CME Swiss Franc Future June 2022
| Trading Metrics calculated at close of trading on 03-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2022 |
03-May-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0301 |
1.0250 |
-0.0051 |
-0.5% |
1.0470 |
| High |
1.0315 |
1.0308 |
-0.0007 |
-0.1% |
1.0498 |
| Low |
1.0235 |
1.0224 |
-0.0011 |
-0.1% |
1.0267 |
| Close |
1.0237 |
1.0237 |
0.0000 |
0.0% |
1.0319 |
| Range |
0.0080 |
0.0084 |
0.0004 |
4.4% |
0.0231 |
| ATR |
0.0075 |
0.0076 |
0.0001 |
0.8% |
0.0000 |
| Volume |
13,096 |
17,348 |
4,252 |
32.5% |
118,033 |
|
| Daily Pivots for day following 03-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0507 |
1.0455 |
1.0283 |
|
| R3 |
1.0423 |
1.0372 |
1.0260 |
|
| R2 |
1.0340 |
1.0340 |
1.0252 |
|
| R1 |
1.0288 |
1.0288 |
1.0245 |
1.0272 |
| PP |
1.0256 |
1.0256 |
1.0256 |
1.0248 |
| S1 |
1.0205 |
1.0205 |
1.0229 |
1.0189 |
| S2 |
1.0173 |
1.0173 |
1.0222 |
|
| S3 |
1.0089 |
1.0121 |
1.0214 |
|
| S4 |
1.0006 |
1.0038 |
1.0191 |
|
|
| Weekly Pivots for week ending 29-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1054 |
1.0918 |
1.0446 |
|
| R3 |
1.0823 |
1.0687 |
1.0383 |
|
| R2 |
1.0592 |
1.0592 |
1.0361 |
|
| R1 |
1.0456 |
1.0456 |
1.0340 |
1.0409 |
| PP |
1.0361 |
1.0361 |
1.0361 |
1.0338 |
| S1 |
1.0225 |
1.0225 |
1.0298 |
1.0178 |
| S2 |
1.0130 |
1.0130 |
1.0277 |
|
| S3 |
0.9899 |
0.9994 |
1.0255 |
|
| S4 |
0.9668 |
0.9763 |
1.0192 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0423 |
1.0224 |
0.0199 |
1.9% |
0.0082 |
0.8% |
7% |
False |
True |
22,337 |
| 10 |
1.0602 |
1.0224 |
0.0378 |
3.7% |
0.0081 |
0.8% |
3% |
False |
True |
20,395 |
| 20 |
1.0857 |
1.0224 |
0.0633 |
6.2% |
0.0074 |
0.7% |
2% |
False |
True |
18,970 |
| 40 |
1.0908 |
1.0224 |
0.0684 |
6.7% |
0.0074 |
0.7% |
2% |
False |
True |
20,133 |
| 60 |
1.0972 |
1.0224 |
0.0748 |
7.3% |
0.0068 |
0.7% |
2% |
False |
True |
13,602 |
| 80 |
1.1045 |
1.0224 |
0.0821 |
8.0% |
0.0063 |
0.6% |
2% |
False |
True |
10,204 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0662 |
|
2.618 |
1.0526 |
|
1.618 |
1.0443 |
|
1.000 |
1.0391 |
|
0.618 |
1.0359 |
|
HIGH |
1.0308 |
|
0.618 |
1.0276 |
|
0.500 |
1.0266 |
|
0.382 |
1.0256 |
|
LOW |
1.0224 |
|
0.618 |
1.0172 |
|
1.000 |
1.0141 |
|
1.618 |
1.0089 |
|
2.618 |
1.0005 |
|
4.250 |
0.9869 |
|
|
| Fisher Pivots for day following 03-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0266 |
1.0293 |
| PP |
1.0256 |
1.0274 |
| S1 |
1.0247 |
1.0256 |
|