CME Swiss Franc Future June 2022
| Trading Metrics calculated at close of trading on 19-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2022 |
19-May-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0074 |
1.0130 |
0.0056 |
0.6% |
1.0136 |
| High |
1.0153 |
1.0324 |
0.0171 |
1.7% |
1.0145 |
| Low |
1.0026 |
1.0126 |
0.0100 |
1.0% |
0.9964 |
| Close |
1.0139 |
1.0317 |
0.0178 |
1.8% |
0.9984 |
| Range |
0.0127 |
0.0198 |
0.0071 |
55.9% |
0.0181 |
| ATR |
0.0089 |
0.0097 |
0.0008 |
8.8% |
0.0000 |
| Volume |
28,684 |
28,109 |
-575 |
-2.0% |
125,294 |
|
| Daily Pivots for day following 19-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0849 |
1.0781 |
1.0426 |
|
| R3 |
1.0651 |
1.0583 |
1.0371 |
|
| R2 |
1.0453 |
1.0453 |
1.0353 |
|
| R1 |
1.0385 |
1.0385 |
1.0335 |
1.0419 |
| PP |
1.0255 |
1.0255 |
1.0255 |
1.0272 |
| S1 |
1.0187 |
1.0187 |
1.0299 |
1.0221 |
| S2 |
1.0057 |
1.0057 |
1.0281 |
|
| S3 |
0.9859 |
0.9989 |
1.0263 |
|
| S4 |
0.9661 |
0.9791 |
1.0208 |
|
|
| 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 |
1.0324 |
0.9949 |
0.0375 |
3.6% |
0.0109 |
1.1% |
98% |
True |
False |
23,923 |
| 10 |
1.0324 |
0.9949 |
0.0375 |
3.6% |
0.0098 |
0.9% |
98% |
True |
False |
25,565 |
| 20 |
1.0517 |
0.9949 |
0.0569 |
5.5% |
0.0096 |
0.9% |
65% |
False |
False |
24,133 |
| 40 |
1.0908 |
0.9949 |
0.0960 |
9.3% |
0.0085 |
0.8% |
38% |
False |
False |
21,628 |
| 60 |
1.0967 |
0.9949 |
0.1019 |
9.9% |
0.0082 |
0.8% |
36% |
False |
False |
18,900 |
| 80 |
1.0972 |
0.9949 |
0.1024 |
9.9% |
0.0073 |
0.7% |
36% |
False |
False |
14,187 |
| 100 |
1.1045 |
0.9949 |
0.1097 |
10.6% |
0.0066 |
0.6% |
34% |
False |
False |
11,351 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1165 |
|
2.618 |
1.0842 |
|
1.618 |
1.0644 |
|
1.000 |
1.0522 |
|
0.618 |
1.0446 |
|
HIGH |
1.0324 |
|
0.618 |
1.0248 |
|
0.500 |
1.0225 |
|
0.382 |
1.0201 |
|
LOW |
1.0126 |
|
0.618 |
1.0003 |
|
1.000 |
0.9928 |
|
1.618 |
0.9805 |
|
2.618 |
0.9607 |
|
4.250 |
0.9284 |
|
|
| Fisher Pivots for day following 19-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0286 |
1.0263 |
| PP |
1.0255 |
1.0209 |
| S1 |
1.0225 |
1.0156 |
|