CME Swiss Franc Future September 2022
| Trading Metrics calculated at close of trading on 03-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2022 |
03-May-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0375 |
1.0316 |
-0.0059 |
-0.6% |
1.0560 |
| High |
1.0375 |
1.0377 |
0.0002 |
0.0% |
1.0565 |
| Low |
1.0308 |
1.0298 |
-0.0010 |
-0.1% |
1.0339 |
| Close |
1.0308 |
1.0308 |
0.0001 |
0.0% |
1.0391 |
| Range |
0.0067 |
0.0079 |
0.0012 |
17.9% |
0.0226 |
| ATR |
0.0061 |
0.0062 |
0.0001 |
2.1% |
0.0000 |
| Volume |
9 |
15 |
6 |
66.7% |
69 |
|
| Daily Pivots for day following 03-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0564 |
1.0515 |
1.0351 |
|
| R3 |
1.0485 |
1.0436 |
1.0330 |
|
| R2 |
1.0406 |
1.0406 |
1.0322 |
|
| R1 |
1.0357 |
1.0357 |
1.0315 |
1.0342 |
| PP |
1.0327 |
1.0327 |
1.0327 |
1.0320 |
| S1 |
1.0278 |
1.0278 |
1.0301 |
1.0263 |
| S2 |
1.0248 |
1.0248 |
1.0294 |
|
| S3 |
1.0169 |
1.0199 |
1.0286 |
|
| S4 |
1.0090 |
1.0120 |
1.0265 |
|
|
| Weekly Pivots for week ending 29-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1110 |
1.0976 |
1.0515 |
|
| R3 |
1.0884 |
1.0750 |
1.0453 |
|
| R2 |
1.0658 |
1.0658 |
1.0432 |
|
| R1 |
1.0524 |
1.0524 |
1.0412 |
1.0478 |
| PP |
1.0432 |
1.0432 |
1.0432 |
1.0409 |
| S1 |
1.0298 |
1.0298 |
1.0370 |
1.0252 |
| S2 |
1.0206 |
1.0206 |
1.0350 |
|
| S3 |
0.9980 |
1.0072 |
1.0329 |
|
| S4 |
0.9754 |
0.9846 |
1.0267 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0712 |
|
2.618 |
1.0583 |
|
1.618 |
1.0504 |
|
1.000 |
1.0456 |
|
0.618 |
1.0425 |
|
HIGH |
1.0377 |
|
0.618 |
1.0346 |
|
0.500 |
1.0337 |
|
0.382 |
1.0328 |
|
LOW |
1.0298 |
|
0.618 |
1.0249 |
|
1.000 |
1.0219 |
|
1.618 |
1.0170 |
|
2.618 |
1.0091 |
|
4.250 |
0.9962 |
|
|
| Fisher Pivots for day following 03-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0337 |
1.0365 |
| PP |
1.0327 |
1.0346 |
| S1 |
1.0318 |
1.0327 |
|