018 |
20.0% |
0.0170 |
| ATR |
0.0072 |
0.0075 |
0.0003 |
3.6% |
0.0000 |
| Volume |
21,163 |
18,904 |
-2,259 |
-10.7% |
74,430 |
|
| Daily Pivots for day following 21-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0858 |
1.0795 |
1.0574 |
|
| R3 |
1.0750 |
1.0687 |
1.0545 |
|
| R2 |
1.0642 |
1.0642 |
1.0535 |
|
| R1 |
1.0579 |
1.0579 |
1.0525 |
1.0557 |
| PP |
1.0534 |
1.0534 |
1.0534 |
1.0523 |
| S1 |
1.0471 |
1.0471 |
1.0505 |
1.0449 |
| S2 |
1.0426 |
1.0426 |
1.0495 |
|
| S3 |
1.0318 |
1.0363 |
1.0485 |
|
| S4 |
1.0210 |
1.0255 |
1.0456 |
|
|
| 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 |
1.0750 |
1.0490 |
0.0260 |
2.5% |
0.0092 |
0.9% |
10% |
False |
True |
21,383 |
| 10 |
1.0796 |
1.0490 |
0.0306 |
2.9% |
0.0074 |
0.7% |
8% |
False |
True |
18,252 |
| 20 |
1.0908 |
1.0490 |
0.0418 |
4.0% |
0.0073 |
0.7% |
6% |
False |
True |
19,123 |
| 40 |
1.0967 |
1.0490 |
0.0477 |
4.5% |
0.0075 |
0.7% |
5% |
False |
True |
16,283 |
| 60 |
1.0972 |
1.0490 |
0.0482 |
4.6% |
0.0066 |
0.6% |
5% |
False |
True |
10,872 |
| 80 |
1.1045 |
1.0490 |
0.0555 |
5.3% |
0.0059 |
0.6% |
5% |
False |
True |
8,156 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1057 |
|
2.618 |
1.0881 |
|
1.618 |
1.0773 |
|
1.000 |
1.0706 |
|
0.618 |
1.0665 |
|
HIGH |
1.0598 |
|
0.618 |
1.0557 |
|
0.500 |
1.0544 |
|
0.382 |
1.0531 |
|
LOW |
1.0490 |
|
0.618 |
1.0423 |
|
1.000 |
1.0382 |
|
1.618 |
1.0315 |
|
2.618 |
1.0207 |
|
4.250 |
1.0031 |
|
|
| Fisher Pivots for day following 21-Apr-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0544 |
1.0558 |
| PP |
1.0534 |
1.0544 |
| S1 |
1.0525 |
1.0529 |
|