CME Swiss Franc Future September 2022
| Trading Metrics calculated at close of trading on 25-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2022 |
25-May-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0434 |
1.0489 |
0.0056 |
0.5% |
1.0051 |
| High |
1.0520 |
1.0490 |
-0.0031 |
-0.3% |
1.0394 |
| Low |
1.0426 |
1.0449 |
0.0023 |
0.2% |
1.0017 |
| Close |
1.0485 |
1.0473 |
-0.0012 |
-0.1% |
1.0325 |
| Range |
0.0094 |
0.0041 |
-0.0053 |
-56.4% |
0.0377 |
| ATR |
0.0086 |
0.0083 |
-0.0003 |
-3.7% |
0.0000 |
| Volume |
85 |
130 |
45 |
52.9% |
365 |
|
| Daily Pivots for day following 25-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0593 |
1.0574 |
1.0495 |
|
| R3 |
1.0552 |
1.0533 |
1.0484 |
|
| R2 |
1.0511 |
1.0511 |
1.0480 |
|
| R1 |
1.0492 |
1.0492 |
1.0476 |
1.0481 |
| PP |
1.0470 |
1.0470 |
1.0470 |
1.0465 |
| S1 |
1.0451 |
1.0451 |
1.0469 |
1.0440 |
| S2 |
1.0429 |
1.0429 |
1.0465 |
|
| S3 |
1.0388 |
1.0410 |
1.0461 |
|
| S4 |
1.0347 |
1.0369 |
1.0450 |
|
|
| 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 |
1.0520 |
1.0209 |
0.0311 |
3.0% |
0.0102 |
1.0% |
85% |
False |
False |
139 |
| 10 |
1.0520 |
1.0017 |
0.0503 |
4.8% |
0.0092 |
0.9% |
91% |
False |
False |
87 |
| 20 |
1.0520 |
1.0017 |
0.0503 |
4.8% |
0.0085 |
0.8% |
91% |
False |
False |
65 |
| 40 |
1.0970 |
1.0017 |
0.0953 |
9.1% |
0.0069 |
0.7% |
48% |
False |
False |
42 |
| 60 |
1.1007 |
1.0017 |
0.0990 |
9.5% |
0.0057 |
0.5% |
46% |
False |
False |
32 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0664 |
|
2.618 |
1.0597 |
|
1.618 |
1.0556 |
|
1.000 |
1.0531 |
|
0.618 |
1.0515 |
|
HIGH |
1.0490 |
|
0.618 |
1.0474 |
|
0.500 |
1.0469 |
|
0.382 |
1.0464 |
|
LOW |
1.0449 |
|
0.618 |
1.0423 |
|
1.000 |
1.0408 |
|
1.618 |
1.0382 |
|
2.618 |
1.0341 |
|
4.250 |
1.0274 |
|
|
| Fisher Pivots for day following 25-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0471 |
1.0458 |
| PP |
1.0470 |
1.0443 |
| S1 |
1.0469 |
1.0429 |
|