CME Swiss Franc Future June 2022
| Trading Metrics calculated at close of trading on 09-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2022 |
09-May-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0170 |
1.0136 |
-0.0034 |
-0.3% |
1.0301 |
| High |
1.0194 |
1.0137 |
-0.0057 |
-0.6% |
1.0319 |
| Low |
1.0126 |
1.0051 |
-0.0075 |
-0.7% |
1.0126 |
| Close |
1.0138 |
1.0088 |
-0.0051 |
-0.5% |
1.0138 |
| Range |
0.0068 |
0.0087 |
0.0019 |
27.2% |
0.0194 |
| ATR |
0.0087 |
0.0087 |
0.0000 |
0.1% |
0.0000 |
| Volume |
30,758 |
22,324 |
-8,434 |
-27.4% |
124,325 |
|
| Daily Pivots for day following 09-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0351 |
1.0306 |
1.0135 |
|
| R3 |
1.0265 |
1.0219 |
1.0111 |
|
| R2 |
1.0178 |
1.0178 |
1.0103 |
|
| R1 |
1.0133 |
1.0133 |
1.0095 |
1.0112 |
| PP |
1.0092 |
1.0092 |
1.0092 |
1.0081 |
| S1 |
1.0046 |
1.0046 |
1.0080 |
1.0026 |
| S2 |
1.0005 |
1.0005 |
1.0072 |
|
| S3 |
0.9919 |
0.9960 |
1.0064 |
|
| S4 |
0.9832 |
0.9873 |
1.0040 |
|
|
| Weekly Pivots for week ending 06-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0775 |
1.0650 |
1.0244 |
|
| R3 |
1.0581 |
1.0456 |
1.0191 |
|
| R2 |
1.0388 |
1.0388 |
1.0173 |
|
| R1 |
1.0263 |
1.0263 |
1.0156 |
1.0229 |
| PP |
1.0194 |
1.0194 |
1.0194 |
1.0177 |
| S1 |
1.0069 |
1.0069 |
1.0120 |
1.0035 |
| S2 |
1.0001 |
1.0001 |
1.0103 |
|
| S3 |
0.9807 |
0.9876 |
1.0085 |
|
| S4 |
0.9614 |
0.9682 |
1.0032 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0319 |
1.0051 |
0.0269 |
2.7% |
0.0113 |
1.1% |
14% |
False |
True |
26,710 |
| 10 |
1.0478 |
1.0051 |
0.0428 |
4.2% |
0.0096 |
1.0% |
9% |
False |
True |
24,434 |
| 20 |
1.0796 |
1.0051 |
0.0746 |
7.4% |
0.0087 |
0.9% |
5% |
False |
True |
21,810 |
| 40 |
1.0908 |
1.0051 |
0.0858 |
8.5% |
0.0079 |
0.8% |
4% |
False |
True |
20,531 |
| 60 |
1.0972 |
1.0051 |
0.0922 |
9.1% |
0.0075 |
0.7% |
4% |
False |
True |
15,538 |
| 80 |
1.1045 |
1.0051 |
0.0995 |
9.9% |
0.0067 |
0.7% |
4% |
False |
True |
11,656 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0505 |
|
2.618 |
1.0363 |
|
1.618 |
1.0277 |
|
1.000 |
1.0224 |
|
0.618 |
1.0190 |
|
HIGH |
1.0137 |
|
0.618 |
1.0104 |
|
0.500 |
1.0094 |
|
0.382 |
1.0084 |
|
LOW |
1.0051 |
|
0.618 |
0.9997 |
|
1.000 |
0.9964 |
|
1.618 |
0.9911 |
|
2.618 |
0.9824 |
|
4.250 |
0.9683 |
|
|
| Fisher Pivots for day following 09-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0094 |
1.0185 |
| PP |
1.0092 |
1.0152 |
| S1 |
1.0090 |
1.0120 |
|