CME Swiss Franc Future June 2022
| Trading Metrics calculated at close of trading on 07-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2022 |
07-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0389 |
1.0304 |
-0.0086 |
-0.8% |
1.0454 |
| High |
1.0415 |
1.0306 |
-0.0109 |
-1.0% |
1.0474 |
| Low |
1.0297 |
1.0228 |
-0.0069 |
-0.7% |
1.0359 |
| Close |
1.0300 |
1.0287 |
-0.0014 |
-0.1% |
1.0393 |
| Range |
0.0118 |
0.0078 |
-0.0040 |
-33.6% |
0.0115 |
| ATR |
0.0089 |
0.0088 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
23,963 |
33,419 |
9,456 |
39.5% |
103,206 |
|
| Daily Pivots for day following 07-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0508 |
1.0475 |
1.0329 |
|
| R3 |
1.0430 |
1.0397 |
1.0308 |
|
| R2 |
1.0352 |
1.0352 |
1.0301 |
|
| R1 |
1.0319 |
1.0319 |
1.0294 |
1.0296 |
| PP |
1.0274 |
1.0274 |
1.0274 |
1.0262 |
| S1 |
1.0241 |
1.0241 |
1.0279 |
1.0218 |
| S2 |
1.0196 |
1.0196 |
1.0272 |
|
| S3 |
1.0118 |
1.0163 |
1.0265 |
|
| S4 |
1.0040 |
1.0085 |
1.0244 |
|
|
| 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 |
1.0467 |
1.0228 |
0.0239 |
2.3% |
0.0086 |
0.8% |
24% |
False |
True |
24,228 |
| 10 |
1.0484 |
1.0228 |
0.0256 |
2.5% |
0.0077 |
0.7% |
23% |
False |
True |
24,535 |
| 20 |
1.0484 |
0.9949 |
0.0536 |
5.2% |
0.0090 |
0.9% |
63% |
False |
False |
24,934 |
| 40 |
1.0796 |
0.9949 |
0.0848 |
8.2% |
0.0089 |
0.9% |
40% |
False |
False |
23,372 |
| 60 |
1.0908 |
0.9949 |
0.0960 |
9.3% |
0.0083 |
0.8% |
35% |
False |
False |
21,999 |
| 80 |
1.0972 |
0.9949 |
0.1024 |
9.9% |
0.0078 |
0.8% |
33% |
False |
False |
17,887 |
| 100 |
1.1045 |
0.9949 |
0.1097 |
10.7% |
0.0072 |
0.7% |
31% |
False |
False |
14,312 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0638 |
|
2.618 |
1.0510 |
|
1.618 |
1.0432 |
|
1.000 |
1.0384 |
|
0.618 |
1.0354 |
|
HIGH |
1.0306 |
|
0.618 |
1.0276 |
|
0.500 |
1.0267 |
|
0.382 |
1.0258 |
|
LOW |
1.0228 |
|
0.618 |
1.0180 |
|
1.000 |
1.0150 |
|
1.618 |
1.0102 |
|
2.618 |
1.0024 |
|
4.250 |
0.9897 |
|
|
| Fisher Pivots for day following 07-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0280 |
1.0348 |
| PP |
1.0274 |
1.0327 |
| S1 |
1.0267 |
1.0307 |
|