CME Swiss Franc Future September 2022
Trading Metrics calculated at close of trading on 13-Jun-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2022 |
13-Jun-2022 |
Change |
Change % |
Previous Week |
Open |
1.0269 |
1.0183 |
-0.0086 |
-0.8% |
1.0449 |
High |
1.0305 |
1.0189 |
-0.0117 |
-1.1% |
1.0478 |
Low |
1.0167 |
1.0074 |
-0.0093 |
-0.9% |
1.0167 |
Close |
1.0185 |
1.0091 |
-0.0095 |
-0.9% |
1.0185 |
Range |
0.0139 |
0.0115 |
-0.0024 |
-17.3% |
0.0311 |
ATR |
0.0085 |
0.0087 |
0.0002 |
2.5% |
0.0000 |
Volume |
28,587 |
29,962 |
1,375 |
4.8% |
104,177 |
|
Daily Pivots for day following 13-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0461 |
1.0390 |
1.0153 |
|
R3 |
1.0347 |
1.0276 |
1.0122 |
|
R2 |
1.0232 |
1.0232 |
1.0111 |
|
R1 |
1.0161 |
1.0161 |
1.0101 |
1.0140 |
PP |
1.0118 |
1.0118 |
1.0118 |
1.0107 |
S1 |
1.0047 |
1.0047 |
1.0080 |
1.0025 |
S2 |
1.0003 |
1.0003 |
1.0070 |
|
S3 |
0.9889 |
0.9932 |
1.0059 |
|
S4 |
0.9774 |
0.9818 |
1.0028 |
|
|
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 |
1.0369 |
1.0074 |
0.0295 |
2.9% |
0.0099 |
1.0% |
6% |
False |
True |
25,420 |
10 |
1.0538 |
1.0074 |
0.0464 |
4.6% |
0.0091 |
0.9% |
4% |
False |
True |
14,047 |
20 |
1.0548 |
1.0017 |
0.0531 |
5.3% |
0.0089 |
0.9% |
14% |
False |
False |
7,102 |
40 |
1.0696 |
1.0017 |
0.0679 |
6.7% |
0.0080 |
0.8% |
11% |
False |
False |
3,569 |
60 |
1.0970 |
1.0017 |
0.0953 |
9.4% |
0.0068 |
0.7% |
8% |
False |
False |
2,384 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0675 |
2.618 |
1.0488 |
1.618 |
1.0374 |
1.000 |
1.0303 |
0.618 |
1.0259 |
HIGH |
1.0189 |
0.618 |
1.0145 |
0.500 |
1.0131 |
0.382 |
1.0118 |
LOW |
1.0074 |
0.618 |
1.0003 |
1.000 |
0.9960 |
1.618 |
0.9889 |
2.618 |
0.9774 |
4.250 |
0.9587 |
|
|
Fisher Pivots for day following 13-Jun-2022 |
Pivot |
1 day |
3 day |
R1 |
1.0131 |
1.0212 |
PP |
1.0118 |
1.0172 |
S1 |
1.0104 |
1.0131 |
|