CME Swiss Franc Future June 2022
| Trading Metrics calculated at close of trading on 04-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2022 |
04-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1009 |
1.0932 |
-0.0077 |
-0.7% |
1.0955 |
| High |
1.1009 |
1.0962 |
-0.0047 |
-0.4% |
1.1034 |
| Low |
1.0934 |
1.0932 |
-0.0002 |
0.0% |
1.0934 |
| Close |
1.0938 |
1.0962 |
0.0024 |
0.2% |
1.1024 |
| Range |
0.0075 |
0.0030 |
-0.0045 |
-60.0% |
0.0100 |
| ATR |
|
|
|
|
|
| Volume |
8 |
2 |
-6 |
-75.0% |
22 |
|
| Daily Pivots for day following 04-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1042 |
1.1032 |
1.0979 |
|
| R3 |
1.1012 |
1.1002 |
1.0970 |
|
| R2 |
1.0982 |
1.0982 |
1.0968 |
|
| R1 |
1.0972 |
1.0972 |
1.0965 |
1.0977 |
| PP |
1.0952 |
1.0952 |
1.0952 |
1.0955 |
| S1 |
1.0942 |
1.0942 |
1.0959 |
1.0947 |
| S2 |
1.0922 |
1.0922 |
1.0957 |
|
| S3 |
1.0892 |
1.0912 |
1.0954 |
|
| S4 |
1.0862 |
1.0882 |
1.0946 |
|
|
| Weekly Pivots for week ending 31-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1297 |
1.1261 |
1.1079 |
|
| R3 |
1.1197 |
1.1161 |
1.1052 |
|
| R2 |
1.1097 |
1.1097 |
1.1042 |
|
| R1 |
1.1061 |
1.1061 |
1.1033 |
1.1079 |
| PP |
1.0997 |
1.0997 |
1.0997 |
1.1007 |
| S1 |
1.0961 |
1.0961 |
1.1015 |
1.0979 |
| S2 |
1.0897 |
1.0897 |
1.1006 |
|
| S3 |
1.0797 |
1.0861 |
1.0997 |
|
| S4 |
1.0697 |
1.0761 |
1.0969 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1090 |
|
2.618 |
1.1041 |
|
1.618 |
1.1011 |
|
1.000 |
1.0992 |
|
0.618 |
1.0981 |
|
HIGH |
1.0962 |
|
0.618 |
1.0951 |
|
0.500 |
1.0947 |
|
0.382 |
1.0943 |
|
LOW |
1.0932 |
|
0.618 |
1.0913 |
|
1.000 |
1.0902 |
|
1.618 |
1.0883 |
|
2.618 |
1.0853 |
|
4.250 |
1.0805 |
|
|
| Fisher Pivots for day following 04-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0957 |
1.0983 |
| PP |
1.0952 |
1.0976 |
| S1 |
1.0947 |
1.0969 |
|