CME Swiss Franc Future June 2022
| Trading Metrics calculated at close of trading on 05-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2022 |
05-May-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0237 |
1.0303 |
0.0067 |
0.6% |
1.0470 |
| High |
1.0307 |
1.0319 |
0.0013 |
0.1% |
1.0498 |
| Low |
1.0169 |
1.0129 |
-0.0040 |
-0.4% |
1.0267 |
| Close |
1.0281 |
1.0141 |
-0.0141 |
-1.4% |
1.0319 |
| Range |
0.0138 |
0.0191 |
0.0053 |
38.0% |
0.0231 |
| ATR |
0.0080 |
0.0088 |
0.0008 |
9.8% |
0.0000 |
| Volume |
29,738 |
33,385 |
3,647 |
12.3% |
118,033 |
|
| Daily Pivots for day following 05-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0768 |
1.0645 |
1.0245 |
|
| R3 |
1.0577 |
1.0454 |
1.0193 |
|
| R2 |
1.0387 |
1.0387 |
1.0175 |
|
| R1 |
1.0264 |
1.0264 |
1.0158 |
1.0230 |
| PP |
1.0196 |
1.0196 |
1.0196 |
1.0179 |
| S1 |
1.0073 |
1.0073 |
1.0123 |
1.0039 |
| S2 |
1.0006 |
1.0006 |
1.0106 |
|
| S3 |
0.9815 |
0.9883 |
1.0088 |
|
| S4 |
0.9625 |
0.9692 |
1.0036 |
|
|
| Weekly Pivots for week ending 29-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1054 |
1.0918 |
1.0446 |
|
| R3 |
1.0823 |
1.0687 |
1.0383 |
|
| R2 |
1.0592 |
1.0592 |
1.0361 |
|
| R1 |
1.0456 |
1.0456 |
1.0340 |
1.0409 |
| PP |
1.0361 |
1.0361 |
1.0361 |
1.0338 |
| S1 |
1.0225 |
1.0225 |
1.0298 |
1.0178 |
| S2 |
1.0130 |
1.0130 |
1.0277 |
|
| S3 |
0.9899 |
0.9994 |
1.0255 |
|
| S4 |
0.9668 |
0.9763 |
1.0192 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0362 |
1.0129 |
0.0234 |
2.3% |
0.0113 |
1.1% |
5% |
False |
True |
24,201 |
| 10 |
1.0517 |
1.0129 |
0.0389 |
3.8% |
0.0094 |
0.9% |
3% |
False |
True |
22,701 |
| 20 |
1.0796 |
1.0129 |
0.0668 |
6.6% |
0.0084 |
0.8% |
2% |
False |
True |
20,476 |
| 40 |
1.0908 |
1.0129 |
0.0780 |
7.7% |
0.0079 |
0.8% |
2% |
False |
True |
20,705 |
| 60 |
1.0972 |
1.0129 |
0.0844 |
8.3% |
0.0073 |
0.7% |
1% |
False |
True |
14,654 |
| 80 |
1.1045 |
1.0129 |
0.0917 |
9.0% |
0.0066 |
0.7% |
1% |
False |
True |
10,993 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1129 |
|
2.618 |
1.0818 |
|
1.618 |
1.0627 |
|
1.000 |
1.0510 |
|
0.618 |
1.0437 |
|
HIGH |
1.0319 |
|
0.618 |
1.0246 |
|
0.500 |
1.0224 |
|
0.382 |
1.0201 |
|
LOW |
1.0129 |
|
0.618 |
1.0011 |
|
1.000 |
0.9938 |
|
1.618 |
0.9820 |
|
2.618 |
0.9630 |
|
4.250 |
0.9319 |
|
|
| Fisher Pivots for day following 05-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0224 |
1.0224 |
| PP |
1.0196 |
1.0196 |
| S1 |
1.0168 |
1.0168 |
|