CME Swiss Franc Future September 2022
| Trading Metrics calculated at close of trading on 14-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2022 |
14-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0183 |
1.0089 |
-0.0094 |
-0.9% |
1.0449 |
| High |
1.0189 |
1.0199 |
0.0010 |
0.1% |
1.0478 |
| Low |
1.0074 |
1.0036 |
-0.0039 |
-0.4% |
1.0167 |
| Close |
1.0091 |
1.0045 |
-0.0046 |
-0.5% |
1.0185 |
| Range |
0.0115 |
0.0163 |
0.0049 |
42.4% |
0.0311 |
| ATR |
0.0087 |
0.0092 |
0.0005 |
6.2% |
0.0000 |
| Volume |
29,962 |
37,245 |
7,283 |
24.3% |
104,177 |
|
| Daily Pivots for day following 14-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0582 |
1.0476 |
1.0134 |
|
| R3 |
1.0419 |
1.0313 |
1.0089 |
|
| R2 |
1.0256 |
1.0256 |
1.0074 |
|
| R1 |
1.0150 |
1.0150 |
1.0059 |
1.0122 |
| PP |
1.0093 |
1.0093 |
1.0093 |
1.0079 |
| S1 |
0.9987 |
0.9987 |
1.0030 |
0.9959 |
| S2 |
0.9930 |
0.9930 |
1.0015 |
|
| S3 |
0.9767 |
0.9824 |
1.0000 |
|
| S4 |
0.9604 |
0.9661 |
0.9955 |
|
|
| Weekly Pivots for week ending 10-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1209 |
1.1008 |
1.0356 |
|
| R3 |
1.0898 |
1.0697 |
1.0271 |
|
| R2 |
1.0587 |
1.0587 |
1.0242 |
|
| R1 |
1.0386 |
1.0386 |
1.0214 |
1.0331 |
| PP |
1.0276 |
1.0276 |
1.0276 |
1.0249 |
| S1 |
1.0075 |
1.0075 |
1.0156 |
1.0020 |
| S2 |
0.9965 |
0.9965 |
1.0128 |
|
| S3 |
0.9654 |
0.9764 |
1.0099 |
|
| S4 |
0.9343 |
0.9453 |
1.0014 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0350 |
1.0036 |
0.0315 |
3.1% |
0.0116 |
1.2% |
3% |
False |
True |
30,193 |
| 10 |
1.0532 |
1.0036 |
0.0496 |
4.9% |
0.0100 |
1.0% |
2% |
False |
True |
17,490 |
| 20 |
1.0548 |
1.0036 |
0.0513 |
5.1% |
0.0095 |
0.9% |
2% |
False |
True |
8,963 |
| 40 |
1.0690 |
1.0017 |
0.0673 |
6.7% |
0.0084 |
0.8% |
4% |
False |
False |
4,500 |
| 60 |
1.0970 |
1.0017 |
0.0953 |
9.5% |
0.0070 |
0.7% |
3% |
False |
False |
3,005 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0891 |
|
2.618 |
1.0625 |
|
1.618 |
1.0462 |
|
1.000 |
1.0362 |
|
0.618 |
1.0299 |
|
HIGH |
1.0199 |
|
0.618 |
1.0136 |
|
0.500 |
1.0117 |
|
0.382 |
1.0098 |
|
LOW |
1.0036 |
|
0.618 |
0.9935 |
|
1.000 |
0.9873 |
|
1.618 |
0.9772 |
|
2.618 |
0.9609 |
|
4.250 |
0.9343 |
|
|
| Fisher Pivots for day following 14-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0117 |
1.0170 |
| PP |
1.0093 |
1.0128 |
| S1 |
1.0069 |
1.0086 |
|