CME Swiss Franc Future September 2022
| Trading Metrics calculated at close of trading on 23-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2022 |
23-May-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0363 |
1.0337 |
-0.0026 |
-0.3% |
1.0051 |
| High |
1.0394 |
1.0460 |
0.0067 |
0.6% |
1.0394 |
| Low |
1.0321 |
1.0337 |
0.0016 |
0.2% |
1.0017 |
| Close |
1.0325 |
1.0436 |
0.0112 |
1.1% |
1.0325 |
| Range |
0.0073 |
0.0123 |
0.0051 |
69.7% |
0.0377 |
| ATR |
0.0082 |
0.0086 |
0.0004 |
4.7% |
0.0000 |
| Volume |
86 |
228 |
142 |
165.1% |
365 |
|
| Daily Pivots for day following 23-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0780 |
1.0731 |
1.0504 |
|
| R3 |
1.0657 |
1.0608 |
1.0470 |
|
| R2 |
1.0534 |
1.0534 |
1.0459 |
|
| R1 |
1.0485 |
1.0485 |
1.0447 |
1.0510 |
| PP |
1.0411 |
1.0411 |
1.0411 |
1.0423 |
| S1 |
1.0362 |
1.0362 |
1.0425 |
1.0387 |
| S2 |
1.0288 |
1.0288 |
1.0413 |
|
| S3 |
1.0165 |
1.0239 |
1.0402 |
|
| S4 |
1.0042 |
1.0116 |
1.0368 |
|
|
| Weekly Pivots for week ending 20-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1375 |
1.1226 |
1.0532 |
|
| R3 |
1.0998 |
1.0850 |
1.0428 |
|
| R2 |
1.0622 |
1.0622 |
1.0394 |
|
| R1 |
1.0473 |
1.0473 |
1.0359 |
1.0547 |
| PP |
1.0245 |
1.0245 |
1.0245 |
1.0282 |
| S1 |
1.0097 |
1.0097 |
1.0290 |
1.0171 |
| S2 |
0.9869 |
0.9869 |
1.0255 |
|
| S3 |
0.9492 |
0.9720 |
1.0221 |
|
| S4 |
0.9116 |
0.9344 |
1.0117 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0460 |
1.0060 |
0.0400 |
3.8% |
0.0118 |
1.1% |
94% |
True |
False |
113 |
| 10 |
1.0460 |
1.0017 |
0.0443 |
4.2% |
0.0088 |
0.8% |
95% |
True |
False |
72 |
| 20 |
1.0540 |
1.0017 |
0.0523 |
5.0% |
0.0084 |
0.8% |
80% |
False |
False |
55 |
| 40 |
1.0970 |
1.0017 |
0.0953 |
9.1% |
0.0067 |
0.6% |
44% |
False |
False |
38 |
| 60 |
1.1020 |
1.0017 |
0.1003 |
9.6% |
0.0057 |
0.5% |
42% |
False |
False |
29 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0983 |
|
2.618 |
1.0782 |
|
1.618 |
1.0659 |
|
1.000 |
1.0583 |
|
0.618 |
1.0536 |
|
HIGH |
1.0460 |
|
0.618 |
1.0413 |
|
0.500 |
1.0399 |
|
0.382 |
1.0384 |
|
LOW |
1.0337 |
|
0.618 |
1.0261 |
|
1.000 |
1.0214 |
|
1.618 |
1.0138 |
|
2.618 |
1.0015 |
|
4.250 |
0.9814 |
|
|
| Fisher Pivots for day following 23-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0424 |
1.0402 |
| PP |
1.0411 |
1.0368 |
| S1 |
1.0399 |
1.0335 |
|