CME Swiss Franc Future June 2022
| Trading Metrics calculated at close of trading on 20-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2022 |
20-May-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0130 |
1.0291 |
0.0161 |
1.6% |
0.9987 |
| High |
1.0324 |
1.0325 |
0.0002 |
0.0% |
1.0325 |
| Low |
1.0126 |
1.0252 |
0.0127 |
1.2% |
0.9949 |
| Close |
1.0317 |
1.0256 |
-0.0061 |
-0.6% |
1.0256 |
| Range |
0.0198 |
0.0073 |
-0.0125 |
-63.1% |
0.0377 |
| ATR |
0.0097 |
0.0095 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
28,109 |
27,645 |
-464 |
-1.7% |
127,252 |
|
| Daily Pivots for day following 20-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0497 |
1.0449 |
1.0296 |
|
| R3 |
1.0424 |
1.0376 |
1.0276 |
|
| R2 |
1.0351 |
1.0351 |
1.0269 |
|
| R1 |
1.0303 |
1.0303 |
1.0263 |
1.0291 |
| PP |
1.0278 |
1.0278 |
1.0278 |
1.0271 |
| S1 |
1.0230 |
1.0230 |
1.0249 |
1.0218 |
| S2 |
1.0205 |
1.0205 |
1.0243 |
|
| S3 |
1.0132 |
1.0157 |
1.0236 |
|
| S4 |
1.0059 |
1.0084 |
1.0216 |
|
|
| Weekly Pivots for week ending 20-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1306 |
1.1158 |
1.0463 |
|
| R3 |
1.0930 |
1.0781 |
1.0360 |
|
| R2 |
1.0553 |
1.0553 |
1.0325 |
|
| R1 |
1.0405 |
1.0405 |
1.0291 |
1.0479 |
| PP |
1.0177 |
1.0177 |
1.0177 |
1.0214 |
| S1 |
1.0028 |
1.0028 |
1.0221 |
1.0102 |
| S2 |
0.9800 |
0.9800 |
1.0187 |
|
| S3 |
0.9424 |
0.9652 |
1.0152 |
|
| S4 |
0.9047 |
0.9275 |
1.0049 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0325 |
0.9949 |
0.0377 |
3.7% |
0.0113 |
1.1% |
82% |
True |
False |
25,450 |
| 10 |
1.0325 |
0.9949 |
0.0377 |
3.7% |
0.0099 |
1.0% |
82% |
True |
False |
25,254 |
| 20 |
1.0498 |
0.9949 |
0.0550 |
5.4% |
0.0096 |
0.9% |
56% |
False |
False |
24,745 |
| 40 |
1.0908 |
0.9949 |
0.0960 |
9.4% |
0.0085 |
0.8% |
32% |
False |
False |
21,745 |
| 60 |
1.0967 |
0.9949 |
0.1019 |
9.9% |
0.0081 |
0.8% |
30% |
False |
False |
19,359 |
| 80 |
1.0972 |
0.9949 |
0.1024 |
10.0% |
0.0074 |
0.7% |
30% |
False |
False |
14,533 |
| 100 |
1.1045 |
0.9949 |
0.1097 |
10.7% |
0.0067 |
0.6% |
28% |
False |
False |
11,628 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0635 |
|
2.618 |
1.0516 |
|
1.618 |
1.0443 |
|
1.000 |
1.0398 |
|
0.618 |
1.0370 |
|
HIGH |
1.0325 |
|
0.618 |
1.0297 |
|
0.500 |
1.0289 |
|
0.382 |
1.0280 |
|
LOW |
1.0252 |
|
0.618 |
1.0207 |
|
1.000 |
1.0179 |
|
1.618 |
1.0134 |
|
2.618 |
1.0061 |
|
4.250 |
0.9942 |
|
|
| Fisher Pivots for day following 20-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0289 |
1.0229 |
| PP |
1.0278 |
1.0202 |
| S1 |
1.0267 |
1.0176 |
|