CME Swiss Franc Future September 2022
| Trading Metrics calculated at close of trading on 01-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2022 |
01-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0514 |
1.0494 |
-0.0020 |
-0.2% |
1.0337 |
| High |
1.0538 |
1.0498 |
-0.0041 |
-0.4% |
1.0548 |
| Low |
1.0466 |
1.0428 |
-0.0038 |
-0.4% |
1.0337 |
| Close |
1.0503 |
1.0461 |
-0.0042 |
-0.4% |
1.0514 |
| Range |
0.0072 |
0.0070 |
-0.0003 |
-3.5% |
0.0211 |
| ATR |
0.0078 |
0.0077 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
2,813 |
604 |
-2,209 |
-78.5% |
1,200 |
|
| Daily Pivots for day following 01-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0671 |
1.0635 |
1.0499 |
|
| R3 |
1.0601 |
1.0566 |
1.0480 |
|
| R2 |
1.0532 |
1.0532 |
1.0474 |
|
| R1 |
1.0496 |
1.0496 |
1.0467 |
1.0479 |
| PP |
1.0462 |
1.0462 |
1.0462 |
1.0454 |
| S1 |
1.0427 |
1.0427 |
1.0455 |
1.0410 |
| S2 |
1.0393 |
1.0393 |
1.0448 |
|
| S3 |
1.0323 |
1.0357 |
1.0442 |
|
| S4 |
1.0254 |
1.0288 |
1.0423 |
|
|
| Weekly Pivots for week ending 27-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1099 |
1.1017 |
1.0630 |
|
| R3 |
1.0888 |
1.0806 |
1.0572 |
|
| R2 |
1.0677 |
1.0677 |
1.0552 |
|
| R1 |
1.0595 |
1.0595 |
1.0533 |
1.0636 |
| PP |
1.0466 |
1.0466 |
1.0466 |
1.0487 |
| S1 |
1.0384 |
1.0384 |
1.0494 |
1.0425 |
| S2 |
1.0255 |
1.0255 |
1.0475 |
|
| S3 |
1.0044 |
1.0173 |
1.0455 |
|
| S4 |
0.9833 |
0.9962 |
1.0397 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0548 |
1.0428 |
0.0120 |
1.1% |
0.0055 |
0.5% |
28% |
False |
True |
860 |
| 10 |
1.0548 |
1.0099 |
0.0450 |
4.3% |
0.0086 |
0.8% |
81% |
False |
False |
491 |
| 20 |
1.0548 |
1.0017 |
0.0531 |
5.1% |
0.0082 |
0.8% |
84% |
False |
False |
270 |
| 40 |
1.0920 |
1.0017 |
0.0903 |
8.6% |
0.0070 |
0.7% |
49% |
False |
False |
144 |
| 60 |
1.0970 |
1.0017 |
0.0953 |
9.1% |
0.0060 |
0.6% |
47% |
False |
False |
101 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0793 |
|
2.618 |
1.0679 |
|
1.618 |
1.0610 |
|
1.000 |
1.0567 |
|
0.618 |
1.0540 |
|
HIGH |
1.0498 |
|
0.618 |
1.0471 |
|
0.500 |
1.0463 |
|
0.382 |
1.0455 |
|
LOW |
1.0428 |
|
0.618 |
1.0385 |
|
1.000 |
1.0359 |
|
1.618 |
1.0316 |
|
2.618 |
1.0246 |
|
4.250 |
1.0133 |
|
|
| Fisher Pivots for day following 01-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0463 |
1.0488 |
| PP |
1.0462 |
1.0479 |
| S1 |
1.0462 |
1.0470 |
|