CME Swiss Franc Future June 2022
| Trading Metrics calculated at close of trading on 25-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2022 |
25-May-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0365 |
1.0420 |
0.0055 |
0.5% |
0.9987 |
| High |
1.0454 |
1.0423 |
-0.0032 |
-0.3% |
1.0325 |
| Low |
1.0351 |
1.0378 |
0.0027 |
0.3% |
0.9949 |
| Close |
1.0416 |
1.0406 |
-0.0011 |
-0.1% |
1.0256 |
| Range |
0.0104 |
0.0045 |
-0.0059 |
-56.5% |
0.0377 |
| ATR |
0.0099 |
0.0095 |
-0.0004 |
-3.9% |
0.0000 |
| Volume |
23,545 |
22,960 |
-585 |
-2.5% |
127,252 |
|
| Daily Pivots for day following 25-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0537 |
1.0516 |
1.0430 |
|
| R3 |
1.0492 |
1.0471 |
1.0418 |
|
| R2 |
1.0447 |
1.0447 |
1.0414 |
|
| R1 |
1.0426 |
1.0426 |
1.0410 |
1.0414 |
| PP |
1.0402 |
1.0402 |
1.0402 |
1.0396 |
| S1 |
1.0381 |
1.0381 |
1.0401 |
1.0369 |
| S2 |
1.0357 |
1.0357 |
1.0397 |
|
| S3 |
1.0312 |
1.0336 |
1.0393 |
|
| S4 |
1.0267 |
1.0291 |
1.0381 |
|
|
| 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 |
1.0126 |
0.0329 |
3.2% |
0.0110 |
1.1% |
85% |
False |
False |
25,076 |
| 10 |
1.0454 |
0.9949 |
0.0506 |
4.9% |
0.0102 |
1.0% |
90% |
False |
False |
24,179 |
| 20 |
1.0454 |
0.9949 |
0.0506 |
4.9% |
0.0099 |
1.0% |
90% |
False |
False |
24,951 |
| 40 |
1.0908 |
0.9949 |
0.0960 |
9.2% |
0.0086 |
0.8% |
48% |
False |
False |
22,072 |
| 60 |
1.0961 |
0.9949 |
0.1013 |
9.7% |
0.0082 |
0.8% |
45% |
False |
False |
20,499 |
| 80 |
1.0972 |
0.9949 |
0.1024 |
9.8% |
0.0074 |
0.7% |
45% |
False |
False |
15,403 |
| 100 |
1.1045 |
0.9949 |
0.1097 |
10.5% |
0.0068 |
0.7% |
42% |
False |
False |
12,324 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0614 |
|
2.618 |
1.0540 |
|
1.618 |
1.0495 |
|
1.000 |
1.0468 |
|
0.618 |
1.0450 |
|
HIGH |
1.0423 |
|
0.618 |
1.0405 |
|
0.500 |
1.0400 |
|
0.382 |
1.0395 |
|
LOW |
1.0378 |
|
0.618 |
1.0350 |
|
1.000 |
1.0333 |
|
1.618 |
1.0305 |
|
2.618 |
1.0260 |
|
4.250 |
1.0186 |
|
|
| Fisher Pivots for day following 25-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0404 |
1.0390 |
| PP |
1.0402 |
1.0375 |
| S1 |
1.0400 |
1.0360 |
|