CME Swiss Franc Future June 2022
| Trading Metrics calculated at close of trading on 06-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2022 |
06-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0446 |
1.0389 |
-0.0057 |
-0.5% |
1.0454 |
| High |
1.0467 |
1.0415 |
-0.0053 |
-0.5% |
1.0474 |
| Low |
1.0373 |
1.0297 |
-0.0076 |
-0.7% |
1.0359 |
| Close |
1.0393 |
1.0300 |
-0.0093 |
-0.9% |
1.0393 |
| Range |
0.0094 |
0.0118 |
0.0024 |
25.0% |
0.0115 |
| ATR |
0.0087 |
0.0089 |
0.0002 |
2.5% |
0.0000 |
| Volume |
17,298 |
23,963 |
6,665 |
38.5% |
103,206 |
|
| Daily Pivots for day following 06-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0690 |
1.0612 |
1.0365 |
|
| R3 |
1.0572 |
1.0495 |
1.0332 |
|
| R2 |
1.0455 |
1.0455 |
1.0322 |
|
| R1 |
1.0377 |
1.0377 |
1.0311 |
1.0357 |
| PP |
1.0337 |
1.0337 |
1.0337 |
1.0327 |
| S1 |
1.0260 |
1.0260 |
1.0289 |
1.0240 |
| S2 |
1.0220 |
1.0220 |
1.0278 |
|
| S3 |
1.0102 |
1.0142 |
1.0268 |
|
| S4 |
0.9985 |
1.0025 |
1.0235 |
|
|
| 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 |
1.0474 |
1.0297 |
0.0177 |
1.7% |
0.0085 |
0.8% |
2% |
False |
True |
25,433 |
| 10 |
1.0484 |
1.0265 |
0.0219 |
2.1% |
0.0082 |
0.8% |
16% |
False |
False |
23,505 |
| 20 |
1.0484 |
0.9949 |
0.0536 |
5.2% |
0.0090 |
0.9% |
66% |
False |
False |
24,379 |
| 40 |
1.0796 |
0.9949 |
0.0848 |
8.2% |
0.0088 |
0.9% |
41% |
False |
False |
22,875 |
| 60 |
1.0908 |
0.9949 |
0.0960 |
9.3% |
0.0083 |
0.8% |
37% |
False |
False |
21,876 |
| 80 |
1.0972 |
0.9949 |
0.1024 |
9.9% |
0.0078 |
0.8% |
34% |
False |
False |
17,469 |
| 100 |
1.1045 |
0.9949 |
0.1097 |
10.6% |
0.0072 |
0.7% |
32% |
False |
False |
13,978 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0914 |
|
2.618 |
1.0722 |
|
1.618 |
1.0605 |
|
1.000 |
1.0532 |
|
0.618 |
1.0487 |
|
HIGH |
1.0415 |
|
0.618 |
1.0370 |
|
0.500 |
1.0356 |
|
0.382 |
1.0342 |
|
LOW |
1.0297 |
|
0.618 |
1.0224 |
|
1.000 |
1.0180 |
|
1.618 |
1.0107 |
|
2.618 |
0.9989 |
|
4.250 |
0.9798 |
|
|
| Fisher Pivots for day following 06-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0356 |
1.0382 |
| PP |
1.0337 |
1.0355 |
| S1 |
1.0319 |
1.0327 |
|