CME Swiss Franc Future September 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 |
1.0508 |
1.0449 |
-0.0059 |
-0.6% |
1.0514 |
| High |
1.0532 |
1.0478 |
-0.0054 |
-0.5% |
1.0538 |
| Low |
1.0439 |
1.0362 |
-0.0077 |
-0.7% |
1.0428 |
| Close |
1.0457 |
1.0364 |
-0.0093 |
-0.9% |
1.0457 |
| Range |
0.0093 |
0.0116 |
0.0023 |
24.7% |
0.0110 |
| ATR |
0.0078 |
0.0080 |
0.0003 |
3.5% |
0.0000 |
| Volume |
1,069 |
7,039 |
5,970 |
558.5% |
6,337 |
|
| Daily Pivots for day following 06-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0749 |
1.0673 |
1.0428 |
|
| R3 |
1.0633 |
1.0557 |
1.0396 |
|
| R2 |
1.0517 |
1.0517 |
1.0385 |
|
| R1 |
1.0441 |
1.0441 |
1.0375 |
1.0421 |
| PP |
1.0401 |
1.0401 |
1.0401 |
1.0391 |
| S1 |
1.0325 |
1.0325 |
1.0353 |
1.0305 |
| S2 |
1.0285 |
1.0285 |
1.0343 |
|
| S3 |
1.0169 |
1.0209 |
1.0332 |
|
| S4 |
1.0053 |
1.0093 |
1.0300 |
|
|
| Weekly Pivots for week ending 03-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0804 |
1.0741 |
1.0518 |
|
| R3 |
1.0694 |
1.0631 |
1.0487 |
|
| R2 |
1.0584 |
1.0584 |
1.0477 |
|
| R1 |
1.0521 |
1.0521 |
1.0467 |
1.0498 |
| PP |
1.0474 |
1.0474 |
1.0474 |
1.0463 |
| S1 |
1.0411 |
1.0411 |
1.0447 |
1.0388 |
| S2 |
1.0364 |
1.0364 |
1.0437 |
|
| S3 |
1.0254 |
1.0301 |
1.0427 |
|
| S4 |
1.0144 |
1.0191 |
1.0397 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0538 |
1.0362 |
0.0177 |
1.7% |
0.0083 |
0.8% |
1% |
False |
True |
2,675 |
| 10 |
1.0548 |
1.0337 |
0.0211 |
2.0% |
0.0077 |
0.7% |
13% |
False |
False |
1,457 |
| 20 |
1.0548 |
1.0017 |
0.0531 |
5.1% |
0.0078 |
0.8% |
65% |
False |
False |
763 |
| 40 |
1.0860 |
1.0017 |
0.0843 |
8.1% |
0.0074 |
0.7% |
41% |
False |
False |
393 |
| 60 |
1.0970 |
1.0017 |
0.0953 |
9.2% |
0.0063 |
0.6% |
36% |
False |
False |
266 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0971 |
|
2.618 |
1.0781 |
|
1.618 |
1.0665 |
|
1.000 |
1.0594 |
|
0.618 |
1.0549 |
|
HIGH |
1.0478 |
|
0.618 |
1.0433 |
|
0.500 |
1.0420 |
|
0.382 |
1.0406 |
|
LOW |
1.0362 |
|
0.618 |
1.0290 |
|
1.000 |
1.0246 |
|
1.618 |
1.0174 |
|
2.618 |
1.0058 |
|
4.250 |
0.9869 |
|
|
| Fisher Pivots for day following 06-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0420 |
1.0447 |
| PP |
1.0401 |
1.0419 |
| S1 |
1.0383 |
1.0392 |
|