CME Swiss Franc Future September 2022
| Trading Metrics calculated at close of trading on 30-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2022 |
30-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0507 |
1.0533 |
0.0026 |
0.2% |
1.0364 |
| High |
1.0591 |
1.0550 |
-0.0041 |
-0.4% |
1.0564 |
| Low |
1.0499 |
1.0467 |
-0.0032 |
-0.3% |
1.0356 |
| Close |
1.0529 |
1.0544 |
0.0015 |
0.1% |
1.0492 |
| Range |
0.0092 |
0.0083 |
-0.0009 |
-9.8% |
0.0208 |
| ATR |
0.0108 |
0.0106 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
33,837 |
38,000 |
4,163 |
12.3% |
114,199 |
|
| Daily Pivots for day following 30-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0769 |
1.0739 |
1.0589 |
|
| R3 |
1.0686 |
1.0656 |
1.0566 |
|
| R2 |
1.0603 |
1.0603 |
1.0559 |
|
| R1 |
1.0573 |
1.0573 |
1.0551 |
1.0588 |
| PP |
1.0520 |
1.0520 |
1.0520 |
1.0528 |
| S1 |
1.0490 |
1.0490 |
1.0536 |
1.0505 |
| S2 |
1.0437 |
1.0437 |
1.0528 |
|
| S3 |
1.0354 |
1.0407 |
1.0521 |
|
| S4 |
1.0271 |
1.0324 |
1.0498 |
|
|
| 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 |
1.0442 |
0.0149 |
1.4% |
0.0088 |
0.8% |
68% |
False |
False |
30,184 |
| 10 |
1.0591 |
1.0081 |
0.0511 |
4.8% |
0.0128 |
1.2% |
91% |
False |
False |
31,604 |
| 20 |
1.0591 |
1.0024 |
0.0568 |
5.4% |
0.0116 |
1.1% |
92% |
False |
False |
26,400 |
| 40 |
1.0591 |
1.0017 |
0.0574 |
5.4% |
0.0099 |
0.9% |
92% |
False |
False |
13,335 |
| 60 |
1.0920 |
1.0017 |
0.0903 |
8.6% |
0.0085 |
0.8% |
58% |
False |
False |
8,896 |
| 80 |
1.0970 |
1.0017 |
0.0953 |
9.0% |
0.0074 |
0.7% |
55% |
False |
False |
6,676 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0903 |
|
2.618 |
1.0767 |
|
1.618 |
1.0684 |
|
1.000 |
1.0633 |
|
0.618 |
1.0601 |
|
HIGH |
1.0550 |
|
0.618 |
1.0518 |
|
0.500 |
1.0509 |
|
0.382 |
1.0499 |
|
LOW |
1.0467 |
|
0.618 |
1.0416 |
|
1.000 |
1.0384 |
|
1.618 |
1.0333 |
|
2.618 |
1.0250 |
|
4.250 |
1.0114 |
|
|
| Fisher Pivots for day following 30-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0532 |
1.0539 |
| PP |
1.0520 |
1.0534 |
| S1 |
1.0509 |
1.0529 |
|