CME Swiss Franc Future June 2022
| Trading Metrics calculated at close of trading on 03-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2022 |
03-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0388 |
1.0446 |
0.0058 |
0.6% |
1.0454 |
| High |
1.0448 |
1.0467 |
0.0020 |
0.2% |
1.0474 |
| Low |
1.0381 |
1.0373 |
-0.0008 |
-0.1% |
1.0359 |
| Close |
1.0441 |
1.0393 |
-0.0048 |
-0.5% |
1.0393 |
| Range |
0.0067 |
0.0094 |
0.0028 |
41.4% |
0.0115 |
| ATR |
0.0086 |
0.0087 |
0.0001 |
0.6% |
0.0000 |
| Volume |
24,369 |
17,298 |
-7,071 |
-29.0% |
103,206 |
|
| Daily Pivots for day following 03-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0693 |
1.0637 |
1.0445 |
|
| R3 |
1.0599 |
1.0543 |
1.0419 |
|
| R2 |
1.0505 |
1.0505 |
1.0410 |
|
| R1 |
1.0449 |
1.0449 |
1.0402 |
1.0430 |
| PP |
1.0411 |
1.0411 |
1.0411 |
1.0402 |
| S1 |
1.0355 |
1.0355 |
1.0384 |
1.0336 |
| S2 |
1.0317 |
1.0317 |
1.0376 |
|
| S3 |
1.0223 |
1.0261 |
1.0367 |
|
| S4 |
1.0129 |
1.0167 |
1.0341 |
|
|
| Weekly Pivots for week ending 03-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0753 |
1.0688 |
1.0456 |
|
| R3 |
1.0638 |
1.0573 |
1.0425 |
|
| R2 |
1.0523 |
1.0523 |
1.0414 |
|
| R1 |
1.0458 |
1.0458 |
1.0404 |
1.0433 |
| PP |
1.0408 |
1.0408 |
1.0408 |
1.0396 |
| S1 |
1.0343 |
1.0343 |
1.0382 |
1.0318 |
| S2 |
1.0293 |
1.0293 |
1.0372 |
|
| S3 |
1.0178 |
1.0228 |
1.0361 |
|
| S4 |
1.0063 |
1.0113 |
1.0330 |
|
|
| 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% |
0.0074 |
0.7% |
27% |
False |
False |
24,974 |
| 10 |
1.0484 |
1.0252 |
0.0232 |
2.2% |
0.0078 |
0.7% |
61% |
False |
False |
23,873 |
| 20 |
1.0484 |
0.9949 |
0.0536 |
5.2% |
0.0088 |
0.8% |
83% |
False |
False |
24,719 |
| 40 |
1.0796 |
0.9949 |
0.0848 |
8.2% |
0.0086 |
0.8% |
52% |
False |
False |
22,598 |
| 60 |
1.0908 |
0.9949 |
0.0960 |
9.2% |
0.0082 |
0.8% |
46% |
False |
False |
22,043 |
| 80 |
1.0972 |
0.9949 |
0.1024 |
9.8% |
0.0077 |
0.7% |
43% |
False |
False |
17,170 |
| 100 |
1.1045 |
0.9949 |
0.1097 |
10.6% |
0.0071 |
0.7% |
41% |
False |
False |
13,738 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0867 |
|
2.618 |
1.0713 |
|
1.618 |
1.0619 |
|
1.000 |
1.0561 |
|
0.618 |
1.0525 |
|
HIGH |
1.0467 |
|
0.618 |
1.0431 |
|
0.500 |
1.0420 |
|
0.382 |
1.0409 |
|
LOW |
1.0373 |
|
0.618 |
1.0315 |
|
1.000 |
1.0279 |
|
1.618 |
1.0221 |
|
2.618 |
1.0127 |
|
4.250 |
0.9974 |
|
|
| Fisher Pivots for day following 03-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0420 |
1.0413 |
| PP |
1.0411 |
1.0406 |
| S1 |
1.0402 |
1.0400 |
|