CME Swiss Franc Future June 2022
| Trading Metrics calculated at close of trading on 23-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2022 |
23-May-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0291 |
1.0270 |
-0.0021 |
-0.2% |
0.9987 |
| High |
1.0325 |
1.0398 |
0.0073 |
0.7% |
1.0325 |
| Low |
1.0252 |
1.0265 |
0.0013 |
0.1% |
0.9949 |
| Close |
1.0256 |
1.0367 |
0.0111 |
1.1% |
1.0256 |
| Range |
0.0073 |
0.0133 |
0.0060 |
81.5% |
0.0377 |
| ATR |
0.0095 |
0.0098 |
0.0003 |
3.5% |
0.0000 |
| Volume |
27,645 |
23,121 |
-4,524 |
-16.4% |
127,252 |
|
| Daily Pivots for day following 23-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0741 |
1.0686 |
1.0440 |
|
| R3 |
1.0608 |
1.0554 |
1.0403 |
|
| R2 |
1.0476 |
1.0476 |
1.0391 |
|
| R1 |
1.0421 |
1.0421 |
1.0379 |
1.0449 |
| PP |
1.0343 |
1.0343 |
1.0343 |
1.0357 |
| S1 |
1.0289 |
1.0289 |
1.0355 |
1.0316 |
| S2 |
1.0211 |
1.0211 |
1.0343 |
|
| S3 |
1.0078 |
1.0156 |
1.0331 |
|
| S4 |
0.9946 |
1.0024 |
1.0294 |
|
|
| 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 |
1.0398 |
0.9988 |
0.0410 |
4.0% |
0.0128 |
1.2% |
93% |
True |
False |
25,993 |
| 10 |
1.0398 |
0.9949 |
0.0449 |
4.3% |
0.0103 |
1.0% |
93% |
True |
False |
25,334 |
| 20 |
1.0478 |
0.9949 |
0.0530 |
5.1% |
0.0100 |
1.0% |
79% |
False |
False |
24,884 |
| 40 |
1.0908 |
0.9949 |
0.0960 |
9.3% |
0.0087 |
0.8% |
44% |
False |
False |
21,889 |
| 60 |
1.0967 |
0.9949 |
0.1019 |
9.8% |
0.0082 |
0.8% |
41% |
False |
False |
19,743 |
| 80 |
1.0972 |
0.9949 |
0.1024 |
9.9% |
0.0074 |
0.7% |
41% |
False |
False |
14,821 |
| 100 |
1.1045 |
0.9949 |
0.1097 |
10.6% |
0.0067 |
0.6% |
38% |
False |
False |
11,859 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0961 |
|
2.618 |
1.0744 |
|
1.618 |
1.0612 |
|
1.000 |
1.0530 |
|
0.618 |
1.0479 |
|
HIGH |
1.0398 |
|
0.618 |
1.0347 |
|
0.500 |
1.0331 |
|
0.382 |
1.0316 |
|
LOW |
1.0265 |
|
0.618 |
1.0183 |
|
1.000 |
1.0133 |
|
1.618 |
1.0051 |
|
2.618 |
0.9918 |
|
4.250 |
0.9702 |
|
|
| Fisher Pivots for day following 23-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0355 |
1.0332 |
| PP |
1.0343 |
1.0297 |
| S1 |
1.0331 |
1.0262 |
|