CME Swiss Franc Future September 2022
| Trading Metrics calculated at close of trading on 28-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2022 |
28-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0490 |
1.0515 |
0.0026 |
0.2% |
1.0364 |
| High |
1.0539 |
1.0549 |
0.0010 |
0.1% |
1.0564 |
| Low |
1.0455 |
1.0491 |
0.0037 |
0.3% |
1.0356 |
| Close |
1.0517 |
1.0507 |
-0.0010 |
-0.1% |
1.0492 |
| Range |
0.0085 |
0.0058 |
-0.0027 |
-31.4% |
0.0208 |
| ATR |
0.0113 |
0.0109 |
-0.0004 |
-3.5% |
0.0000 |
| Volume |
19,775 |
27,544 |
7,769 |
39.3% |
114,199 |
|
| Daily Pivots for day following 28-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0690 |
1.0656 |
1.0538 |
|
| R3 |
1.0632 |
1.0598 |
1.0522 |
|
| R2 |
1.0574 |
1.0574 |
1.0517 |
|
| R1 |
1.0540 |
1.0540 |
1.0512 |
1.0528 |
| PP |
1.0516 |
1.0516 |
1.0516 |
1.0509 |
| S1 |
1.0482 |
1.0482 |
1.0501 |
1.0470 |
| S2 |
1.0458 |
1.0458 |
1.0496 |
|
| S3 |
1.0400 |
1.0424 |
1.0491 |
|
| S4 |
1.0342 |
1.0366 |
1.0475 |
|
|
| Weekly Pivots for week ending 24-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1094 |
1.1001 |
1.0606 |
|
| R3 |
1.0886 |
1.0793 |
1.0549 |
|
| R2 |
1.0678 |
1.0678 |
1.0530 |
|
| R1 |
1.0585 |
1.0585 |
1.0511 |
1.0632 |
| PP |
1.0470 |
1.0470 |
1.0470 |
1.0494 |
| S1 |
1.0377 |
1.0377 |
1.0473 |
1.0424 |
| S2 |
1.0262 |
1.0262 |
1.0454 |
|
| S3 |
1.0054 |
1.0169 |
1.0435 |
|
| S4 |
0.9846 |
0.9961 |
1.0378 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0564 |
1.0383 |
0.0181 |
1.7% |
0.0101 |
1.0% |
68% |
False |
False |
25,838 |
| 10 |
1.0564 |
1.0024 |
0.0540 |
5.1% |
0.0139 |
1.3% |
89% |
False |
False |
31,910 |
| 20 |
1.0564 |
1.0024 |
0.0540 |
5.1% |
0.0115 |
1.1% |
89% |
False |
False |
22,979 |
| 40 |
1.0564 |
1.0017 |
0.0547 |
5.2% |
0.0098 |
0.9% |
90% |
False |
False |
11,540 |
| 60 |
1.0942 |
1.0017 |
0.0925 |
8.8% |
0.0083 |
0.8% |
53% |
False |
False |
7,699 |
| 80 |
1.1007 |
1.0017 |
0.0990 |
9.4% |
0.0073 |
0.7% |
49% |
False |
False |
5,778 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0796 |
|
2.618 |
1.0701 |
|
1.618 |
1.0643 |
|
1.000 |
1.0607 |
|
0.618 |
1.0585 |
|
HIGH |
1.0549 |
|
0.618 |
1.0527 |
|
0.500 |
1.0520 |
|
0.382 |
1.0513 |
|
LOW |
1.0491 |
|
0.618 |
1.0455 |
|
1.000 |
1.0433 |
|
1.618 |
1.0397 |
|
2.618 |
1.0339 |
|
4.250 |
1.0245 |
|
|
| Fisher Pivots for day following 28-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0520 |
1.0505 |
| PP |
1.0516 |
1.0504 |
| S1 |
1.0511 |
1.0503 |
|