CME Swiss Franc Future June 2022
| Trading Metrics calculated at close of trading on 17-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2022 |
17-May-2022 |
Change |
Change % |
Previous Week |
| Open |
0.9987 |
0.9990 |
0.0004 |
0.0% |
1.0136 |
| High |
1.0006 |
1.0095 |
0.0090 |
0.9% |
1.0145 |
| Low |
0.9949 |
0.9988 |
0.0039 |
0.4% |
0.9964 |
| Close |
0.9999 |
1.0074 |
0.0075 |
0.8% |
0.9984 |
| Range |
0.0057 |
0.0108 |
0.0051 |
88.6% |
0.0181 |
| ATR |
0.0084 |
0.0086 |
0.0002 |
2.0% |
0.0000 |
| Volume |
20,407 |
22,407 |
2,000 |
9.8% |
125,294 |
|
| Daily Pivots for day following 17-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0375 |
1.0332 |
1.0133 |
|
| R3 |
1.0267 |
1.0224 |
1.0104 |
|
| R2 |
1.0160 |
1.0160 |
1.0094 |
|
| R1 |
1.0117 |
1.0117 |
1.0084 |
1.0138 |
| PP |
1.0052 |
1.0052 |
1.0052 |
1.0063 |
| S1 |
1.0009 |
1.0009 |
1.0064 |
1.0031 |
| S2 |
0.9945 |
0.9945 |
1.0054 |
|
| S3 |
0.9837 |
0.9902 |
1.0044 |
|
| S4 |
0.9730 |
0.9794 |
1.0015 |
|
|
| 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% |
0.0086 |
0.9% |
64% |
False |
False |
24,541 |
| 10 |
1.0319 |
0.9949 |
0.0371 |
3.7% |
0.0098 |
1.0% |
34% |
False |
False |
26,198 |
| 20 |
1.0602 |
0.9949 |
0.0654 |
6.5% |
0.0089 |
0.9% |
19% |
False |
False |
23,297 |
| 40 |
1.0908 |
0.9949 |
0.0960 |
9.5% |
0.0080 |
0.8% |
13% |
False |
False |
20,994 |
| 60 |
1.0972 |
0.9949 |
0.1024 |
10.2% |
0.0079 |
0.8% |
12% |
False |
False |
17,955 |
| 80 |
1.1011 |
0.9949 |
0.1063 |
10.5% |
0.0070 |
0.7% |
12% |
False |
False |
13,477 |
| 100 |
1.1045 |
0.9949 |
0.1097 |
10.9% |
0.0063 |
0.6% |
11% |
False |
False |
10,784 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0552 |
|
2.618 |
1.0376 |
|
1.618 |
1.0269 |
|
1.000 |
1.0203 |
|
0.618 |
1.0161 |
|
HIGH |
1.0095 |
|
0.618 |
1.0054 |
|
0.500 |
1.0041 |
|
0.382 |
1.0029 |
|
LOW |
0.9988 |
|
0.618 |
0.9921 |
|
1.000 |
0.9880 |
|
1.618 |
0.9814 |
|
2.618 |
0.9706 |
|
4.250 |
0.9531 |
|
|
| Fisher Pivots for day following 17-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0063 |
1.0057 |
| PP |
1.0052 |
1.0039 |
| S1 |
1.0041 |
1.0022 |
|