CME Swiss Franc Future December 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 |
1.0570 |
1.0590 |
0.0020 |
0.2% |
1.0480 |
| High |
1.0580 |
1.0620 |
0.0040 |
0.4% |
1.0620 |
| Low |
1.0570 |
1.0563 |
-0.0007 |
-0.1% |
1.0480 |
| Close |
1.0572 |
1.0586 |
0.0015 |
0.1% |
1.0586 |
| Range |
0.0010 |
0.0057 |
0.0047 |
470.0% |
0.0140 |
| ATR |
0.0000 |
0.0070 |
0.0070 |
|
0.0000 |
| Volume |
3 |
8 |
5 |
166.7% |
30 |
|
| Daily Pivots for day following 27-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0761 |
1.0730 |
1.0617 |
|
| R3 |
1.0704 |
1.0673 |
1.0602 |
|
| R2 |
1.0647 |
1.0647 |
1.0596 |
|
| R1 |
1.0616 |
1.0616 |
1.0591 |
1.0603 |
| PP |
1.0590 |
1.0590 |
1.0590 |
1.0583 |
| S1 |
1.0559 |
1.0559 |
1.0581 |
1.0546 |
| S2 |
1.0533 |
1.0533 |
1.0576 |
|
| S3 |
1.0476 |
1.0502 |
1.0570 |
|
| S4 |
1.0419 |
1.0445 |
1.0555 |
|
|
| Weekly Pivots for week ending 27-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0982 |
1.0924 |
1.0663 |
|
| R3 |
1.0842 |
1.0784 |
1.0625 |
|
| R2 |
1.0702 |
1.0702 |
1.0612 |
|
| R1 |
1.0644 |
1.0644 |
1.0599 |
1.0673 |
| PP |
1.0562 |
1.0562 |
1.0562 |
1.0577 |
| S1 |
1.0504 |
1.0504 |
1.0573 |
1.0533 |
| S2 |
1.0422 |
1.0422 |
1.0560 |
|
| S3 |
1.0282 |
1.0364 |
1.0548 |
|
| S4 |
1.0142 |
1.0224 |
1.0509 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0862 |
|
2.618 |
1.0769 |
|
1.618 |
1.0712 |
|
1.000 |
1.0677 |
|
0.618 |
1.0655 |
|
HIGH |
1.0620 |
|
0.618 |
1.0598 |
|
0.500 |
1.0592 |
|
0.382 |
1.0585 |
|
LOW |
1.0563 |
|
0.618 |
1.0528 |
|
1.000 |
1.0506 |
|
1.618 |
1.0471 |
|
2.618 |
1.0414 |
|
4.250 |
1.0321 |
|
|
| Fisher Pivots for day following 27-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0592 |
1.0585 |
| PP |
1.0590 |
1.0585 |
| S1 |
1.0588 |
1.0584 |
|