CME Swiss Franc Future June 2022
| Trading Metrics calculated at close of trading on 13-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2022 |
13-May-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0078 |
0.9982 |
-0.0097 |
-1.0% |
1.0136 |
| High |
1.0082 |
1.0021 |
-0.0061 |
-0.6% |
1.0145 |
| Low |
0.9964 |
0.9967 |
0.0003 |
0.0% |
0.9964 |
| Close |
0.9969 |
0.9984 |
0.0016 |
0.2% |
0.9984 |
| Range |
0.0118 |
0.0055 |
-0.0063 |
-53.6% |
0.0181 |
| ATR |
0.0089 |
0.0086 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
24,904 |
20,009 |
-4,895 |
-19.7% |
125,294 |
|
| Daily Pivots for day following 13-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0154 |
1.0124 |
1.0014 |
|
| R3 |
1.0100 |
1.0069 |
0.9999 |
|
| R2 |
1.0045 |
1.0045 |
0.9994 |
|
| R1 |
1.0015 |
1.0015 |
0.9989 |
1.0030 |
| PP |
0.9991 |
0.9991 |
0.9991 |
0.9998 |
| S1 |
0.9960 |
0.9960 |
0.9979 |
0.9975 |
| S2 |
0.9936 |
0.9936 |
0.9974 |
|
| S3 |
0.9882 |
0.9906 |
0.9969 |
|
| S4 |
0.9827 |
0.9851 |
0.9954 |
|
|
| Weekly Pivots for week ending 13-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0574 |
1.0460 |
1.0084 |
|
| R3 |
1.0393 |
1.0279 |
1.0034 |
|
| R2 |
1.0212 |
1.0212 |
1.0017 |
|
| R1 |
1.0098 |
1.0098 |
1.0001 |
1.0065 |
| PP |
1.0031 |
1.0031 |
1.0031 |
1.0014 |
| S1 |
0.9917 |
0.9917 |
0.9967 |
0.9884 |
| S2 |
0.9850 |
0.9850 |
0.9951 |
|
| S3 |
0.9669 |
0.9736 |
0.9934 |
|
| S4 |
0.9488 |
0.9555 |
0.9884 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0145 |
0.9964 |
0.0181 |
1.8% |
0.0085 |
0.8% |
11% |
False |
False |
25,058 |
| 10 |
1.0319 |
0.9964 |
0.0355 |
3.6% |
0.0098 |
1.0% |
6% |
False |
False |
24,961 |
| 20 |
1.0640 |
0.9964 |
0.0676 |
6.8% |
0.0088 |
0.9% |
3% |
False |
False |
23,237 |
| 40 |
1.0908 |
0.9964 |
0.0944 |
9.5% |
0.0079 |
0.8% |
2% |
False |
False |
20,813 |
| 60 |
1.0972 |
0.9964 |
0.1008 |
10.1% |
0.0077 |
0.8% |
2% |
False |
False |
17,245 |
| 80 |
1.1027 |
0.9964 |
0.1063 |
10.6% |
0.0070 |
0.7% |
2% |
False |
False |
12,943 |
| 100 |
1.1045 |
0.9964 |
0.1081 |
10.8% |
0.0062 |
0.6% |
2% |
False |
False |
10,355 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0253 |
|
2.618 |
1.0164 |
|
1.618 |
1.0109 |
|
1.000 |
1.0076 |
|
0.618 |
1.0055 |
|
HIGH |
1.0021 |
|
0.618 |
1.0000 |
|
0.500 |
0.9994 |
|
0.382 |
0.9987 |
|
LOW |
0.9967 |
|
0.618 |
0.9933 |
|
1.000 |
0.9912 |
|
1.618 |
0.9878 |
|
2.618 |
0.9824 |
|
4.250 |
0.9735 |
|
|
| Fisher Pivots for day following 13-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.9994 |
1.0055 |
| PP |
0.9991 |
1.0031 |
| S1 |
0.9987 |
1.0008 |
|