CME Swiss Franc Future September 2022
| Trading Metrics calculated at close of trading on 12-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2022 |
12-May-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0153 |
1.0126 |
-0.0027 |
-0.3% |
1.0375 |
| High |
1.0210 |
1.0126 |
-0.0084 |
-0.8% |
1.0380 |
| Low |
1.0137 |
1.0037 |
-0.0101 |
-1.0% |
1.0196 |
| Close |
1.0155 |
1.0037 |
-0.0118 |
-1.2% |
1.0207 |
| Range |
0.0073 |
0.0090 |
0.0017 |
22.6% |
0.0184 |
| ATR |
0.0069 |
0.0072 |
0.0004 |
5.1% |
0.0000 |
| Volume |
49 |
34 |
-15 |
-30.6% |
126 |
|
| Daily Pivots for day following 12-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0335 |
1.0275 |
1.0086 |
|
| R3 |
1.0245 |
1.0186 |
1.0061 |
|
| R2 |
1.0156 |
1.0156 |
1.0053 |
|
| R1 |
1.0096 |
1.0096 |
1.0045 |
1.0081 |
| PP |
1.0066 |
1.0066 |
1.0066 |
1.0059 |
| S1 |
1.0007 |
1.0007 |
1.0028 |
0.9992 |
| S2 |
0.9977 |
0.9977 |
1.0020 |
|
| S3 |
0.9887 |
0.9917 |
1.0012 |
|
| S4 |
0.9798 |
0.9828 |
0.9987 |
|
|
| 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 |
1.0506 |
|
2.618 |
1.0360 |
|
1.618 |
1.0271 |
|
1.000 |
1.0216 |
|
0.618 |
1.0181 |
|
HIGH |
1.0126 |
|
0.618 |
1.0092 |
|
0.500 |
1.0081 |
|
0.382 |
1.0071 |
|
LOW |
1.0037 |
|
0.618 |
0.9981 |
|
1.000 |
0.9947 |
|
1.618 |
0.9892 |
|
2.618 |
0.9802 |
|
4.250 |
0.9656 |
|
|
| Fisher Pivots for day following 12-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0081 |
1.0123 |
| PP |
1.0066 |
1.0094 |
| S1 |
1.0051 |
1.0065 |
|