CME Swiss Franc Future June 2022
| Trading Metrics calculated at close of trading on 06-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2022 |
06-May-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0303 |
1.0170 |
-0.0133 |
-1.3% |
1.0301 |
| High |
1.0319 |
1.0194 |
-0.0126 |
-1.2% |
1.0319 |
| Low |
1.0129 |
1.0126 |
-0.0003 |
0.0% |
1.0126 |
| Close |
1.0141 |
1.0138 |
-0.0003 |
0.0% |
1.0138 |
| Range |
0.0191 |
0.0068 |
-0.0123 |
-64.3% |
0.0194 |
| ATR |
0.0088 |
0.0087 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
33,385 |
30,758 |
-2,627 |
-7.9% |
124,325 |
|
| Daily Pivots for day following 06-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0356 |
1.0315 |
1.0175 |
|
| R3 |
1.0288 |
1.0247 |
1.0157 |
|
| R2 |
1.0220 |
1.0220 |
1.0150 |
|
| R1 |
1.0179 |
1.0179 |
1.0144 |
1.0166 |
| PP |
1.0152 |
1.0152 |
1.0152 |
1.0146 |
| S1 |
1.0111 |
1.0111 |
1.0132 |
1.0098 |
| S2 |
1.0084 |
1.0084 |
1.0126 |
|
| S3 |
1.0016 |
1.0043 |
1.0119 |
|
| S4 |
0.9948 |
0.9975 |
1.0101 |
|
|
| Weekly Pivots for week ending 06-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0775 |
1.0650 |
1.0244 |
|
| R3 |
1.0581 |
1.0456 |
1.0191 |
|
| R2 |
1.0388 |
1.0388 |
1.0173 |
|
| R1 |
1.0263 |
1.0263 |
1.0156 |
1.0229 |
| PP |
1.0194 |
1.0194 |
1.0194 |
1.0177 |
| S1 |
1.0069 |
1.0069 |
1.0120 |
1.0035 |
| S2 |
1.0001 |
1.0001 |
1.0103 |
|
| S3 |
0.9807 |
0.9876 |
1.0085 |
|
| S4 |
0.9614 |
0.9682 |
1.0032 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0319 |
1.0126 |
0.0194 |
1.9% |
0.0112 |
1.1% |
6% |
False |
True |
24,865 |
| 10 |
1.0498 |
1.0126 |
0.0373 |
3.7% |
0.0094 |
0.9% |
3% |
False |
True |
24,235 |
| 20 |
1.0796 |
1.0126 |
0.0671 |
6.6% |
0.0086 |
0.8% |
2% |
False |
True |
21,372 |
| 40 |
1.0908 |
1.0126 |
0.0783 |
7.7% |
0.0079 |
0.8% |
2% |
False |
True |
20,624 |
| 60 |
1.0972 |
1.0126 |
0.0847 |
8.3% |
0.0074 |
0.7% |
1% |
False |
True |
15,166 |
| 80 |
1.1045 |
1.0126 |
0.0920 |
9.1% |
0.0067 |
0.7% |
1% |
False |
True |
11,378 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0483 |
|
2.618 |
1.0372 |
|
1.618 |
1.0304 |
|
1.000 |
1.0262 |
|
0.618 |
1.0236 |
|
HIGH |
1.0194 |
|
0.618 |
1.0168 |
|
0.500 |
1.0160 |
|
0.382 |
1.0151 |
|
LOW |
1.0126 |
|
0.618 |
1.0083 |
|
1.000 |
1.0058 |
|
1.618 |
1.0015 |
|
2.618 |
0.9947 |
|
4.250 |
0.9837 |
|
|
| Fisher Pivots for day following 06-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0160 |
1.0222 |
| PP |
1.0152 |
1.0194 |
| S1 |
1.0145 |
1.0166 |
|