CME Swiss Franc Future June 2022
| Trading Metrics calculated at close of trading on 24-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2022 |
24-May-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0270 |
1.0365 |
0.0095 |
0.9% |
0.9987 |
| High |
1.0398 |
1.0454 |
0.0057 |
0.5% |
1.0325 |
| Low |
1.0265 |
1.0351 |
0.0086 |
0.8% |
0.9949 |
| Close |
1.0367 |
1.0416 |
0.0049 |
0.5% |
1.0256 |
| Range |
0.0133 |
0.0104 |
-0.0029 |
-21.9% |
0.0377 |
| ATR |
0.0098 |
0.0099 |
0.0000 |
0.4% |
0.0000 |
| Volume |
23,121 |
23,545 |
424 |
1.8% |
127,252 |
|
| Daily Pivots for day following 24-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0717 |
1.0670 |
1.0473 |
|
| R3 |
1.0614 |
1.0567 |
1.0444 |
|
| R2 |
1.0510 |
1.0510 |
1.0435 |
|
| R1 |
1.0463 |
1.0463 |
1.0425 |
1.0487 |
| PP |
1.0407 |
1.0407 |
1.0407 |
1.0419 |
| S1 |
1.0360 |
1.0360 |
1.0407 |
1.0383 |
| S2 |
1.0303 |
1.0303 |
1.0397 |
|
| S3 |
1.0200 |
1.0256 |
1.0388 |
|
| S4 |
1.0096 |
1.0153 |
1.0359 |
|
|
| 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 |
1.0454 |
1.0026 |
0.0428 |
4.1% |
0.0127 |
1.2% |
91% |
True |
False |
26,220 |
| 10 |
1.0454 |
0.9949 |
0.0506 |
4.9% |
0.0106 |
1.0% |
92% |
True |
False |
25,381 |
| 20 |
1.0454 |
0.9949 |
0.0506 |
4.9% |
0.0101 |
1.0% |
92% |
True |
False |
25,239 |
| 40 |
1.0908 |
0.9949 |
0.0960 |
9.2% |
0.0087 |
0.8% |
49% |
False |
False |
22,033 |
| 60 |
1.0967 |
0.9949 |
0.1019 |
9.8% |
0.0082 |
0.8% |
46% |
False |
False |
20,127 |
| 80 |
1.0972 |
0.9949 |
0.1024 |
9.8% |
0.0075 |
0.7% |
46% |
False |
False |
15,116 |
| 100 |
1.1045 |
0.9949 |
0.1097 |
10.5% |
0.0068 |
0.7% |
43% |
False |
False |
12,094 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0894 |
|
2.618 |
1.0725 |
|
1.618 |
1.0621 |
|
1.000 |
1.0558 |
|
0.618 |
1.0518 |
|
HIGH |
1.0454 |
|
0.618 |
1.0414 |
|
0.500 |
1.0402 |
|
0.382 |
1.0390 |
|
LOW |
1.0351 |
|
0.618 |
1.0287 |
|
1.000 |
1.0247 |
|
1.618 |
1.0183 |
|
2.618 |
1.0080 |
|
4.250 |
0.9911 |
|
|
| Fisher Pivots for day following 24-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0411 |
1.0395 |
| PP |
1.0407 |
1.0374 |
| S1 |
1.0402 |
1.0353 |
|