CME Swiss Franc Future June 2022
| Trading Metrics calculated at close of trading on 01-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2022 |
01-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0454 |
1.0426 |
-0.0029 |
-0.3% |
1.0270 |
| High |
1.0474 |
1.0435 |
-0.0039 |
-0.4% |
1.0484 |
| Low |
1.0401 |
1.0359 |
-0.0043 |
-0.4% |
1.0265 |
| Close |
1.0437 |
1.0396 |
-0.0041 |
-0.4% |
1.0448 |
| Range |
0.0073 |
0.0076 |
0.0004 |
4.8% |
0.0219 |
| ATR |
0.0089 |
0.0088 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
39,445 |
22,094 |
-17,351 |
-44.0% |
107,883 |
|
| Daily Pivots for day following 01-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0624 |
1.0586 |
1.0437 |
|
| R3 |
1.0548 |
1.0510 |
1.0416 |
|
| R2 |
1.0472 |
1.0472 |
1.0409 |
|
| R1 |
1.0434 |
1.0434 |
1.0402 |
1.0415 |
| PP |
1.0396 |
1.0396 |
1.0396 |
1.0387 |
| S1 |
1.0358 |
1.0358 |
1.0389 |
1.0339 |
| S2 |
1.0320 |
1.0320 |
1.0382 |
|
| S3 |
1.0244 |
1.0282 |
1.0375 |
|
| S4 |
1.0168 |
1.0206 |
1.0354 |
|
|
| Weekly Pivots for week ending 27-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1056 |
1.0971 |
1.0568 |
|
| R3 |
1.0837 |
1.0752 |
1.0508 |
|
| R2 |
1.0618 |
1.0618 |
1.0488 |
|
| R1 |
1.0533 |
1.0533 |
1.0468 |
1.0576 |
| PP |
1.0399 |
1.0399 |
1.0399 |
1.0420 |
| S1 |
1.0314 |
1.0314 |
1.0428 |
1.0357 |
| S2 |
1.0180 |
1.0180 |
1.0408 |
|
| S3 |
0.9961 |
1.0095 |
1.0388 |
|
| S4 |
0.9742 |
0.9876 |
1.0328 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0484 |
1.0359 |
0.0126 |
1.2% |
0.0062 |
0.6% |
29% |
False |
True |
24,551 |
| 10 |
1.0484 |
1.0026 |
0.0458 |
4.4% |
0.0094 |
0.9% |
81% |
False |
False |
25,386 |
| 20 |
1.0484 |
0.9949 |
0.0536 |
5.2% |
0.0096 |
0.9% |
83% |
False |
False |
25,792 |
| 40 |
1.0857 |
0.9949 |
0.0909 |
8.7% |
0.0085 |
0.8% |
49% |
False |
False |
22,381 |
| 60 |
1.0908 |
0.9949 |
0.0960 |
9.2% |
0.0081 |
0.8% |
47% |
False |
False |
22,019 |
| 80 |
1.0972 |
0.9949 |
0.1024 |
9.8% |
0.0075 |
0.7% |
44% |
False |
False |
16,649 |
| 100 |
1.1045 |
0.9949 |
0.1097 |
10.5% |
0.0070 |
0.7% |
41% |
False |
False |
13,322 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0758 |
|
2.618 |
1.0633 |
|
1.618 |
1.0557 |
|
1.000 |
1.0511 |
|
0.618 |
1.0481 |
|
HIGH |
1.0435 |
|
0.618 |
1.0405 |
|
0.500 |
1.0397 |
|
0.382 |
1.0388 |
|
LOW |
1.0359 |
|
0.618 |
1.0312 |
|
1.000 |
1.0283 |
|
1.618 |
1.0236 |
|
2.618 |
1.0160 |
|
4.250 |
1.0036 |
|
|
| Fisher Pivots for day following 01-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0397 |
1.0421 |
| PP |
1.0396 |
1.0413 |
| S1 |
1.0396 |
1.0404 |
|