CME Swiss Franc Future June 2022
| Trading Metrics calculated at close of trading on 16-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2022 |
16-May-2022 |
Change |
Change % |
Previous Week |
| Open |
0.9982 |
0.9987 |
0.0005 |
0.1% |
1.0136 |
| High |
1.0021 |
1.0006 |
-0.0016 |
-0.2% |
1.0145 |
| Low |
0.9967 |
0.9949 |
-0.0018 |
-0.2% |
0.9964 |
| Close |
0.9984 |
0.9999 |
0.0015 |
0.2% |
0.9984 |
| Range |
0.0055 |
0.0057 |
0.0003 |
4.6% |
0.0181 |
| ATR |
0.0086 |
0.0084 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
20,009 |
20,407 |
398 |
2.0% |
125,294 |
|
| Daily Pivots for day following 16-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0155 |
1.0134 |
1.0030 |
|
| R3 |
1.0098 |
1.0077 |
1.0015 |
|
| R2 |
1.0041 |
1.0041 |
1.0009 |
|
| R1 |
1.0020 |
1.0020 |
1.0004 |
1.0031 |
| PP |
0.9984 |
0.9984 |
0.9984 |
0.9990 |
| S1 |
0.9963 |
0.9963 |
0.9994 |
0.9974 |
| S2 |
0.9927 |
0.9927 |
0.9989 |
|
| S3 |
0.9870 |
0.9906 |
0.9983 |
|
| S4 |
0.9813 |
0.9849 |
0.9968 |
|
|
| Weekly Pivots for week ending 13-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0574 |
1.0460 |
1.0084 |
|
| R3 |
1.0393 |
1.0279 |
1.0034 |
|
| R2 |
1.0212 |
1.0212 |
1.0017 |
|
| R1 |
1.0098 |
1.0098 |
1.0001 |
1.0065 |
| PP |
1.0031 |
1.0031 |
1.0031 |
1.0014 |
| S1 |
0.9917 |
0.9917 |
0.9967 |
0.9884 |
| S2 |
0.9850 |
0.9850 |
0.9951 |
|
| S3 |
0.9669 |
0.9736 |
0.9934 |
|
| S4 |
0.9488 |
0.9555 |
0.9884 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0145 |
0.9949 |
0.0197 |
2.0% |
0.0079 |
0.8% |
26% |
False |
True |
24,675 |
| 10 |
1.0319 |
0.9949 |
0.0371 |
3.7% |
0.0096 |
1.0% |
14% |
False |
True |
25,693 |
| 20 |
1.0626 |
0.9949 |
0.0678 |
6.8% |
0.0089 |
0.9% |
7% |
False |
True |
23,571 |
| 40 |
1.0908 |
0.9949 |
0.0960 |
9.6% |
0.0079 |
0.8% |
5% |
False |
True |
20,868 |
| 60 |
1.0972 |
0.9949 |
0.1024 |
10.2% |
0.0078 |
0.8% |
5% |
False |
True |
17,582 |
| 80 |
1.1027 |
0.9949 |
0.1079 |
10.8% |
0.0070 |
0.7% |
5% |
False |
True |
13,198 |
| 100 |
1.1045 |
0.9949 |
0.1097 |
11.0% |
0.0062 |
0.6% |
5% |
False |
True |
10,560 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0248 |
|
2.618 |
1.0155 |
|
1.618 |
1.0098 |
|
1.000 |
1.0063 |
|
0.618 |
1.0041 |
|
HIGH |
1.0006 |
|
0.618 |
0.9984 |
|
0.500 |
0.9977 |
|
0.382 |
0.9970 |
|
LOW |
0.9949 |
|
0.618 |
0.9913 |
|
1.000 |
0.9892 |
|
1.618 |
0.9856 |
|
2.618 |
0.9799 |
|
4.250 |
0.9706 |
|
|
| Fisher Pivots for day following 16-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.9992 |
1.0015 |
| PP |
0.9984 |
1.0010 |
| S1 |
0.9977 |
1.0004 |
|