CME Swiss Franc Future September 2022
| Trading Metrics calculated at close of trading on 17-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2022 |
17-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0136 |
1.0414 |
0.0278 |
2.7% |
1.0183 |
| High |
1.0457 |
1.0462 |
0.0005 |
0.0% |
1.0462 |
| Low |
1.0081 |
1.0339 |
0.0258 |
2.6% |
1.0024 |
| Close |
1.0440 |
1.0368 |
-0.0073 |
-0.7% |
1.0368 |
| Range |
0.0377 |
0.0123 |
-0.0254 |
-67.3% |
0.0438 |
| ATR |
0.0114 |
0.0115 |
0.0001 |
0.5% |
0.0000 |
| Volume |
49,169 |
33,516 |
-15,653 |
-31.8% |
187,552 |
|
| Daily Pivots for day following 17-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0758 |
1.0686 |
1.0435 |
|
| R3 |
1.0635 |
1.0563 |
1.0401 |
|
| R2 |
1.0512 |
1.0512 |
1.0390 |
|
| R1 |
1.0440 |
1.0440 |
1.0379 |
1.0415 |
| PP |
1.0389 |
1.0389 |
1.0389 |
1.0377 |
| S1 |
1.0317 |
1.0317 |
1.0356 |
1.0292 |
| S2 |
1.0266 |
1.0266 |
1.0345 |
|
| S3 |
1.0143 |
1.0194 |
1.0334 |
|
| S4 |
1.0020 |
1.0071 |
1.0300 |
|
|
| Weekly Pivots for week ending 17-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1598 |
1.1421 |
1.0608 |
|
| R3 |
1.1160 |
1.0983 |
1.0488 |
|
| R2 |
1.0722 |
1.0722 |
1.0448 |
|
| R1 |
1.0545 |
1.0545 |
1.0408 |
1.0634 |
| PP |
1.0284 |
1.0284 |
1.0284 |
1.0329 |
| S1 |
1.0107 |
1.0107 |
1.0327 |
1.0196 |
| S2 |
0.9846 |
0.9846 |
1.0287 |
|
| S3 |
0.9408 |
0.9669 |
1.0247 |
|
| S4 |
0.8970 |
0.9231 |
1.0127 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0462 |
1.0024 |
0.0438 |
4.2% |
0.0179 |
1.7% |
79% |
True |
False |
37,510 |
| 10 |
1.0478 |
1.0024 |
0.0454 |
4.4% |
0.0139 |
1.3% |
76% |
False |
False |
29,172 |
| 20 |
1.0548 |
1.0024 |
0.0525 |
5.1% |
0.0106 |
1.0% |
66% |
False |
False |
14,967 |
| 40 |
1.0587 |
1.0017 |
0.0570 |
5.5% |
0.0092 |
0.9% |
61% |
False |
False |
7,504 |
| 60 |
1.0970 |
1.0017 |
0.0953 |
9.2% |
0.0079 |
0.8% |
37% |
False |
False |
5,009 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0984 |
|
2.618 |
1.0784 |
|
1.618 |
1.0661 |
|
1.000 |
1.0585 |
|
0.618 |
1.0538 |
|
HIGH |
1.0462 |
|
0.618 |
1.0415 |
|
0.500 |
1.0400 |
|
0.382 |
1.0385 |
|
LOW |
1.0339 |
|
0.618 |
1.0262 |
|
1.000 |
1.0216 |
|
1.618 |
1.0139 |
|
2.618 |
1.0016 |
|
4.250 |
0.9816 |
|
|
| Fisher Pivots for day following 17-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0400 |
1.0326 |
| PP |
1.0389 |
1.0284 |
| S1 |
1.0378 |
1.0243 |
|