CME Swiss Franc Future September 2022
Trading Metrics calculated at close of trading on 10-Jun-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2022 |
10-Jun-2022 |
Change |
Change % |
Previous Week |
Open |
1.0288 |
1.0269 |
-0.0019 |
-0.2% |
1.0449 |
High |
1.0350 |
1.0305 |
-0.0045 |
-0.4% |
1.0478 |
Low |
1.0252 |
1.0167 |
-0.0085 |
-0.8% |
1.0167 |
Close |
1.0271 |
1.0185 |
-0.0086 |
-0.8% |
1.0185 |
Range |
0.0099 |
0.0139 |
0.0040 |
40.6% |
0.0311 |
ATR |
0.0081 |
0.0085 |
0.0004 |
5.1% |
0.0000 |
Volume |
29,385 |
28,587 |
-798 |
-2.7% |
104,177 |
|
Daily Pivots for day following 10-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0634 |
1.0548 |
1.0261 |
|
R3 |
1.0496 |
1.0410 |
1.0223 |
|
R2 |
1.0357 |
1.0357 |
1.0210 |
|
R1 |
1.0271 |
1.0271 |
1.0198 |
1.0245 |
PP |
1.0219 |
1.0219 |
1.0219 |
1.0206 |
S1 |
1.0133 |
1.0133 |
1.0172 |
1.0107 |
S2 |
1.0080 |
1.0080 |
1.0160 |
|
S3 |
0.9942 |
0.9994 |
1.0147 |
|
S4 |
0.9803 |
0.9856 |
1.0109 |
|
|
Weekly Pivots for week ending 10-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1209 |
1.1008 |
1.0356 |
|
R3 |
1.0898 |
1.0697 |
1.0271 |
|
R2 |
1.0587 |
1.0587 |
1.0242 |
|
R1 |
1.0386 |
1.0386 |
1.0214 |
1.0331 |
PP |
1.0276 |
1.0276 |
1.0276 |
1.0249 |
S1 |
1.0075 |
1.0075 |
1.0156 |
1.0020 |
S2 |
0.9965 |
0.9965 |
1.0128 |
|
S3 |
0.9654 |
0.9764 |
1.0099 |
|
S4 |
0.9343 |
0.9453 |
1.0014 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0478 |
1.0167 |
0.0311 |
3.1% |
0.0099 |
1.0% |
6% |
False |
True |
20,835 |
10 |
1.0548 |
1.0167 |
0.0382 |
3.7% |
0.0086 |
0.8% |
5% |
False |
True |
11,119 |
20 |
1.0548 |
1.0017 |
0.0531 |
5.2% |
0.0086 |
0.8% |
32% |
False |
False |
5,605 |
40 |
1.0816 |
1.0017 |
0.0799 |
7.8% |
0.0080 |
0.8% |
21% |
False |
False |
2,820 |
60 |
1.0970 |
1.0017 |
0.0953 |
9.4% |
0.0068 |
0.7% |
18% |
False |
False |
1,885 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0894 |
2.618 |
1.0668 |
1.618 |
1.0529 |
1.000 |
1.0444 |
0.618 |
1.0391 |
HIGH |
1.0305 |
0.618 |
1.0252 |
0.500 |
1.0236 |
0.382 |
1.0219 |
LOW |
1.0167 |
0.618 |
1.0081 |
1.000 |
1.0028 |
1.618 |
0.9942 |
2.618 |
0.9804 |
4.250 |
0.9578 |
|
|
Fisher Pivots for day following 10-Jun-2022 |
Pivot |
1 day |
3 day |
R1 |
1.0236 |
1.0258 |
PP |
1.0219 |
1.0234 |
S1 |
1.0202 |
1.0209 |
|