CME Swiss Franc Future December 2022
| Trading Metrics calculated at close of trading on 06-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2022 |
06-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0580 |
1.0535 |
-0.0045 |
-0.4% |
1.0601 |
| High |
1.0602 |
1.0540 |
-0.0062 |
-0.6% |
1.0602 |
| Low |
1.0512 |
1.0435 |
-0.0078 |
-0.7% |
1.0512 |
| Close |
1.0529 |
1.0435 |
-0.0094 |
-0.9% |
1.0529 |
| Range |
0.0090 |
0.0106 |
0.0016 |
17.9% |
0.0090 |
| ATR |
0.0066 |
0.0068 |
0.0003 |
4.3% |
0.0000 |
| Volume |
19 |
44 |
25 |
131.6% |
54 |
|
| Daily Pivots for day following 06-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0786 |
1.0716 |
1.0493 |
|
| R3 |
1.0681 |
1.0610 |
1.0464 |
|
| R2 |
1.0575 |
1.0575 |
1.0454 |
|
| R1 |
1.0505 |
1.0505 |
1.0444 |
1.0487 |
| PP |
1.0470 |
1.0470 |
1.0470 |
1.0461 |
| S1 |
1.0399 |
1.0399 |
1.0425 |
1.0382 |
| S2 |
1.0364 |
1.0364 |
1.0415 |
|
| S3 |
1.0259 |
1.0294 |
1.0405 |
|
| S4 |
1.0153 |
1.0188 |
1.0376 |
|
|
| Weekly Pivots for week ending 03-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0816 |
1.0762 |
1.0578 |
|
| R3 |
1.0726 |
1.0672 |
1.0553 |
|
| R2 |
1.0637 |
1.0637 |
1.0545 |
|
| R1 |
1.0583 |
1.0583 |
1.0537 |
1.0565 |
| PP |
1.0547 |
1.0547 |
1.0547 |
1.0539 |
| S1 |
1.0493 |
1.0493 |
1.0520 |
1.0476 |
| S2 |
1.0458 |
1.0458 |
1.0512 |
|
| S3 |
1.0368 |
1.0404 |
1.0504 |
|
| S4 |
1.0279 |
1.0314 |
1.0479 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0988 |
|
2.618 |
1.0816 |
|
1.618 |
1.0711 |
|
1.000 |
1.0646 |
|
0.618 |
1.0605 |
|
HIGH |
1.0540 |
|
0.618 |
1.0500 |
|
0.500 |
1.0487 |
|
0.382 |
1.0475 |
|
LOW |
1.0435 |
|
0.618 |
1.0369 |
|
1.000 |
1.0329 |
|
1.618 |
1.0264 |
|
2.618 |
1.0158 |
|
4.250 |
0.9986 |
|
|
| Fisher Pivots for day following 06-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0487 |
1.0518 |
| PP |
1.0470 |
1.0490 |
| S1 |
1.0452 |
1.0462 |
|