CME Swiss Franc Future September 2022
| Trading Metrics calculated at close of trading on 21-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2022 |
21-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0414 |
1.0364 |
-0.0050 |
-0.5% |
1.0183 |
| High |
1.0462 |
1.0455 |
-0.0007 |
-0.1% |
1.0462 |
| Low |
1.0339 |
1.0356 |
0.0017 |
0.2% |
1.0024 |
| Close |
1.0368 |
1.0409 |
0.0041 |
0.4% |
1.0368 |
| Range |
0.0123 |
0.0100 |
-0.0024 |
-19.1% |
0.0438 |
| ATR |
0.0115 |
0.0114 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
33,516 |
32,325 |
-1,191 |
-3.6% |
187,552 |
|
| Daily Pivots for day following 21-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0705 |
1.0656 |
1.0463 |
|
| R3 |
1.0605 |
1.0557 |
1.0436 |
|
| R2 |
1.0506 |
1.0506 |
1.0427 |
|
| R1 |
1.0457 |
1.0457 |
1.0418 |
1.0482 |
| PP |
1.0406 |
1.0406 |
1.0406 |
1.0419 |
| S1 |
1.0358 |
1.0358 |
1.0399 |
1.0382 |
| S2 |
1.0307 |
1.0307 |
1.0390 |
|
| S3 |
1.0207 |
1.0258 |
1.0381 |
|
| S4 |
1.0108 |
1.0159 |
1.0354 |
|
|
| Weekly Pivots for week ending 17-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1598 |
1.1421 |
1.0608 |
|
| R3 |
1.1160 |
1.0983 |
1.0488 |
|
| R2 |
1.0722 |
1.0722 |
1.0448 |
|
| R1 |
1.0545 |
1.0545 |
1.0408 |
1.0634 |
| PP |
1.0284 |
1.0284 |
1.0284 |
1.0329 |
| S1 |
1.0107 |
1.0107 |
1.0327 |
1.0196 |
| S2 |
0.9846 |
0.9846 |
1.0287 |
|
| S3 |
0.9408 |
0.9669 |
1.0247 |
|
| S4 |
0.8970 |
0.9231 |
1.0127 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0462 |
1.0024 |
0.0438 |
4.2% |
0.0176 |
1.7% |
88% |
False |
False |
37,983 |
| 10 |
1.0462 |
1.0024 |
0.0438 |
4.2% |
0.0138 |
1.3% |
88% |
False |
False |
31,701 |
| 20 |
1.0548 |
1.0024 |
0.0525 |
5.0% |
0.0107 |
1.0% |
73% |
False |
False |
16,579 |
| 40 |
1.0565 |
1.0017 |
0.0548 |
5.3% |
0.0093 |
0.9% |
71% |
False |
False |
8,312 |
| 60 |
1.0970 |
1.0017 |
0.0953 |
9.2% |
0.0080 |
0.8% |
41% |
False |
False |
5,548 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0878 |
|
2.618 |
1.0715 |
|
1.618 |
1.0616 |
|
1.000 |
1.0555 |
|
0.618 |
1.0516 |
|
HIGH |
1.0455 |
|
0.618 |
1.0417 |
|
0.500 |
1.0405 |
|
0.382 |
1.0394 |
|
LOW |
1.0356 |
|
0.618 |
1.0294 |
|
1.000 |
1.0256 |
|
1.618 |
1.0195 |
|
2.618 |
1.0095 |
|
4.250 |
0.9933 |
|
|
| Fisher Pivots for day following 21-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0407 |
1.0363 |
| PP |
1.0406 |
1.0317 |
| S1 |
1.0405 |
1.0271 |
|