CME Swiss Franc Future September 2022
| Trading Metrics calculated at close of trading on 23-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2022 |
23-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0414 |
1.0462 |
0.0048 |
0.5% |
1.0183 |
| High |
1.0502 |
1.0516 |
0.0014 |
0.1% |
1.0462 |
| Low |
1.0383 |
1.0393 |
0.0010 |
0.1% |
1.0024 |
| Close |
1.0463 |
1.0466 |
0.0003 |
0.0% |
1.0368 |
| Range |
0.0119 |
0.0123 |
0.0005 |
3.8% |
0.0438 |
| ATR |
0.0114 |
0.0115 |
0.0001 |
0.5% |
0.0000 |
| Volume |
23,568 |
26,538 |
2,970 |
12.6% |
187,552 |
|
| Daily Pivots for day following 23-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0827 |
1.0769 |
1.0533 |
|
| R3 |
1.0704 |
1.0646 |
1.0499 |
|
| R2 |
1.0581 |
1.0581 |
1.0488 |
|
| R1 |
1.0523 |
1.0523 |
1.0477 |
1.0552 |
| PP |
1.0458 |
1.0458 |
1.0458 |
1.0472 |
| S1 |
1.0400 |
1.0400 |
1.0454 |
1.0429 |
| S2 |
1.0335 |
1.0335 |
1.0443 |
|
| S3 |
1.0212 |
1.0277 |
1.0432 |
|
| S4 |
1.0089 |
1.0154 |
1.0398 |
|
|
| 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 |
1.0516 |
1.0081 |
0.0435 |
4.2% |
0.0168 |
1.6% |
89% |
True |
False |
33,023 |
| 10 |
1.0516 |
1.0024 |
0.0492 |
4.7% |
0.0147 |
1.4% |
90% |
True |
False |
32,795 |
| 20 |
1.0548 |
1.0024 |
0.0525 |
5.0% |
0.0108 |
1.0% |
84% |
False |
False |
19,069 |
| 40 |
1.0548 |
1.0017 |
0.0531 |
5.1% |
0.0097 |
0.9% |
84% |
False |
False |
9,564 |
| 60 |
1.0970 |
1.0017 |
0.0953 |
9.1% |
0.0082 |
0.8% |
47% |
False |
False |
6,383 |
| 80 |
1.1020 |
1.0017 |
0.1003 |
9.6% |
0.0070 |
0.7% |
45% |
False |
False |
4,790 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1038 |
|
2.618 |
1.0838 |
|
1.618 |
1.0715 |
|
1.000 |
1.0639 |
|
0.618 |
1.0592 |
|
HIGH |
1.0516 |
|
0.618 |
1.0469 |
|
0.500 |
1.0454 |
|
0.382 |
1.0439 |
|
LOW |
1.0393 |
|
0.618 |
1.0316 |
|
1.000 |
1.0270 |
|
1.618 |
1.0193 |
|
2.618 |
1.0070 |
|
4.250 |
0.9870 |
|
|
| Fisher Pivots for day following 23-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0462 |
1.0456 |
| PP |
1.0458 |
1.0446 |
| S1 |
1.0454 |
1.0436 |
|