CME Swiss Franc Future June 2022
| Trading Metrics calculated at close of trading on 10-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2022 |
10-May-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0136 |
1.0081 |
-0.0055 |
-0.5% |
1.0301 |
| High |
1.0137 |
1.0110 |
-0.0027 |
-0.3% |
1.0319 |
| Low |
1.0051 |
1.0040 |
-0.0011 |
-0.1% |
1.0126 |
| Close |
1.0088 |
1.0062 |
-0.0026 |
-0.3% |
1.0138 |
| Range |
0.0087 |
0.0070 |
-0.0017 |
-19.1% |
0.0194 |
| ATR |
0.0087 |
0.0086 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
22,324 |
23,078 |
754 |
3.4% |
124,325 |
|
| Daily Pivots for day following 10-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0281 |
1.0241 |
1.0101 |
|
| R3 |
1.0211 |
1.0171 |
1.0081 |
|
| R2 |
1.0141 |
1.0141 |
1.0075 |
|
| R1 |
1.0101 |
1.0101 |
1.0068 |
1.0086 |
| PP |
1.0071 |
1.0071 |
1.0071 |
1.0063 |
| S1 |
1.0031 |
1.0031 |
1.0056 |
1.0016 |
| S2 |
1.0001 |
1.0001 |
1.0049 |
|
| S3 |
0.9931 |
0.9961 |
1.0043 |
|
| S4 |
0.9861 |
0.9891 |
1.0024 |
|
|
| 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 |
1.0040 |
0.0279 |
2.8% |
0.0111 |
1.1% |
8% |
False |
True |
27,856 |
| 10 |
1.0423 |
1.0040 |
0.0383 |
3.8% |
0.0096 |
1.0% |
6% |
False |
True |
25,097 |
| 20 |
1.0796 |
1.0040 |
0.0756 |
7.5% |
0.0087 |
0.9% |
3% |
False |
True |
22,195 |
| 40 |
1.0908 |
1.0040 |
0.0868 |
8.6% |
0.0079 |
0.8% |
3% |
False |
True |
20,478 |
| 60 |
1.0972 |
1.0040 |
0.0932 |
9.3% |
0.0075 |
0.7% |
2% |
False |
True |
15,922 |
| 80 |
1.1027 |
1.0040 |
0.0987 |
9.8% |
0.0067 |
0.7% |
2% |
False |
True |
11,945 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0408 |
|
2.618 |
1.0293 |
|
1.618 |
1.0223 |
|
1.000 |
1.0180 |
|
0.618 |
1.0153 |
|
HIGH |
1.0110 |
|
0.618 |
1.0083 |
|
0.500 |
1.0075 |
|
0.382 |
1.0067 |
|
LOW |
1.0040 |
|
0.618 |
0.9997 |
|
1.000 |
0.9970 |
|
1.618 |
0.9927 |
|
2.618 |
0.9857 |
|
4.250 |
0.9743 |
|
|
| Fisher Pivots for day following 10-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0075 |
1.0117 |
| PP |
1.0071 |
1.0099 |
| S1 |
1.0066 |
1.0080 |
|