CME Swiss Franc Future September 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 |
1.0473 |
1.0506 |
0.0034 |
0.3% |
1.0337 |
| High |
1.0505 |
1.0548 |
0.0043 |
0.4% |
1.0548 |
| Low |
1.0471 |
1.0488 |
0.0017 |
0.2% |
1.0337 |
| Close |
1.0497 |
1.0514 |
0.0017 |
0.2% |
1.0514 |
| Range |
0.0034 |
0.0060 |
0.0026 |
76.5% |
0.0211 |
| ATR |
0.0080 |
0.0078 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
76 |
681 |
605 |
796.1% |
1,200 |
|
| Daily Pivots for day following 27-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0697 |
1.0665 |
1.0547 |
|
| R3 |
1.0637 |
1.0605 |
1.0530 |
|
| R2 |
1.0577 |
1.0577 |
1.0525 |
|
| R1 |
1.0545 |
1.0545 |
1.0519 |
1.0561 |
| PP |
1.0517 |
1.0517 |
1.0517 |
1.0524 |
| S1 |
1.0485 |
1.0485 |
1.0508 |
1.0501 |
| S2 |
1.0457 |
1.0457 |
1.0503 |
|
| S3 |
1.0397 |
1.0425 |
1.0497 |
|
| S4 |
1.0337 |
1.0365 |
1.0481 |
|
|
| Weekly Pivots for week ending 27-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1099 |
1.1017 |
1.0630 |
|
| R3 |
1.0888 |
1.0806 |
1.0572 |
|
| R2 |
1.0677 |
1.0677 |
1.0552 |
|
| R1 |
1.0595 |
1.0595 |
1.0533 |
1.0636 |
| PP |
1.0466 |
1.0466 |
1.0466 |
1.0487 |
| S1 |
1.0384 |
1.0384 |
1.0494 |
1.0425 |
| S2 |
1.0255 |
1.0255 |
1.0475 |
|
| S3 |
1.0044 |
1.0173 |
1.0455 |
|
| S4 |
0.9833 |
0.9962 |
1.0397 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0548 |
1.0337 |
0.0211 |
2.0% |
0.0070 |
0.7% |
84% |
True |
False |
240 |
| 10 |
1.0548 |
1.0017 |
0.0531 |
5.1% |
0.0087 |
0.8% |
94% |
True |
False |
156 |
| 20 |
1.0548 |
1.0017 |
0.0531 |
5.1% |
0.0082 |
0.8% |
94% |
True |
False |
101 |
| 40 |
1.0942 |
1.0017 |
0.0925 |
8.8% |
0.0068 |
0.6% |
54% |
False |
False |
60 |
| 60 |
1.1007 |
1.0017 |
0.0990 |
9.4% |
0.0059 |
0.6% |
50% |
False |
False |
45 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0803 |
|
2.618 |
1.0705 |
|
1.618 |
1.0645 |
|
1.000 |
1.0608 |
|
0.618 |
1.0585 |
|
HIGH |
1.0548 |
|
0.618 |
1.0525 |
|
0.500 |
1.0518 |
|
0.382 |
1.0511 |
|
LOW |
1.0488 |
|
0.618 |
1.0451 |
|
1.000 |
1.0428 |
|
1.618 |
1.0391 |
|
2.618 |
1.0331 |
|
4.250 |
1.0233 |
|
|
| Fisher Pivots for day following 27-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0518 |
1.0508 |
| PP |
1.0517 |
1.0503 |
| S1 |
1.0515 |
1.0498 |
|