CME Swiss Franc Future June 2022
| Trading Metrics calculated at close of trading on 18-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2022 |
18-May-2022 |
Change |
Change % |
Previous Week |
| Open |
0.9990 |
1.0074 |
0.0084 |
0.8% |
1.0136 |
| High |
1.0095 |
1.0153 |
0.0058 |
0.6% |
1.0145 |
| Low |
0.9988 |
1.0026 |
0.0039 |
0.4% |
0.9964 |
| Close |
1.0074 |
1.0139 |
0.0065 |
0.6% |
0.9984 |
| Range |
0.0108 |
0.0127 |
0.0020 |
18.1% |
0.0181 |
| ATR |
0.0086 |
0.0089 |
0.0003 |
3.4% |
0.0000 |
| Volume |
22,407 |
28,684 |
6,277 |
28.0% |
125,294 |
|
| Daily Pivots for day following 18-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0487 |
1.0440 |
1.0209 |
|
| R3 |
1.0360 |
1.0313 |
1.0174 |
|
| R2 |
1.0233 |
1.0233 |
1.0162 |
|
| R1 |
1.0186 |
1.0186 |
1.0151 |
1.0210 |
| PP |
1.0106 |
1.0106 |
1.0106 |
1.0118 |
| S1 |
1.0059 |
1.0059 |
1.0127 |
1.0083 |
| S2 |
0.9979 |
0.9979 |
1.0116 |
|
| S3 |
0.9852 |
0.9932 |
1.0104 |
|
| S4 |
0.9725 |
0.9805 |
1.0069 |
|
|
| 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 |
1.0153 |
0.9949 |
0.0205 |
2.0% |
0.0093 |
0.9% |
93% |
True |
False |
23,282 |
| 10 |
1.0319 |
0.9949 |
0.0371 |
3.7% |
0.0097 |
1.0% |
51% |
False |
False |
26,093 |
| 20 |
1.0598 |
0.9949 |
0.0650 |
6.4% |
0.0091 |
0.9% |
29% |
False |
False |
23,673 |
| 40 |
1.0908 |
0.9949 |
0.0960 |
9.5% |
0.0081 |
0.8% |
20% |
False |
False |
21,311 |
| 60 |
1.0967 |
0.9949 |
0.1019 |
10.0% |
0.0080 |
0.8% |
19% |
False |
False |
18,431 |
| 80 |
1.0972 |
0.9949 |
0.1024 |
10.1% |
0.0071 |
0.7% |
19% |
False |
False |
13,836 |
| 100 |
1.1045 |
0.9949 |
0.1097 |
10.8% |
0.0064 |
0.6% |
17% |
False |
False |
11,070 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0693 |
|
2.618 |
1.0485 |
|
1.618 |
1.0358 |
|
1.000 |
1.0280 |
|
0.618 |
1.0231 |
|
HIGH |
1.0153 |
|
0.618 |
1.0104 |
|
0.500 |
1.0090 |
|
0.382 |
1.0075 |
|
LOW |
1.0026 |
|
0.618 |
0.9948 |
|
1.000 |
0.9899 |
|
1.618 |
0.9821 |
|
2.618 |
0.9694 |
|
4.250 |
0.9486 |
|
|
| Fisher Pivots for day following 18-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0123 |
1.0110 |
| PP |
1.0106 |
1.0080 |
| S1 |
1.0090 |
1.0051 |
|