CME Swiss Franc Future September 2022
| Trading Metrics calculated at close of trading on 02-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2022 |
02-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0494 |
1.0448 |
-0.0046 |
-0.4% |
1.0337 |
| High |
1.0498 |
1.0512 |
0.0014 |
0.1% |
1.0548 |
| Low |
1.0428 |
1.0447 |
0.0019 |
0.2% |
1.0337 |
| Close |
1.0461 |
1.0506 |
0.0045 |
0.4% |
1.0514 |
| Range |
0.0070 |
0.0065 |
-0.0005 |
-7.2% |
0.0211 |
| ATR |
0.0077 |
0.0077 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
604 |
1,851 |
1,247 |
206.5% |
1,200 |
|
| Daily Pivots for day following 02-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0682 |
1.0658 |
1.0541 |
|
| R3 |
1.0617 |
1.0594 |
1.0523 |
|
| R2 |
1.0553 |
1.0553 |
1.0517 |
|
| R1 |
1.0529 |
1.0529 |
1.0511 |
1.0541 |
| PP |
1.0488 |
1.0488 |
1.0488 |
1.0494 |
| S1 |
1.0465 |
1.0465 |
1.0500 |
1.0476 |
| S2 |
1.0424 |
1.0424 |
1.0494 |
|
| S3 |
1.0359 |
1.0400 |
1.0488 |
|
| S4 |
1.0295 |
1.0336 |
1.0470 |
|
|
| Weekly Pivots for week ending 27-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1099 |
1.1017 |
1.0630 |
|
| R3 |
1.0888 |
1.0806 |
1.0572 |
|
| R2 |
1.0677 |
1.0677 |
1.0552 |
|
| R1 |
1.0595 |
1.0595 |
1.0533 |
1.0636 |
| PP |
1.0466 |
1.0466 |
1.0466 |
1.0487 |
| S1 |
1.0384 |
1.0384 |
1.0494 |
1.0425 |
| S2 |
1.0255 |
1.0255 |
1.0475 |
|
| S3 |
1.0044 |
1.0173 |
1.0455 |
|
| S4 |
0.9833 |
0.9962 |
1.0397 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0548 |
1.0428 |
0.0120 |
1.1% |
0.0060 |
0.6% |
65% |
False |
False |
1,205 |
| 10 |
1.0548 |
1.0209 |
0.0339 |
3.2% |
0.0081 |
0.8% |
87% |
False |
False |
672 |
| 20 |
1.0548 |
1.0017 |
0.0531 |
5.1% |
0.0080 |
0.8% |
92% |
False |
False |
361 |
| 40 |
1.0860 |
1.0017 |
0.0843 |
8.0% |
0.0070 |
0.7% |
58% |
False |
False |
190 |
| 60 |
1.0970 |
1.0017 |
0.0953 |
9.1% |
0.0061 |
0.6% |
51% |
False |
False |
132 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0786 |
|
2.618 |
1.0680 |
|
1.618 |
1.0616 |
|
1.000 |
1.0576 |
|
0.618 |
1.0551 |
|
HIGH |
1.0512 |
|
0.618 |
1.0487 |
|
0.500 |
1.0479 |
|
0.382 |
1.0472 |
|
LOW |
1.0447 |
|
0.618 |
1.0407 |
|
1.000 |
1.0383 |
|
1.618 |
1.0343 |
|
2.618 |
1.0278 |
|
4.250 |
1.0173 |
|
|
| Fisher Pivots for day following 02-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0497 |
1.0498 |
| PP |
1.0488 |
1.0491 |
| S1 |
1.0479 |
1.0483 |
|