CME Swiss Franc Future September 2022
| Trading Metrics calculated at close of trading on 22-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2022 |
22-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0364 |
1.0414 |
0.0051 |
0.5% |
1.0183 |
| High |
1.0455 |
1.0502 |
0.0047 |
0.4% |
1.0462 |
| Low |
1.0356 |
1.0383 |
0.0028 |
0.3% |
1.0024 |
| Close |
1.0409 |
1.0463 |
0.0055 |
0.5% |
1.0368 |
| Range |
0.0100 |
0.0119 |
0.0019 |
19.1% |
0.0438 |
| ATR |
0.0114 |
0.0114 |
0.0000 |
0.3% |
0.0000 |
| Volume |
32,325 |
23,568 |
-8,757 |
-27.1% |
187,552 |
|
| Daily Pivots for day following 22-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0805 |
1.0752 |
1.0528 |
|
| R3 |
1.0686 |
1.0634 |
1.0496 |
|
| R2 |
1.0568 |
1.0568 |
1.0485 |
|
| R1 |
1.0515 |
1.0515 |
1.0474 |
1.0542 |
| PP |
1.0449 |
1.0449 |
1.0449 |
1.0462 |
| S1 |
1.0397 |
1.0397 |
1.0452 |
1.0423 |
| S2 |
1.0331 |
1.0331 |
1.0441 |
|
| S3 |
1.0212 |
1.0278 |
1.0430 |
|
| S4 |
1.0094 |
1.0160 |
1.0398 |
|
|
| 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 |
1.0502 |
1.0024 |
0.0478 |
4.6% |
0.0167 |
1.6% |
92% |
True |
False |
35,247 |
| 10 |
1.0502 |
1.0024 |
0.0478 |
4.6% |
0.0142 |
1.4% |
92% |
True |
False |
32,720 |
| 20 |
1.0548 |
1.0024 |
0.0525 |
5.0% |
0.0107 |
1.0% |
84% |
False |
False |
17,746 |
| 40 |
1.0548 |
1.0017 |
0.0531 |
5.1% |
0.0095 |
0.9% |
84% |
False |
False |
8,901 |
| 60 |
1.0970 |
1.0017 |
0.0953 |
9.1% |
0.0081 |
0.8% |
47% |
False |
False |
5,941 |
| 80 |
1.1020 |
1.0017 |
0.1003 |
9.6% |
0.0070 |
0.7% |
44% |
False |
False |
4,458 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1005 |
|
2.618 |
1.0812 |
|
1.618 |
1.0693 |
|
1.000 |
1.0620 |
|
0.618 |
1.0575 |
|
HIGH |
1.0502 |
|
0.618 |
1.0456 |
|
0.500 |
1.0442 |
|
0.382 |
1.0428 |
|
LOW |
1.0383 |
|
0.618 |
1.0310 |
|
1.000 |
1.0265 |
|
1.618 |
1.0191 |
|
2.618 |
1.0073 |
|
4.250 |
0.9879 |
|
|
| Fisher Pivots for day following 22-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0456 |
1.0449 |
| PP |
1.0449 |
1.0434 |
| S1 |
1.0442 |
1.0420 |
|