CME Swiss Franc Future December 2022
| Trading Metrics calculated at close of trading on 03-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2022 |
03-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0550 |
1.0580 |
0.0030 |
0.3% |
1.0601 |
| High |
1.0580 |
1.0602 |
0.0022 |
0.2% |
1.0602 |
| Low |
1.0550 |
1.0512 |
-0.0038 |
-0.4% |
1.0512 |
| Close |
1.0578 |
1.0529 |
-0.0049 |
-0.5% |
1.0529 |
| Range |
0.0030 |
0.0090 |
0.0060 |
198.3% |
0.0090 |
| ATR |
0.0064 |
0.0066 |
0.0002 |
2.9% |
0.0000 |
| Volume |
32 |
19 |
-13 |
-40.6% |
54 |
|
| Daily Pivots for day following 03-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0816 |
1.0762 |
1.0578 |
|
| R3 |
1.0726 |
1.0672 |
1.0553 |
|
| R2 |
1.0637 |
1.0637 |
1.0545 |
|
| R1 |
1.0583 |
1.0583 |
1.0537 |
1.0565 |
| PP |
1.0547 |
1.0547 |
1.0547 |
1.0539 |
| S1 |
1.0493 |
1.0493 |
1.0520 |
1.0476 |
| S2 |
1.0458 |
1.0458 |
1.0512 |
|
| S3 |
1.0368 |
1.0404 |
1.0504 |
|
| S4 |
1.0279 |
1.0314 |
1.0479 |
|
|
| Weekly Pivots for week ending 03-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0816 |
1.0762 |
1.0578 |
|
| R3 |
1.0726 |
1.0672 |
1.0553 |
|
| R2 |
1.0637 |
1.0637 |
1.0545 |
|
| R1 |
1.0583 |
1.0583 |
1.0537 |
1.0565 |
| PP |
1.0547 |
1.0547 |
1.0547 |
1.0539 |
| S1 |
1.0493 |
1.0493 |
1.0520 |
1.0476 |
| S2 |
1.0458 |
1.0458 |
1.0512 |
|
| S3 |
1.0368 |
1.0404 |
1.0504 |
|
| S4 |
1.0279 |
1.0314 |
1.0479 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0982 |
|
2.618 |
1.0836 |
|
1.618 |
1.0746 |
|
1.000 |
1.0691 |
|
0.618 |
1.0657 |
|
HIGH |
1.0602 |
|
0.618 |
1.0567 |
|
0.500 |
1.0557 |
|
0.382 |
1.0546 |
|
LOW |
1.0512 |
|
0.618 |
1.0457 |
|
1.000 |
1.0423 |
|
1.618 |
1.0367 |
|
2.618 |
1.0278 |
|
4.250 |
1.0132 |
|
|
| Fisher Pivots for day following 03-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0557 |
1.0557 |
| PP |
1.0547 |
1.0547 |
| S1 |
1.0538 |
1.0538 |
|