CME Swiss Franc Future September 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 |
1.0349 |
1.0288 |
-0.0062 |
-0.6% |
1.0514 |
| High |
1.0349 |
1.0350 |
0.0001 |
0.0% |
1.0538 |
| Low |
1.0282 |
1.0252 |
-0.0030 |
-0.3% |
1.0428 |
| Close |
1.0295 |
1.0271 |
-0.0025 |
-0.2% |
1.0457 |
| Range |
0.0068 |
0.0099 |
0.0031 |
45.9% |
0.0110 |
| ATR |
0.0079 |
0.0081 |
0.0001 |
1.7% |
0.0000 |
| Volume |
25,787 |
29,385 |
3,598 |
14.0% |
6,337 |
|
| Daily Pivots for day following 09-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0586 |
1.0527 |
1.0325 |
|
| R3 |
1.0488 |
1.0428 |
1.0298 |
|
| R2 |
1.0389 |
1.0389 |
1.0289 |
|
| R1 |
1.0330 |
1.0330 |
1.0280 |
1.0310 |
| PP |
1.0291 |
1.0291 |
1.0291 |
1.0281 |
| S1 |
1.0231 |
1.0231 |
1.0261 |
1.0212 |
| S2 |
1.0192 |
1.0192 |
1.0252 |
|
| S3 |
1.0094 |
1.0133 |
1.0243 |
|
| S4 |
0.9995 |
1.0034 |
1.0216 |
|
|
| 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 |
1.0532 |
1.0252 |
0.0280 |
2.7% |
0.0090 |
0.9% |
7% |
False |
True |
15,331 |
| 10 |
1.0548 |
1.0252 |
0.0297 |
2.9% |
0.0075 |
0.7% |
6% |
False |
True |
8,268 |
| 20 |
1.0548 |
1.0017 |
0.0531 |
5.2% |
0.0083 |
0.8% |
48% |
False |
False |
4,177 |
| 40 |
1.0817 |
1.0017 |
0.0800 |
7.8% |
0.0077 |
0.8% |
32% |
False |
False |
2,106 |
| 60 |
1.0970 |
1.0017 |
0.0953 |
9.3% |
0.0065 |
0.6% |
27% |
False |
False |
1,409 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0769 |
|
2.618 |
1.0608 |
|
1.618 |
1.0509 |
|
1.000 |
1.0449 |
|
0.618 |
1.0411 |
|
HIGH |
1.0350 |
|
0.618 |
1.0312 |
|
0.500 |
1.0301 |
|
0.382 |
1.0289 |
|
LOW |
1.0252 |
|
0.618 |
1.0191 |
|
1.000 |
1.0153 |
|
1.618 |
1.0092 |
|
2.618 |
0.9994 |
|
4.250 |
0.9833 |
|
|
| Fisher Pivots for day following 09-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0301 |
1.0310 |
| PP |
1.0291 |
1.0297 |
| S1 |
1.0281 |
1.0284 |
|