CME Swiss Franc Future June 2022
| Trading Metrics calculated at close of trading on 31-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2022 |
31-May-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0438 |
1.0454 |
0.0017 |
0.2% |
1.0270 |
| High |
1.0484 |
1.0474 |
-0.0011 |
-0.1% |
1.0484 |
| Low |
1.0421 |
1.0401 |
-0.0020 |
-0.2% |
1.0265 |
| Close |
1.0448 |
1.0437 |
-0.0012 |
-0.1% |
1.0448 |
| Range |
0.0063 |
0.0073 |
0.0010 |
15.1% |
0.0219 |
| ATR |
0.0090 |
0.0089 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
21,667 |
39,445 |
17,778 |
82.1% |
107,883 |
|
| Daily Pivots for day following 31-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0655 |
1.0618 |
1.0476 |
|
| R3 |
1.0582 |
1.0546 |
1.0456 |
|
| R2 |
1.0510 |
1.0510 |
1.0450 |
|
| R1 |
1.0473 |
1.0473 |
1.0443 |
1.0455 |
| PP |
1.0437 |
1.0437 |
1.0437 |
1.0428 |
| S1 |
1.0401 |
1.0401 |
1.0430 |
1.0383 |
| S2 |
1.0365 |
1.0365 |
1.0423 |
|
| S3 |
1.0292 |
1.0328 |
1.0417 |
|
| S4 |
1.0220 |
1.0256 |
1.0397 |
|
|
| 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 |
1.0351 |
0.0134 |
1.3% |
0.0067 |
0.6% |
64% |
False |
False |
24,841 |
| 10 |
1.0484 |
0.9988 |
0.0497 |
4.8% |
0.0098 |
0.9% |
90% |
False |
False |
25,417 |
| 20 |
1.0484 |
0.9949 |
0.0536 |
5.1% |
0.0097 |
0.9% |
91% |
False |
False |
25,555 |
| 40 |
1.0857 |
0.9949 |
0.0909 |
8.7% |
0.0084 |
0.8% |
54% |
False |
False |
22,226 |
| 60 |
1.0924 |
0.9949 |
0.0976 |
9.3% |
0.0082 |
0.8% |
50% |
False |
False |
21,756 |
| 80 |
1.0972 |
0.9949 |
0.1024 |
9.8% |
0.0075 |
0.7% |
48% |
False |
False |
16,373 |
| 100 |
1.1045 |
0.9949 |
0.1097 |
10.5% |
0.0069 |
0.7% |
45% |
False |
False |
13,101 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0782 |
|
2.618 |
1.0663 |
|
1.618 |
1.0591 |
|
1.000 |
1.0546 |
|
0.618 |
1.0518 |
|
HIGH |
1.0474 |
|
0.618 |
1.0446 |
|
0.500 |
1.0437 |
|
0.382 |
1.0429 |
|
LOW |
1.0401 |
|
0.618 |
1.0356 |
|
1.000 |
1.0329 |
|
1.618 |
1.0284 |
|
2.618 |
1.0211 |
|
4.250 |
1.0093 |
|
|
| Fisher Pivots for day following 31-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0437 |
1.0437 |
| PP |
1.0437 |
1.0437 |
| S1 |
1.0437 |
1.0437 |
|