CME Swiss Franc Future September 2022
| Trading Metrics calculated at close of trading on 27-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2022 |
27-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0461 |
1.0490 |
0.0029 |
0.3% |
1.0364 |
| High |
1.0564 |
1.0539 |
-0.0025 |
-0.2% |
1.0564 |
| Low |
1.0442 |
1.0455 |
0.0013 |
0.1% |
1.0356 |
| Close |
1.0492 |
1.0517 |
0.0025 |
0.2% |
1.0492 |
| Range |
0.0122 |
0.0085 |
-0.0037 |
-30.5% |
0.0208 |
| ATR |
0.0115 |
0.0113 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
31,768 |
19,775 |
-11,993 |
-37.8% |
114,199 |
|
| Daily Pivots for day following 27-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0757 |
1.0721 |
1.0563 |
|
| R3 |
1.0672 |
1.0637 |
1.0540 |
|
| R2 |
1.0588 |
1.0588 |
1.0532 |
|
| R1 |
1.0552 |
1.0552 |
1.0524 |
1.0570 |
| PP |
1.0503 |
1.0503 |
1.0503 |
1.0512 |
| S1 |
1.0468 |
1.0468 |
1.0509 |
1.0486 |
| S2 |
1.0419 |
1.0419 |
1.0501 |
|
| S3 |
1.0334 |
1.0383 |
1.0493 |
|
| S4 |
1.0250 |
1.0299 |
1.0470 |
|
|
| 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 |
1.0356 |
0.0208 |
2.0% |
0.0109 |
1.0% |
77% |
False |
False |
26,794 |
| 10 |
1.0564 |
1.0024 |
0.0540 |
5.1% |
0.0144 |
1.4% |
91% |
False |
False |
32,152 |
| 20 |
1.0564 |
1.0024 |
0.0540 |
5.1% |
0.0115 |
1.1% |
91% |
False |
False |
21,636 |
| 40 |
1.0564 |
1.0017 |
0.0547 |
5.2% |
0.0099 |
0.9% |
91% |
False |
False |
10,852 |
| 60 |
1.0970 |
1.0017 |
0.0953 |
9.1% |
0.0083 |
0.8% |
52% |
False |
False |
7,241 |
| 80 |
1.1007 |
1.0017 |
0.0990 |
9.4% |
0.0072 |
0.7% |
50% |
False |
False |
5,434 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0898 |
|
2.618 |
1.0760 |
|
1.618 |
1.0676 |
|
1.000 |
1.0624 |
|
0.618 |
1.0591 |
|
HIGH |
1.0539 |
|
0.618 |
1.0507 |
|
0.500 |
1.0497 |
|
0.382 |
1.0487 |
|
LOW |
1.0455 |
|
0.618 |
1.0402 |
|
1.000 |
1.0370 |
|
1.618 |
1.0318 |
|
2.618 |
1.0233 |
|
4.250 |
1.0095 |
|
|
| Fisher Pivots for day following 27-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0510 |
1.0504 |
| PP |
1.0503 |
1.0491 |
| S1 |
1.0497 |
1.0478 |
|