CME Swiss Franc Future June 2022
| Trading Metrics calculated at close of trading on 13-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2022 |
13-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0200 |
1.0106 |
-0.0094 |
-0.9% |
1.0389 |
| High |
1.0240 |
1.0118 |
-0.0122 |
-1.2% |
1.0415 |
| Low |
1.0104 |
1.0045 |
-0.0060 |
-0.6% |
1.0104 |
| Close |
1.0121 |
1.0046 |
-0.0076 |
-0.7% |
1.0121 |
| Range |
0.0136 |
0.0073 |
-0.0063 |
-46.1% |
0.0311 |
| ATR |
0.0091 |
0.0090 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
8,664 |
172 |
-8,492 |
-98.0% |
149,985 |
|
| Daily Pivots for day following 13-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0288 |
1.0240 |
1.0086 |
|
| R3 |
1.0215 |
1.0167 |
1.0066 |
|
| R2 |
1.0142 |
1.0142 |
1.0059 |
|
| R1 |
1.0094 |
1.0094 |
1.0052 |
1.0082 |
| PP |
1.0069 |
1.0069 |
1.0069 |
1.0063 |
| S1 |
1.0021 |
1.0021 |
1.0039 |
1.0009 |
| S2 |
0.9996 |
0.9996 |
1.0032 |
|
| S3 |
0.9923 |
0.9948 |
1.0025 |
|
| S4 |
0.9850 |
0.9875 |
1.0005 |
|
|
| Weekly Pivots for week ending 10-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1145 |
1.0943 |
1.0292 |
|
| R3 |
1.0834 |
1.0633 |
1.0206 |
|
| R2 |
1.0524 |
1.0524 |
1.0178 |
|
| R1 |
1.0322 |
1.0322 |
1.0149 |
1.0268 |
| PP |
1.0213 |
1.0213 |
1.0213 |
1.0186 |
| S1 |
1.0012 |
1.0012 |
1.0093 |
0.9957 |
| S2 |
0.9903 |
0.9903 |
1.0064 |
|
| S3 |
0.9592 |
0.9701 |
1.0036 |
|
| S4 |
0.9282 |
0.9391 |
0.9950 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0306 |
1.0045 |
0.0262 |
2.6% |
0.0090 |
0.9% |
0% |
False |
True |
25,238 |
| 10 |
1.0474 |
1.0045 |
0.0429 |
4.3% |
0.0088 |
0.9% |
0% |
False |
True |
25,336 |
| 20 |
1.0484 |
0.9949 |
0.0536 |
5.3% |
0.0092 |
0.9% |
18% |
False |
False |
24,424 |
| 40 |
1.0640 |
0.9949 |
0.0692 |
6.9% |
0.0090 |
0.9% |
14% |
False |
False |
23,831 |
| 60 |
1.0908 |
0.9949 |
0.0960 |
9.6% |
0.0084 |
0.8% |
10% |
False |
False |
22,017 |
| 80 |
1.0972 |
0.9949 |
0.1024 |
10.2% |
0.0081 |
0.8% |
9% |
False |
False |
19,040 |
| 100 |
1.1027 |
0.9949 |
0.1079 |
10.7% |
0.0074 |
0.7% |
9% |
False |
False |
15,239 |
| 120 |
1.1045 |
0.9949 |
0.1097 |
10.9% |
0.0067 |
0.7% |
9% |
False |
False |
12,700 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0428 |
|
2.618 |
1.0309 |
|
1.618 |
1.0236 |
|
1.000 |
1.0191 |
|
0.618 |
1.0163 |
|
HIGH |
1.0118 |
|
0.618 |
1.0090 |
|
0.500 |
1.0081 |
|
0.382 |
1.0072 |
|
LOW |
1.0045 |
|
0.618 |
0.9999 |
|
1.000 |
0.9972 |
|
1.618 |
0.9926 |
|
2.618 |
0.9853 |
|
4.250 |
0.9734 |
|
|
| Fisher Pivots for day following 13-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0081 |
1.0165 |
| PP |
1.0069 |
1.0125 |
| S1 |
1.0057 |
1.0085 |
|