CME Swiss Franc Future September 2022
| Trading Metrics calculated at close of trading on 24-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2022 |
24-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0462 |
1.0461 |
-0.0001 |
0.0% |
1.0364 |
| High |
1.0516 |
1.0564 |
0.0048 |
0.5% |
1.0564 |
| Low |
1.0393 |
1.0442 |
0.0050 |
0.5% |
1.0356 |
| Close |
1.0466 |
1.0492 |
0.0027 |
0.3% |
1.0492 |
| Range |
0.0123 |
0.0122 |
-0.0002 |
-1.2% |
0.0208 |
| ATR |
0.0115 |
0.0115 |
0.0000 |
0.4% |
0.0000 |
| Volume |
26,538 |
31,768 |
5,230 |
19.7% |
114,199 |
|
| Daily Pivots for day following 24-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0864 |
1.0799 |
1.0559 |
|
| R3 |
1.0742 |
1.0678 |
1.0525 |
|
| R2 |
1.0621 |
1.0621 |
1.0514 |
|
| R1 |
1.0556 |
1.0556 |
1.0503 |
1.0589 |
| PP |
1.0499 |
1.0499 |
1.0499 |
1.0515 |
| S1 |
1.0435 |
1.0435 |
1.0481 |
1.0467 |
| S2 |
1.0378 |
1.0378 |
1.0470 |
|
| S3 |
1.0256 |
1.0313 |
1.0459 |
|
| S4 |
1.0135 |
1.0192 |
1.0425 |
|
|
| Weekly Pivots for week ending 24-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1094 |
1.1001 |
1.0606 |
|
| R3 |
1.0886 |
1.0793 |
1.0549 |
|
| R2 |
1.0678 |
1.0678 |
1.0530 |
|
| R1 |
1.0585 |
1.0585 |
1.0511 |
1.0632 |
| PP |
1.0470 |
1.0470 |
1.0470 |
1.0494 |
| S1 |
1.0377 |
1.0377 |
1.0473 |
1.0424 |
| S2 |
1.0262 |
1.0262 |
1.0454 |
|
| S3 |
1.0054 |
1.0169 |
1.0435 |
|
| S4 |
0.9846 |
0.9961 |
1.0378 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0564 |
1.0339 |
0.0225 |
2.1% |
0.0117 |
1.1% |
68% |
True |
False |
29,543 |
| 10 |
1.0564 |
1.0024 |
0.0540 |
5.1% |
0.0150 |
1.4% |
87% |
True |
False |
33,033 |
| 20 |
1.0564 |
1.0024 |
0.0540 |
5.1% |
0.0112 |
1.1% |
87% |
True |
False |
20,651 |
| 40 |
1.0564 |
1.0017 |
0.0547 |
5.2% |
0.0098 |
0.9% |
87% |
True |
False |
10,358 |
| 60 |
1.0970 |
1.0017 |
0.0953 |
9.1% |
0.0083 |
0.8% |
50% |
False |
False |
6,911 |
| 80 |
1.1007 |
1.0017 |
0.0990 |
9.4% |
0.0071 |
0.7% |
48% |
False |
False |
5,187 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1080 |
|
2.618 |
1.0882 |
|
1.618 |
1.0760 |
|
1.000 |
1.0685 |
|
0.618 |
1.0639 |
|
HIGH |
1.0564 |
|
0.618 |
1.0517 |
|
0.500 |
1.0503 |
|
0.382 |
1.0488 |
|
LOW |
1.0442 |
|
0.618 |
1.0367 |
|
1.000 |
1.0321 |
|
1.618 |
1.0245 |
|
2.618 |
1.0124 |
|
4.250 |
0.9926 |
|
|
| Fisher Pivots for day following 24-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0503 |
1.0486 |
| PP |
1.0499 |
1.0480 |
| S1 |
1.0496 |
1.0473 |
|