CME Swiss Franc Future June 2022
| Trading Metrics calculated at close of trading on 02-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2022 |
02-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0426 |
1.0388 |
-0.0038 |
-0.4% |
1.0270 |
| High |
1.0435 |
1.0448 |
0.0013 |
0.1% |
1.0484 |
| Low |
1.0359 |
1.0381 |
0.0023 |
0.2% |
1.0265 |
| Close |
1.0396 |
1.0441 |
0.0045 |
0.4% |
1.0448 |
| Range |
0.0076 |
0.0067 |
-0.0010 |
-12.5% |
0.0219 |
| ATR |
0.0088 |
0.0086 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
22,094 |
24,369 |
2,275 |
10.3% |
107,883 |
|
| Daily Pivots for day following 02-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0623 |
1.0598 |
1.0477 |
|
| R3 |
1.0556 |
1.0532 |
1.0459 |
|
| R2 |
1.0490 |
1.0490 |
1.0453 |
|
| R1 |
1.0465 |
1.0465 |
1.0447 |
1.0477 |
| PP |
1.0423 |
1.0423 |
1.0423 |
1.0429 |
| S1 |
1.0399 |
1.0399 |
1.0434 |
1.0411 |
| S2 |
1.0357 |
1.0357 |
1.0428 |
|
| S3 |
1.0290 |
1.0332 |
1.0422 |
|
| S4 |
1.0224 |
1.0266 |
1.0404 |
|
|
| Weekly Pivots for week ending 27-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1056 |
1.0971 |
1.0568 |
|
| R3 |
1.0837 |
1.0752 |
1.0508 |
|
| R2 |
1.0618 |
1.0618 |
1.0488 |
|
| R1 |
1.0533 |
1.0533 |
1.0468 |
1.0576 |
| PP |
1.0399 |
1.0399 |
1.0399 |
1.0420 |
| S1 |
1.0314 |
1.0314 |
1.0428 |
1.0357 |
| S2 |
1.0180 |
1.0180 |
1.0408 |
|
| S3 |
0.9961 |
1.0095 |
1.0388 |
|
| S4 |
0.9742 |
0.9876 |
1.0328 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0484 |
1.0359 |
0.0126 |
1.2% |
0.0066 |
0.6% |
65% |
False |
False |
24,833 |
| 10 |
1.0484 |
1.0126 |
0.0359 |
3.4% |
0.0088 |
0.8% |
88% |
False |
False |
24,954 |
| 20 |
1.0484 |
0.9949 |
0.0536 |
5.1% |
0.0093 |
0.9% |
92% |
False |
False |
25,524 |
| 40 |
1.0796 |
0.9949 |
0.0848 |
8.1% |
0.0085 |
0.8% |
58% |
False |
False |
22,589 |
| 60 |
1.0908 |
0.9949 |
0.0960 |
9.2% |
0.0081 |
0.8% |
51% |
False |
False |
22,234 |
| 80 |
1.0972 |
0.9949 |
0.1024 |
9.8% |
0.0076 |
0.7% |
48% |
False |
False |
16,954 |
| 100 |
1.1045 |
0.9949 |
0.1097 |
10.5% |
0.0070 |
0.7% |
45% |
False |
False |
13,565 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0730 |
|
2.618 |
1.0622 |
|
1.618 |
1.0555 |
|
1.000 |
1.0514 |
|
0.618 |
1.0489 |
|
HIGH |
1.0448 |
|
0.618 |
1.0422 |
|
0.500 |
1.0414 |
|
0.382 |
1.0406 |
|
LOW |
1.0381 |
|
0.618 |
1.0340 |
|
1.000 |
1.0315 |
|
1.618 |
1.0273 |
|
2.618 |
1.0207 |
|
4.250 |
1.0098 |
|
|
| Fisher Pivots for day following 02-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0432 |
1.0432 |
| PP |
1.0423 |
1.0424 |
| S1 |
1.0414 |
1.0416 |
|