CME Swiss Franc Future June 2022
| Trading Metrics calculated at close of trading on 11-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2022 |
11-May-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0081 |
1.0057 |
-0.0024 |
-0.2% |
1.0301 |
| High |
1.0110 |
1.0145 |
0.0035 |
0.3% |
1.0319 |
| Low |
1.0040 |
1.0051 |
0.0011 |
0.1% |
1.0126 |
| Close |
1.0062 |
1.0086 |
0.0024 |
0.2% |
1.0138 |
| Range |
0.0070 |
0.0094 |
0.0024 |
34.3% |
0.0194 |
| ATR |
0.0086 |
0.0086 |
0.0001 |
0.7% |
0.0000 |
| Volume |
23,078 |
34,979 |
11,901 |
51.6% |
124,325 |
|
| Daily Pivots for day following 11-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0376 |
1.0325 |
1.0138 |
|
| R3 |
1.0282 |
1.0231 |
1.0112 |
|
| R2 |
1.0188 |
1.0188 |
1.0103 |
|
| R1 |
1.0137 |
1.0137 |
1.0095 |
1.0163 |
| PP |
1.0094 |
1.0094 |
1.0094 |
1.0107 |
| S1 |
1.0043 |
1.0043 |
1.0077 |
1.0069 |
| S2 |
1.0000 |
1.0000 |
1.0069 |
|
| S3 |
0.9906 |
0.9949 |
1.0060 |
|
| S4 |
0.9812 |
0.9855 |
1.0034 |
|
|
| 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% |
0.0102 |
1.0% |
16% |
False |
False |
28,904 |
| 10 |
1.0362 |
1.0040 |
0.0322 |
3.2% |
0.0096 |
1.0% |
14% |
False |
False |
25,723 |
| 20 |
1.0762 |
1.0040 |
0.0722 |
7.2% |
0.0088 |
0.9% |
6% |
False |
False |
22,998 |
| 40 |
1.0908 |
1.0040 |
0.0868 |
8.6% |
0.0080 |
0.8% |
5% |
False |
False |
20,755 |
| 60 |
1.0972 |
1.0040 |
0.0932 |
9.2% |
0.0076 |
0.8% |
5% |
False |
False |
16,505 |
| 80 |
1.1027 |
1.0040 |
0.0987 |
9.8% |
0.0068 |
0.7% |
5% |
False |
False |
12,382 |
| 100 |
1.1045 |
1.0040 |
0.1005 |
10.0% |
0.0061 |
0.6% |
5% |
False |
False |
9,907 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0545 |
|
2.618 |
1.0391 |
|
1.618 |
1.0297 |
|
1.000 |
1.0239 |
|
0.618 |
1.0203 |
|
HIGH |
1.0145 |
|
0.618 |
1.0109 |
|
0.500 |
1.0098 |
|
0.382 |
1.0087 |
|
LOW |
1.0051 |
|
0.618 |
0.9993 |
|
1.000 |
0.9957 |
|
1.618 |
0.9899 |
|
2.618 |
0.9805 |
|
4.250 |
0.9652 |
|
|
| Fisher Pivots for day following 11-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0098 |
1.0093 |
| PP |
1.0094 |
1.0090 |
| S1 |
1.0090 |
1.0088 |
|