CME Swiss Franc Future June 2022
| Trading Metrics calculated at close of trading on 09-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2022 |
09-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0283 |
1.0221 |
-0.0063 |
-0.6% |
1.0454 |
| High |
1.0284 |
1.0285 |
0.0001 |
0.0% |
1.0474 |
| Low |
1.0218 |
1.0186 |
-0.0032 |
-0.3% |
1.0359 |
| Close |
1.0231 |
1.0206 |
-0.0025 |
-0.2% |
1.0393 |
| Range |
0.0066 |
0.0099 |
0.0033 |
49.2% |
0.0115 |
| ATR |
0.0087 |
0.0088 |
0.0001 |
1.0% |
0.0000 |
| Volume |
46,040 |
37,899 |
-8,141 |
-17.7% |
103,206 |
|
| Daily Pivots for day following 09-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0521 |
1.0462 |
1.0260 |
|
| R3 |
1.0423 |
1.0364 |
1.0233 |
|
| R2 |
1.0324 |
1.0324 |
1.0224 |
|
| R1 |
1.0265 |
1.0265 |
1.0215 |
1.0245 |
| PP |
1.0226 |
1.0226 |
1.0226 |
1.0216 |
| S1 |
1.0167 |
1.0167 |
1.0197 |
1.0147 |
| S2 |
1.0127 |
1.0127 |
1.0188 |
|
| S3 |
1.0029 |
1.0068 |
1.0179 |
|
| S4 |
0.9930 |
0.9970 |
1.0152 |
|
|
| 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 |
1.0186 |
0.0281 |
2.8% |
0.0091 |
0.9% |
7% |
False |
True |
31,723 |
| 10 |
1.0484 |
1.0186 |
0.0298 |
2.9% |
0.0079 |
0.8% |
7% |
False |
True |
28,278 |
| 20 |
1.0484 |
0.9949 |
0.0536 |
5.2% |
0.0090 |
0.9% |
48% |
False |
False |
26,228 |
| 40 |
1.0762 |
0.9949 |
0.0814 |
8.0% |
0.0089 |
0.9% |
32% |
False |
False |
24,613 |
| 60 |
1.0908 |
0.9949 |
0.0960 |
9.4% |
0.0083 |
0.8% |
27% |
False |
False |
22,579 |
| 80 |
1.0972 |
0.9949 |
0.1024 |
10.0% |
0.0080 |
0.8% |
25% |
False |
False |
18,936 |
| 100 |
1.1027 |
0.9949 |
0.1079 |
10.6% |
0.0072 |
0.7% |
24% |
False |
False |
15,151 |
| 120 |
1.1045 |
0.9949 |
0.1097 |
10.7% |
0.0066 |
0.6% |
23% |
False |
False |
12,627 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0703 |
|
2.618 |
1.0542 |
|
1.618 |
1.0444 |
|
1.000 |
1.0383 |
|
0.618 |
1.0345 |
|
HIGH |
1.0285 |
|
0.618 |
1.0247 |
|
0.500 |
1.0235 |
|
0.382 |
1.0224 |
|
LOW |
1.0186 |
|
0.618 |
1.0125 |
|
1.000 |
1.0088 |
|
1.618 |
1.0027 |
|
2.618 |
0.9928 |
|
4.250 |
0.9767 |
|
|
| Fisher Pivots for day following 09-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0235 |
1.0246 |
| PP |
1.0226 |
1.0233 |
| S1 |
1.0216 |
1.0219 |
|