CME Swiss Franc Future June 2022
| Trading Metrics calculated at close of trading on 10-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2022 |
10-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0221 |
1.0200 |
-0.0021 |
-0.2% |
1.0389 |
| High |
1.0285 |
1.0240 |
-0.0045 |
-0.4% |
1.0415 |
| Low |
1.0186 |
1.0104 |
-0.0082 |
-0.8% |
1.0104 |
| Close |
1.0206 |
1.0121 |
-0.0085 |
-0.8% |
1.0121 |
| Range |
0.0099 |
0.0136 |
0.0037 |
37.6% |
0.0311 |
| ATR |
0.0088 |
0.0091 |
0.0003 |
3.9% |
0.0000 |
| Volume |
37,899 |
8,664 |
-29,235 |
-77.1% |
149,985 |
|
| Daily Pivots for day following 10-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0561 |
1.0477 |
1.0196 |
|
| R3 |
1.0426 |
1.0341 |
1.0158 |
|
| R2 |
1.0290 |
1.0290 |
1.0146 |
|
| R1 |
1.0206 |
1.0206 |
1.0133 |
1.0180 |
| PP |
1.0155 |
1.0155 |
1.0155 |
1.0142 |
| S1 |
1.0070 |
1.0070 |
1.0109 |
1.0045 |
| S2 |
1.0019 |
1.0019 |
1.0096 |
|
| S3 |
0.9884 |
0.9935 |
1.0084 |
|
| S4 |
0.9748 |
0.9799 |
1.0046 |
|
|
| Weekly Pivots for week ending 10-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1145 |
1.0943 |
1.0292 |
|
| R3 |
1.0834 |
1.0633 |
1.0206 |
|
| R2 |
1.0524 |
1.0524 |
1.0178 |
|
| R1 |
1.0322 |
1.0322 |
1.0149 |
1.0268 |
| PP |
1.0213 |
1.0213 |
1.0213 |
1.0186 |
| S1 |
1.0012 |
1.0012 |
1.0093 |
0.9957 |
| S2 |
0.9903 |
0.9903 |
1.0064 |
|
| S3 |
0.9592 |
0.9701 |
1.0036 |
|
| S4 |
0.9282 |
0.9391 |
0.9950 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0415 |
1.0104 |
0.0311 |
3.1% |
0.0099 |
1.0% |
5% |
False |
True |
29,997 |
| 10 |
1.0484 |
1.0104 |
0.0380 |
3.8% |
0.0087 |
0.9% |
4% |
False |
True |
27,485 |
| 20 |
1.0484 |
0.9949 |
0.0536 |
5.3% |
0.0091 |
0.9% |
32% |
False |
False |
25,416 |
| 40 |
1.0750 |
0.9949 |
0.0802 |
7.9% |
0.0091 |
0.9% |
22% |
False |
False |
24,457 |
| 60 |
1.0908 |
0.9949 |
0.0960 |
9.5% |
0.0084 |
0.8% |
18% |
False |
False |
22,369 |
| 80 |
1.0972 |
0.9949 |
0.1024 |
10.1% |
0.0081 |
0.8% |
17% |
False |
False |
19,039 |
| 100 |
1.1027 |
0.9949 |
0.1079 |
10.7% |
0.0073 |
0.7% |
16% |
False |
False |
15,237 |
| 120 |
1.1045 |
0.9949 |
0.1097 |
10.8% |
0.0066 |
0.7% |
16% |
False |
False |
12,700 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0815 |
|
2.618 |
1.0594 |
|
1.618 |
1.0459 |
|
1.000 |
1.0375 |
|
0.618 |
1.0323 |
|
HIGH |
1.0240 |
|
0.618 |
1.0188 |
|
0.500 |
1.0172 |
|
0.382 |
1.0156 |
|
LOW |
1.0104 |
|
0.618 |
1.0020 |
|
1.000 |
0.9969 |
|
1.618 |
0.9885 |
|
2.618 |
0.9749 |
|
4.250 |
0.9528 |
|
|
| Fisher Pivots for day following 10-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0172 |
1.0194 |
| PP |
1.0155 |
1.0170 |
| S1 |
1.0138 |
1.0145 |
|