CME Swiss Franc Future September 2022
| Trading Metrics calculated at close of trading on 11-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2022 |
11-May-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0156 |
1.0153 |
-0.0003 |
0.0% |
1.0375 |
| High |
1.0158 |
1.0210 |
0.0052 |
0.5% |
1.0380 |
| Low |
1.0130 |
1.0137 |
0.0007 |
0.1% |
1.0196 |
| Close |
1.0131 |
1.0155 |
0.0024 |
0.2% |
1.0207 |
| Range |
0.0028 |
0.0073 |
0.0045 |
160.7% |
0.0184 |
| ATR |
0.0068 |
0.0069 |
0.0001 |
1.2% |
0.0000 |
| Volume |
14 |
49 |
35 |
250.0% |
126 |
|
| Daily Pivots for day following 11-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0386 |
1.0343 |
1.0195 |
|
| R3 |
1.0313 |
1.0270 |
1.0175 |
|
| R2 |
1.0240 |
1.0240 |
1.0168 |
|
| R1 |
1.0197 |
1.0197 |
1.0161 |
1.0219 |
| PP |
1.0167 |
1.0167 |
1.0167 |
1.0178 |
| S1 |
1.0124 |
1.0124 |
1.0148 |
1.0146 |
| S2 |
1.0094 |
1.0094 |
1.0141 |
|
| S3 |
1.0021 |
1.0051 |
1.0134 |
|
| S4 |
0.9948 |
0.9978 |
1.0114 |
|
|
| Weekly Pivots for week ending 06-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0813 |
1.0694 |
1.0308 |
|
| R3 |
1.0629 |
1.0510 |
1.0258 |
|
| R2 |
1.0445 |
1.0445 |
1.0241 |
|
| R1 |
1.0326 |
1.0326 |
1.0224 |
1.0294 |
| PP |
1.0261 |
1.0261 |
1.0261 |
1.0245 |
| S1 |
1.0142 |
1.0142 |
1.0190 |
1.0110 |
| S2 |
1.0077 |
1.0077 |
1.0173 |
|
| S3 |
0.9893 |
0.9958 |
1.0156 |
|
| S4 |
0.9709 |
0.9774 |
1.0106 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0520 |
|
2.618 |
1.0401 |
|
1.618 |
1.0328 |
|
1.000 |
1.0283 |
|
0.618 |
1.0255 |
|
HIGH |
1.0210 |
|
0.618 |
1.0182 |
|
0.500 |
1.0174 |
|
0.382 |
1.0165 |
|
LOW |
1.0137 |
|
0.618 |
1.0092 |
|
1.000 |
1.0064 |
|
1.618 |
1.0019 |
|
2.618 |
0.9946 |
|
4.250 |
0.9827 |
|
|
| Fisher Pivots for day following 11-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0174 |
1.0170 |
| PP |
1.0167 |
1.0165 |
| S1 |
1.0161 |
1.0160 |
|