CME Swiss Franc Future September 2022
| Trading Metrics calculated at close of trading on 07-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2022 |
07-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0449 |
1.0366 |
-0.0084 |
-0.8% |
1.0514 |
| High |
1.0478 |
1.0369 |
-0.0109 |
-1.0% |
1.0538 |
| Low |
1.0362 |
1.0293 |
-0.0069 |
-0.7% |
1.0428 |
| Close |
1.0364 |
1.0351 |
-0.0013 |
-0.1% |
1.0457 |
| Range |
0.0116 |
0.0076 |
-0.0040 |
-34.5% |
0.0110 |
| ATR |
0.0080 |
0.0080 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
7,039 |
13,379 |
6,340 |
90.1% |
6,337 |
|
| Daily Pivots for day following 07-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0566 |
1.0534 |
1.0393 |
|
| R3 |
1.0490 |
1.0458 |
1.0372 |
|
| R2 |
1.0414 |
1.0414 |
1.0365 |
|
| R1 |
1.0382 |
1.0382 |
1.0358 |
1.0360 |
| PP |
1.0338 |
1.0338 |
1.0338 |
1.0327 |
| S1 |
1.0306 |
1.0306 |
1.0344 |
1.0284 |
| S2 |
1.0262 |
1.0262 |
1.0337 |
|
| S3 |
1.0186 |
1.0230 |
1.0330 |
|
| S4 |
1.0110 |
1.0154 |
1.0309 |
|
|
| 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 |
1.0532 |
1.0293 |
0.0239 |
2.3% |
0.0084 |
0.8% |
24% |
False |
True |
4,788 |
| 10 |
1.0548 |
1.0293 |
0.0255 |
2.5% |
0.0072 |
0.7% |
23% |
False |
True |
2,772 |
| 20 |
1.0548 |
1.0017 |
0.0531 |
5.1% |
0.0080 |
0.8% |
63% |
False |
False |
1,422 |
| 40 |
1.0860 |
1.0017 |
0.0843 |
8.1% |
0.0075 |
0.7% |
40% |
False |
False |
727 |
| 60 |
1.0970 |
1.0017 |
0.0953 |
9.2% |
0.0064 |
0.6% |
35% |
False |
False |
489 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0692 |
|
2.618 |
1.0568 |
|
1.618 |
1.0492 |
|
1.000 |
1.0445 |
|
0.618 |
1.0416 |
|
HIGH |
1.0369 |
|
0.618 |
1.0340 |
|
0.500 |
1.0331 |
|
0.382 |
1.0322 |
|
LOW |
1.0293 |
|
0.618 |
1.0246 |
|
1.000 |
1.0217 |
|
1.618 |
1.0170 |
|
2.618 |
1.0094 |
|
4.250 |
0.9970 |
|
|
| Fisher Pivots for day following 07-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0344 |
1.0412 |
| PP |
1.0338 |
1.0392 |
| S1 |
1.0331 |
1.0371 |
|