CME Swiss Franc Future June 2022
| Trading Metrics calculated at close of trading on 12-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2022 |
12-May-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0057 |
1.0078 |
0.0021 |
0.2% |
1.0301 |
| High |
1.0145 |
1.0082 |
-0.0064 |
-0.6% |
1.0319 |
| Low |
1.0051 |
0.9964 |
-0.0087 |
-0.9% |
1.0126 |
| Close |
1.0086 |
0.9969 |
-0.0118 |
-1.2% |
1.0138 |
| Range |
0.0094 |
0.0118 |
0.0024 |
25.0% |
0.0194 |
| ATR |
0.0086 |
0.0089 |
0.0003 |
3.0% |
0.0000 |
| Volume |
34,979 |
24,904 |
-10,075 |
-28.8% |
124,325 |
|
| Daily Pivots for day following 12-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0357 |
1.0280 |
1.0033 |
|
| R3 |
1.0240 |
1.0163 |
1.0001 |
|
| R2 |
1.0122 |
1.0122 |
0.9990 |
|
| R1 |
1.0045 |
1.0045 |
0.9979 |
1.0025 |
| PP |
1.0005 |
1.0005 |
1.0005 |
0.9995 |
| S1 |
0.9928 |
0.9928 |
0.9958 |
0.9908 |
| S2 |
0.9887 |
0.9887 |
0.9947 |
|
| S3 |
0.9770 |
0.9810 |
0.9936 |
|
| S4 |
0.9652 |
0.9693 |
0.9904 |
|
|
| 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 |
1.0194 |
0.9964 |
0.0230 |
2.3% |
0.0087 |
0.9% |
2% |
False |
True |
27,208 |
| 10 |
1.0362 |
0.9964 |
0.0398 |
4.0% |
0.0100 |
1.0% |
1% |
False |
True |
25,704 |
| 20 |
1.0750 |
0.9964 |
0.0786 |
7.9% |
0.0092 |
0.9% |
1% |
False |
True |
23,498 |
| 40 |
1.0908 |
0.9964 |
0.0944 |
9.5% |
0.0081 |
0.8% |
0% |
False |
True |
20,845 |
| 60 |
1.0972 |
0.9964 |
0.1008 |
10.1% |
0.0077 |
0.8% |
0% |
False |
True |
16,913 |
| 80 |
1.1027 |
0.9964 |
0.1063 |
10.7% |
0.0069 |
0.7% |
0% |
False |
True |
12,693 |
| 100 |
1.1045 |
0.9964 |
0.1081 |
10.8% |
0.0062 |
0.6% |
0% |
False |
True |
10,156 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0581 |
|
2.618 |
1.0389 |
|
1.618 |
1.0272 |
|
1.000 |
1.0199 |
|
0.618 |
1.0154 |
|
HIGH |
1.0082 |
|
0.618 |
1.0037 |
|
0.500 |
1.0023 |
|
0.382 |
1.0009 |
|
LOW |
0.9964 |
|
0.618 |
0.9891 |
|
1.000 |
0.9847 |
|
1.618 |
0.9774 |
|
2.618 |
0.9656 |
|
4.250 |
0.9465 |
|
|
| Fisher Pivots for day following 12-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0023 |
1.0055 |
| PP |
1.0005 |
1.0026 |
| S1 |
0.9987 |
0.9997 |
|