CME Swiss Franc Future June 2022
| Trading Metrics calculated at close of trading on 28-Apr-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2022 |
28-Apr-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0410 |
1.0340 |
-0.0070 |
-0.7% |
1.0621 |
| High |
1.0423 |
1.0350 |
-0.0073 |
-0.7% |
1.0640 |
| Low |
1.0330 |
1.0267 |
-0.0063 |
-0.6% |
1.0448 |
| Close |
1.0346 |
1.0311 |
-0.0035 |
-0.3% |
1.0474 |
| Range |
0.0093 |
0.0083 |
-0.0010 |
-10.8% |
0.0192 |
| ATR |
0.0074 |
0.0075 |
0.0001 |
0.8% |
0.0000 |
| Volume |
28,719 |
25,088 |
-3,631 |
-12.6% |
97,093 |
|
| Daily Pivots for day following 28-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0558 |
1.0518 |
1.0357 |
|
| R3 |
1.0475 |
1.0435 |
1.0334 |
|
| R2 |
1.0392 |
1.0392 |
1.0326 |
|
| R1 |
1.0352 |
1.0352 |
1.0319 |
1.0331 |
| PP |
1.0309 |
1.0309 |
1.0309 |
1.0299 |
| S1 |
1.0269 |
1.0269 |
1.0303 |
1.0248 |
| S2 |
1.0226 |
1.0226 |
1.0296 |
|
| S3 |
1.0143 |
1.0186 |
1.0288 |
|
| S4 |
1.0060 |
1.0103 |
1.0265 |
|
|
| Weekly Pivots for week ending 22-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1097 |
1.0977 |
1.0580 |
|
| R3 |
1.0905 |
1.0785 |
1.0527 |
|
| R2 |
1.0713 |
1.0713 |
1.0509 |
|
| R1 |
1.0593 |
1.0593 |
1.0492 |
1.0557 |
| PP |
1.0521 |
1.0521 |
1.0521 |
1.0503 |
| S1 |
1.0401 |
1.0401 |
1.0456 |
1.0365 |
| S2 |
1.0329 |
1.0329 |
1.0439 |
|
| S3 |
1.0137 |
1.0209 |
1.0421 |
|
| S4 |
0.9945 |
1.0017 |
1.0368 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0517 |
1.0267 |
0.0250 |
2.4% |
0.0075 |
0.7% |
18% |
False |
True |
21,201 |
| 10 |
1.0750 |
1.0267 |
0.0483 |
4.7% |
0.0083 |
0.8% |
9% |
False |
True |
21,292 |
| 20 |
1.0908 |
1.0267 |
0.0641 |
6.2% |
0.0072 |
0.7% |
7% |
False |
True |
19,168 |
| 40 |
1.0961 |
1.0267 |
0.0694 |
6.7% |
0.0073 |
0.7% |
6% |
False |
True |
18,879 |
| 60 |
1.0972 |
1.0267 |
0.0705 |
6.8% |
0.0067 |
0.6% |
6% |
False |
True |
12,638 |
| 80 |
1.1045 |
1.0267 |
0.0778 |
7.5% |
0.0061 |
0.6% |
6% |
False |
True |
9,481 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0703 |
|
2.618 |
1.0567 |
|
1.618 |
1.0484 |
|
1.000 |
1.0433 |
|
0.618 |
1.0401 |
|
HIGH |
1.0350 |
|
0.618 |
1.0318 |
|
0.500 |
1.0309 |
|
0.382 |
1.0299 |
|
LOW |
1.0267 |
|
0.618 |
1.0216 |
|
1.000 |
1.0184 |
|
1.618 |
1.0133 |
|
2.618 |
1.0050 |
|
4.250 |
0.9914 |
|
|
| Fisher Pivots for day following 28-Apr-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0310 |
1.0373 |
| PP |
1.0309 |
1.0352 |
| S1 |
1.0309 |
1.0332 |
|