CME Swiss Franc Future September 2022
| Trading Metrics calculated at close of trading on 16-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2022 |
16-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0056 |
1.0136 |
0.0080 |
0.8% |
1.0449 |
| High |
1.0142 |
1.0457 |
0.0315 |
3.1% |
1.0478 |
| Low |
1.0024 |
1.0081 |
0.0057 |
0.6% |
1.0167 |
| Close |
1.0086 |
1.0440 |
0.0355 |
3.5% |
1.0185 |
| Range |
0.0119 |
0.0377 |
0.0258 |
217.7% |
0.0311 |
| ATR |
0.0094 |
0.0114 |
0.0020 |
21.4% |
0.0000 |
| Volume |
37,660 |
49,169 |
11,509 |
30.6% |
104,177 |
|
| Daily Pivots for day following 16-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1455 |
1.1324 |
1.0647 |
|
| R3 |
1.1079 |
1.0948 |
1.0544 |
|
| R2 |
1.0702 |
1.0702 |
1.0509 |
|
| R1 |
1.0571 |
1.0571 |
1.0475 |
1.0637 |
| PP |
1.0326 |
1.0326 |
1.0326 |
1.0359 |
| S1 |
1.0195 |
1.0195 |
1.0405 |
1.0260 |
| S2 |
0.9949 |
0.9949 |
1.0371 |
|
| S3 |
0.9573 |
0.9818 |
1.0336 |
|
| S4 |
0.9196 |
0.9442 |
1.0233 |
|
|
| 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 |
1.0457 |
1.0024 |
0.0434 |
4.2% |
0.0182 |
1.7% |
96% |
True |
False |
36,524 |
| 10 |
1.0532 |
1.0024 |
0.0508 |
4.9% |
0.0136 |
1.3% |
82% |
False |
False |
25,928 |
| 20 |
1.0548 |
1.0024 |
0.0525 |
5.0% |
0.0109 |
1.0% |
79% |
False |
False |
13,300 |
| 40 |
1.0660 |
1.0017 |
0.0643 |
6.2% |
0.0092 |
0.9% |
66% |
False |
False |
6,670 |
| 60 |
1.0970 |
1.0017 |
0.0953 |
9.1% |
0.0077 |
0.7% |
44% |
False |
False |
4,451 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2057 |
|
2.618 |
1.1443 |
|
1.618 |
1.1066 |
|
1.000 |
1.0834 |
|
0.618 |
1.0690 |
|
HIGH |
1.0457 |
|
0.618 |
1.0313 |
|
0.500 |
1.0269 |
|
0.382 |
1.0224 |
|
LOW |
1.0081 |
|
0.618 |
0.9848 |
|
1.000 |
0.9704 |
|
1.618 |
0.9471 |
|
2.618 |
0.9095 |
|
4.250 |
0.8480 |
|
|
| Fisher Pivots for day following 16-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0383 |
1.0373 |
| PP |
1.0326 |
1.0307 |
| S1 |
1.0269 |
1.0240 |
|