CME Swiss Franc Future September 2022
| Trading Metrics calculated at close of trading on 03-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2022 |
03-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0448 |
1.0508 |
0.0060 |
0.6% |
1.0514 |
| High |
1.0512 |
1.0532 |
0.0020 |
0.2% |
1.0538 |
| Low |
1.0447 |
1.0439 |
-0.0009 |
-0.1% |
1.0428 |
| Close |
1.0506 |
1.0457 |
-0.0049 |
-0.5% |
1.0457 |
| Range |
0.0065 |
0.0093 |
0.0029 |
44.2% |
0.0110 |
| ATR |
0.0077 |
0.0078 |
0.0001 |
1.5% |
0.0000 |
| Volume |
1,851 |
1,069 |
-782 |
-42.2% |
6,337 |
|
| Daily Pivots for day following 03-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0755 |
1.0699 |
1.0508 |
|
| R3 |
1.0662 |
1.0606 |
1.0483 |
|
| R2 |
1.0569 |
1.0569 |
1.0474 |
|
| R1 |
1.0513 |
1.0513 |
1.0466 |
1.0494 |
| PP |
1.0476 |
1.0476 |
1.0476 |
1.0466 |
| S1 |
1.0420 |
1.0420 |
1.0448 |
1.0401 |
| S2 |
1.0383 |
1.0383 |
1.0440 |
|
| S3 |
1.0290 |
1.0327 |
1.0431 |
|
| S4 |
1.0197 |
1.0234 |
1.0406 |
|
|
| Weekly Pivots for week ending 03-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0804 |
1.0741 |
1.0518 |
|
| R3 |
1.0694 |
1.0631 |
1.0487 |
|
| R2 |
1.0584 |
1.0584 |
1.0477 |
|
| R1 |
1.0521 |
1.0521 |
1.0467 |
1.0498 |
| PP |
1.0474 |
1.0474 |
1.0474 |
1.0463 |
| S1 |
1.0411 |
1.0411 |
1.0447 |
1.0388 |
| S2 |
1.0364 |
1.0364 |
1.0437 |
|
| S3 |
1.0254 |
1.0301 |
1.0427 |
|
| S4 |
1.0144 |
1.0191 |
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% |
0.0072 |
0.7% |
24% |
False |
False |
1,403 |
| 10 |
1.0548 |
1.0321 |
0.0227 |
2.2% |
0.0072 |
0.7% |
60% |
False |
False |
762 |
| 20 |
1.0548 |
1.0017 |
0.0531 |
5.1% |
0.0076 |
0.7% |
83% |
False |
False |
414 |
| 40 |
1.0860 |
1.0017 |
0.0843 |
8.1% |
0.0071 |
0.7% |
52% |
False |
False |
217 |
| 60 |
1.0970 |
1.0017 |
0.0953 |
9.1% |
0.0062 |
0.6% |
46% |
False |
False |
149 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0927 |
|
2.618 |
1.0775 |
|
1.618 |
1.0682 |
|
1.000 |
1.0625 |
|
0.618 |
1.0589 |
|
HIGH |
1.0532 |
|
0.618 |
1.0496 |
|
0.500 |
1.0485 |
|
0.382 |
1.0474 |
|
LOW |
1.0439 |
|
0.618 |
1.0381 |
|
1.000 |
1.0346 |
|
1.618 |
1.0288 |
|
2.618 |
1.0195 |
|
4.250 |
1.0043 |
|
|
| Fisher Pivots for day following 03-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0485 |
1.0480 |
| PP |
1.0476 |
1.0472 |
| S1 |
1.0466 |
1.0465 |
|