CME Swiss Franc Future September 2022
| Trading Metrics calculated at close of trading on 29-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2022 |
29-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0515 |
1.0507 |
-0.0008 |
-0.1% |
1.0364 |
| High |
1.0549 |
1.0591 |
0.0042 |
0.4% |
1.0564 |
| Low |
1.0491 |
1.0499 |
0.0008 |
0.1% |
1.0356 |
| Close |
1.0507 |
1.0529 |
0.0023 |
0.2% |
1.0492 |
| Range |
0.0058 |
0.0092 |
0.0034 |
58.6% |
0.0208 |
| ATR |
0.0109 |
0.0108 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
27,544 |
33,837 |
6,293 |
22.8% |
114,199 |
|
| Daily Pivots for day following 29-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0816 |
1.0764 |
1.0580 |
|
| R3 |
1.0724 |
1.0672 |
1.0554 |
|
| R2 |
1.0632 |
1.0632 |
1.0546 |
|
| R1 |
1.0580 |
1.0580 |
1.0537 |
1.0606 |
| PP |
1.0540 |
1.0540 |
1.0540 |
1.0553 |
| S1 |
1.0488 |
1.0488 |
1.0521 |
1.0514 |
| S2 |
1.0448 |
1.0448 |
1.0512 |
|
| S3 |
1.0356 |
1.0396 |
1.0504 |
|
| S4 |
1.0264 |
1.0304 |
1.0478 |
|
|
| 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 |
1.0591 |
1.0393 |
0.0199 |
1.9% |
0.0096 |
0.9% |
69% |
True |
False |
27,892 |
| 10 |
1.0591 |
1.0024 |
0.0568 |
5.4% |
0.0132 |
1.2% |
89% |
True |
False |
31,570 |
| 20 |
1.0591 |
1.0024 |
0.0568 |
5.4% |
0.0116 |
1.1% |
89% |
True |
False |
24,530 |
| 40 |
1.0591 |
1.0017 |
0.0574 |
5.5% |
0.0099 |
0.9% |
89% |
True |
False |
12,385 |
| 60 |
1.0920 |
1.0017 |
0.0903 |
8.6% |
0.0084 |
0.8% |
57% |
False |
False |
8,263 |
| 80 |
1.0970 |
1.0017 |
0.0953 |
9.1% |
0.0073 |
0.7% |
54% |
False |
False |
6,201 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0982 |
|
2.618 |
1.0832 |
|
1.618 |
1.0740 |
|
1.000 |
1.0683 |
|
0.618 |
1.0648 |
|
HIGH |
1.0591 |
|
0.618 |
1.0556 |
|
0.500 |
1.0545 |
|
0.382 |
1.0534 |
|
LOW |
1.0499 |
|
0.618 |
1.0442 |
|
1.000 |
1.0407 |
|
1.618 |
1.0350 |
|
2.618 |
1.0258 |
|
4.250 |
1.0108 |
|
|
| Fisher Pivots for day following 29-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0545 |
1.0527 |
| PP |
1.0540 |
1.0525 |
| S1 |
1.0534 |
1.0523 |
|