CME Swiss Franc Future June 2022
| Trading Metrics calculated at close of trading on 26-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2022 |
26-May-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0420 |
1.0402 |
-0.0018 |
-0.2% |
0.9987 |
| High |
1.0423 |
1.0442 |
0.0020 |
0.2% |
1.0325 |
| Low |
1.0378 |
1.0389 |
0.0012 |
0.1% |
0.9949 |
| Close |
1.0406 |
1.0430 |
0.0025 |
0.2% |
1.0256 |
| Range |
0.0045 |
0.0053 |
0.0008 |
17.8% |
0.0377 |
| ATR |
0.0095 |
0.0092 |
-0.0003 |
-3.1% |
0.0000 |
| Volume |
22,960 |
16,590 |
-6,370 |
-27.7% |
127,252 |
|
| Daily Pivots for day following 26-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0579 |
1.0558 |
1.0459 |
|
| R3 |
1.0526 |
1.0505 |
1.0445 |
|
| R2 |
1.0473 |
1.0473 |
1.0440 |
|
| R1 |
1.0452 |
1.0452 |
1.0435 |
1.0463 |
| PP |
1.0420 |
1.0420 |
1.0420 |
1.0426 |
| S1 |
1.0399 |
1.0399 |
1.0425 |
1.0410 |
| S2 |
1.0367 |
1.0367 |
1.0420 |
|
| S3 |
1.0314 |
1.0346 |
1.0415 |
|
| S4 |
1.0261 |
1.0293 |
1.0401 |
|
|
| 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 |
1.0252 |
0.0202 |
1.9% |
0.0081 |
0.8% |
88% |
False |
False |
22,772 |
| 10 |
1.0454 |
0.9949 |
0.0506 |
4.8% |
0.0095 |
0.9% |
95% |
False |
False |
23,347 |
| 20 |
1.0454 |
0.9949 |
0.0506 |
4.8% |
0.0098 |
0.9% |
95% |
False |
False |
24,526 |
| 40 |
1.0908 |
0.9949 |
0.0960 |
9.2% |
0.0085 |
0.8% |
50% |
False |
False |
21,847 |
| 60 |
1.0961 |
0.9949 |
0.1013 |
9.7% |
0.0081 |
0.8% |
48% |
False |
False |
20,761 |
| 80 |
1.0972 |
0.9949 |
0.1024 |
9.8% |
0.0075 |
0.7% |
47% |
False |
False |
15,610 |
| 100 |
1.1045 |
0.9949 |
0.1097 |
10.5% |
0.0068 |
0.7% |
44% |
False |
False |
12,490 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0667 |
|
2.618 |
1.0581 |
|
1.618 |
1.0528 |
|
1.000 |
1.0495 |
|
0.618 |
1.0475 |
|
HIGH |
1.0442 |
|
0.618 |
1.0422 |
|
0.500 |
1.0416 |
|
0.382 |
1.0409 |
|
LOW |
1.0389 |
|
0.618 |
1.0356 |
|
1.000 |
1.0336 |
|
1.618 |
1.0303 |
|
2.618 |
1.0250 |
|
4.250 |
1.0164 |
|
|
| Fisher Pivots for day following 26-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0425 |
1.0421 |
| PP |
1.0420 |
1.0412 |
| S1 |
1.0416 |
1.0402 |
|