CME Swiss Franc Future June 2022
| Trading Metrics calculated at close of trading on 27-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2022 |
27-May-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0402 |
1.0438 |
0.0036 |
0.3% |
1.0270 |
| High |
1.0442 |
1.0484 |
0.0042 |
0.4% |
1.0484 |
| Low |
1.0389 |
1.0421 |
0.0032 |
0.3% |
1.0265 |
| Close |
1.0430 |
1.0448 |
0.0018 |
0.2% |
1.0448 |
| Range |
0.0053 |
0.0063 |
0.0010 |
18.9% |
0.0219 |
| ATR |
0.0092 |
0.0090 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
16,590 |
21,667 |
5,077 |
30.6% |
107,883 |
|
| Daily Pivots for day following 27-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0640 |
1.0607 |
1.0483 |
|
| R3 |
1.0577 |
1.0544 |
1.0465 |
|
| R2 |
1.0514 |
1.0514 |
1.0460 |
|
| R1 |
1.0481 |
1.0481 |
1.0454 |
1.0498 |
| PP |
1.0451 |
1.0451 |
1.0451 |
1.0459 |
| S1 |
1.0418 |
1.0418 |
1.0442 |
1.0435 |
| S2 |
1.0388 |
1.0388 |
1.0436 |
|
| S3 |
1.0325 |
1.0355 |
1.0431 |
|
| S4 |
1.0262 |
1.0292 |
1.0413 |
|
|
| Weekly Pivots for week ending 27-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1056 |
1.0971 |
1.0568 |
|
| R3 |
1.0837 |
1.0752 |
1.0508 |
|
| R2 |
1.0618 |
1.0618 |
1.0488 |
|
| R1 |
1.0533 |
1.0533 |
1.0468 |
1.0576 |
| PP |
1.0399 |
1.0399 |
1.0399 |
1.0420 |
| S1 |
1.0314 |
1.0314 |
1.0428 |
1.0357 |
| S2 |
1.0180 |
1.0180 |
1.0408 |
|
| S3 |
0.9961 |
1.0095 |
1.0388 |
|
| S4 |
0.9742 |
0.9876 |
1.0328 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0484 |
1.0265 |
0.0219 |
2.1% |
0.0079 |
0.8% |
84% |
True |
False |
21,576 |
| 10 |
1.0484 |
0.9949 |
0.0536 |
5.1% |
0.0096 |
0.9% |
93% |
True |
False |
23,513 |
| 20 |
1.0484 |
0.9949 |
0.0536 |
5.1% |
0.0097 |
0.9% |
93% |
True |
False |
24,237 |
| 40 |
1.0876 |
0.9949 |
0.0928 |
8.9% |
0.0084 |
0.8% |
54% |
False |
False |
21,646 |
| 60 |
1.0961 |
0.9949 |
0.1013 |
9.7% |
0.0082 |
0.8% |
49% |
False |
False |
21,113 |
| 80 |
1.0972 |
0.9949 |
0.1024 |
9.8% |
0.0075 |
0.7% |
49% |
False |
False |
15,880 |
| 100 |
1.1045 |
0.9949 |
0.1097 |
10.5% |
0.0068 |
0.7% |
46% |
False |
False |
12,706 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0752 |
|
2.618 |
1.0649 |
|
1.618 |
1.0586 |
|
1.000 |
1.0547 |
|
0.618 |
1.0523 |
|
HIGH |
1.0484 |
|
0.618 |
1.0460 |
|
0.500 |
1.0453 |
|
0.382 |
1.0445 |
|
LOW |
1.0421 |
|
0.618 |
1.0382 |
|
1.000 |
1.0358 |
|
1.618 |
1.0319 |
|
2.618 |
1.0256 |
|
4.250 |
1.0153 |
|
|
| Fisher Pivots for day following 27-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0453 |
1.0442 |
| PP |
1.0451 |
1.0437 |
| S1 |
1.0450 |
1.0431 |
|