CME Swiss Franc Future June 2022
| Trading Metrics calculated at close of trading on 08-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2022 |
08-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0304 |
1.0283 |
-0.0021 |
-0.2% |
1.0454 |
| High |
1.0306 |
1.0284 |
-0.0023 |
-0.2% |
1.0474 |
| Low |
1.0228 |
1.0218 |
-0.0011 |
-0.1% |
1.0359 |
| Close |
1.0287 |
1.0231 |
-0.0056 |
-0.5% |
1.0393 |
| Range |
0.0078 |
0.0066 |
-0.0012 |
-15.4% |
0.0115 |
| ATR |
0.0088 |
0.0087 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
33,419 |
46,040 |
12,621 |
37.8% |
103,206 |
|
| Daily Pivots for day following 08-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0442 |
1.0402 |
1.0267 |
|
| R3 |
1.0376 |
1.0336 |
1.0249 |
|
| R2 |
1.0310 |
1.0310 |
1.0243 |
|
| R1 |
1.0270 |
1.0270 |
1.0237 |
1.0257 |
| PP |
1.0244 |
1.0244 |
1.0244 |
1.0237 |
| S1 |
1.0204 |
1.0204 |
1.0224 |
1.0191 |
| S2 |
1.0178 |
1.0178 |
1.0218 |
|
| S3 |
1.0112 |
1.0138 |
1.0212 |
|
| S4 |
1.0046 |
1.0072 |
1.0194 |
|
|
| 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 |
1.0218 |
0.0250 |
2.4% |
0.0084 |
0.8% |
5% |
False |
True |
29,017 |
| 10 |
1.0484 |
1.0218 |
0.0267 |
2.6% |
0.0073 |
0.7% |
5% |
False |
True |
26,784 |
| 20 |
1.0484 |
0.9949 |
0.0536 |
5.2% |
0.0090 |
0.9% |
53% |
False |
False |
26,082 |
| 40 |
1.0796 |
0.9949 |
0.0848 |
8.3% |
0.0088 |
0.9% |
33% |
False |
False |
24,139 |
| 60 |
1.0908 |
0.9949 |
0.0960 |
9.4% |
0.0083 |
0.8% |
29% |
False |
False |
22,346 |
| 80 |
1.0972 |
0.9949 |
0.1024 |
10.0% |
0.0079 |
0.8% |
28% |
False |
False |
18,462 |
| 100 |
1.1027 |
0.9949 |
0.1079 |
10.5% |
0.0072 |
0.7% |
26% |
False |
False |
14,772 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0564 |
|
2.618 |
1.0456 |
|
1.618 |
1.0390 |
|
1.000 |
1.0350 |
|
0.618 |
1.0324 |
|
HIGH |
1.0284 |
|
0.618 |
1.0258 |
|
0.500 |
1.0251 |
|
0.382 |
1.0243 |
|
LOW |
1.0218 |
|
0.618 |
1.0177 |
|
1.000 |
1.0152 |
|
1.618 |
1.0111 |
|
2.618 |
1.0045 |
|
4.250 |
0.9937 |
|
|
| Fisher Pivots for day following 08-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0251 |
1.0316 |
| PP |
1.0244 |
1.0288 |
| S1 |
1.0237 |
1.0259 |
|