CME Swiss Franc Future September 2022
| Trading Metrics calculated at close of trading on 15-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2022 |
15-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0089 |
1.0056 |
-0.0034 |
-0.3% |
1.0449 |
| High |
1.0199 |
1.0142 |
-0.0057 |
-0.6% |
1.0478 |
| Low |
1.0036 |
1.0024 |
-0.0012 |
-0.1% |
1.0167 |
| Close |
1.0045 |
1.0086 |
0.0041 |
0.4% |
1.0185 |
| Range |
0.0163 |
0.0119 |
-0.0045 |
-27.3% |
0.0311 |
| ATR |
0.0092 |
0.0094 |
0.0002 |
2.0% |
0.0000 |
| Volume |
37,245 |
37,660 |
415 |
1.1% |
104,177 |
|
| Daily Pivots for day following 15-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0439 |
1.0381 |
1.0151 |
|
| R3 |
1.0321 |
1.0262 |
1.0118 |
|
| R2 |
1.0202 |
1.0202 |
1.0107 |
|
| R1 |
1.0144 |
1.0144 |
1.0096 |
1.0173 |
| PP |
1.0084 |
1.0084 |
1.0084 |
1.0098 |
| S1 |
1.0025 |
1.0025 |
1.0075 |
1.0055 |
| S2 |
0.9965 |
0.9965 |
1.0064 |
|
| S3 |
0.9847 |
0.9907 |
1.0053 |
|
| S4 |
0.9728 |
0.9788 |
1.0020 |
|
|
| 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 |
1.0024 |
0.0327 |
3.2% |
0.0127 |
1.3% |
19% |
False |
True |
32,567 |
| 10 |
1.0532 |
1.0024 |
0.0508 |
5.0% |
0.0105 |
1.0% |
12% |
False |
True |
21,196 |
| 20 |
1.0548 |
1.0024 |
0.0525 |
5.2% |
0.0095 |
0.9% |
12% |
False |
True |
10,844 |
| 40 |
1.0670 |
1.0017 |
0.0653 |
6.5% |
0.0084 |
0.8% |
10% |
False |
False |
5,441 |
| 60 |
1.0970 |
1.0017 |
0.0953 |
9.4% |
0.0071 |
0.7% |
7% |
False |
False |
3,632 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0646 |
|
2.618 |
1.0452 |
|
1.618 |
1.0334 |
|
1.000 |
1.0261 |
|
0.618 |
1.0215 |
|
HIGH |
1.0142 |
|
0.618 |
1.0097 |
|
0.500 |
1.0083 |
|
0.382 |
1.0069 |
|
LOW |
1.0024 |
|
0.618 |
0.9950 |
|
1.000 |
0.9905 |
|
1.618 |
0.9832 |
|
2.618 |
0.9713 |
|
4.250 |
0.9520 |
|
|
| Fisher Pivots for day following 15-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0085 |
1.0111 |
| PP |
1.0084 |
1.0103 |
| S1 |
1.0083 |
1.0094 |
|