CME Swiss Franc Future December 2022
| Trading Metrics calculated at close of trading on 23-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2022 |
23-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0480 |
1.0540 |
0.0060 |
0.6% |
1.0167 |
| High |
1.0580 |
1.0552 |
-0.0029 |
-0.3% |
1.0535 |
| Low |
1.0480 |
1.0480 |
0.0000 |
0.0% |
1.0130 |
| Close |
1.0545 |
1.0549 |
0.0005 |
0.0% |
1.0448 |
| Range |
0.0100 |
0.0072 |
-0.0029 |
-28.5% |
0.0405 |
| ATR |
0.0087 |
0.0086 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
206 |
13 |
-193 |
-93.7% |
9 |
|
| Daily Pivots for day following 23-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0741 |
1.0717 |
1.0588 |
|
| R3 |
1.0670 |
1.0645 |
1.0569 |
|
| R2 |
1.0598 |
1.0598 |
1.0562 |
|
| R1 |
1.0574 |
1.0574 |
1.0556 |
1.0586 |
| PP |
1.0527 |
1.0527 |
1.0527 |
1.0533 |
| S1 |
1.0502 |
1.0502 |
1.0542 |
1.0515 |
| S2 |
1.0455 |
1.0455 |
1.0536 |
|
| S3 |
1.0384 |
1.0431 |
1.0529 |
|
| S4 |
1.0312 |
1.0359 |
1.0510 |
|
|
| Weekly Pivots for week ending 17-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1586 |
1.1422 |
1.0671 |
|
| R3 |
1.1181 |
1.1017 |
1.0559 |
|
| R2 |
1.0776 |
1.0776 |
1.0522 |
|
| R1 |
1.0612 |
1.0612 |
1.0485 |
1.0694 |
| PP |
1.0371 |
1.0371 |
1.0371 |
1.0412 |
| S1 |
1.0207 |
1.0207 |
1.0411 |
1.0289 |
| S2 |
0.9966 |
0.9966 |
1.0374 |
|
| S3 |
0.9561 |
0.9802 |
1.0337 |
|
| S4 |
0.9156 |
0.9397 |
1.0225 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0855 |
|
2.618 |
1.0739 |
|
1.618 |
1.0667 |
|
1.000 |
1.0623 |
|
0.618 |
1.0596 |
|
HIGH |
1.0552 |
|
0.618 |
1.0524 |
|
0.500 |
1.0516 |
|
0.382 |
1.0507 |
|
LOW |
1.0480 |
|
0.618 |
1.0436 |
|
1.000 |
1.0409 |
|
1.618 |
1.0364 |
|
2.618 |
1.0293 |
|
4.250 |
1.0176 |
|
|
| Fisher Pivots for day following 23-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0538 |
1.0542 |
| PP |
1.0527 |
1.0534 |
| S1 |
1.0516 |
1.0527 |
|