CME Swiss Franc Future September 2022
| Trading Metrics calculated at close of trading on 08-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2022 |
08-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0366 |
1.0349 |
-0.0017 |
-0.2% |
1.0514 |
| High |
1.0369 |
1.0349 |
-0.0020 |
-0.2% |
1.0538 |
| Low |
1.0293 |
1.0282 |
-0.0012 |
-0.1% |
1.0428 |
| Close |
1.0351 |
1.0295 |
-0.0056 |
-0.5% |
1.0457 |
| Range |
0.0076 |
0.0068 |
-0.0009 |
-11.2% |
0.0110 |
| ATR |
0.0080 |
0.0079 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
13,379 |
25,787 |
12,408 |
92.7% |
6,337 |
|
| Daily Pivots for day following 08-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0511 |
1.0471 |
1.0332 |
|
| R3 |
1.0444 |
1.0403 |
1.0314 |
|
| R2 |
1.0376 |
1.0376 |
1.0307 |
|
| R1 |
1.0336 |
1.0336 |
1.0301 |
1.0322 |
| PP |
1.0309 |
1.0309 |
1.0309 |
1.0302 |
| S1 |
1.0268 |
1.0268 |
1.0289 |
1.0255 |
| S2 |
1.0241 |
1.0241 |
1.0283 |
|
| S3 |
1.0174 |
1.0201 |
1.0276 |
|
| S4 |
1.0106 |
1.0133 |
1.0258 |
|
|
| 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 |
1.0282 |
0.0250 |
2.4% |
0.0083 |
0.8% |
5% |
False |
True |
9,825 |
| 10 |
1.0548 |
1.0282 |
0.0267 |
2.6% |
0.0069 |
0.7% |
5% |
False |
True |
5,342 |
| 20 |
1.0548 |
1.0017 |
0.0531 |
5.2% |
0.0082 |
0.8% |
52% |
False |
False |
2,711 |
| 40 |
1.0860 |
1.0017 |
0.0843 |
8.2% |
0.0076 |
0.7% |
33% |
False |
False |
1,372 |
| 60 |
1.0970 |
1.0017 |
0.0953 |
9.3% |
0.0064 |
0.6% |
29% |
False |
False |
919 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0636 |
|
2.618 |
1.0526 |
|
1.618 |
1.0458 |
|
1.000 |
1.0417 |
|
0.618 |
1.0391 |
|
HIGH |
1.0349 |
|
0.618 |
1.0323 |
|
0.500 |
1.0315 |
|
0.382 |
1.0307 |
|
LOW |
1.0282 |
|
0.618 |
1.0240 |
|
1.000 |
1.0214 |
|
1.618 |
1.0172 |
|
2.618 |
1.0105 |
|
4.250 |
0.9995 |
|
|
| Fisher Pivots for day following 08-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0315 |
1.0380 |
| PP |
1.0309 |
1.0351 |
| S1 |
1.0302 |
1.0323 |
|