CME Swiss Franc Future September 2022
| Trading Metrics calculated at close of trading on 16-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2022 |
16-May-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0053 |
1.0051 |
-0.0002 |
0.0% |
1.0178 |
| High |
1.0089 |
1.0070 |
-0.0019 |
-0.2% |
1.0210 |
| Low |
1.0036 |
1.0017 |
-0.0019 |
-0.2% |
1.0036 |
| Close |
1.0052 |
1.0066 |
0.0014 |
0.1% |
1.0052 |
| Range |
0.0053 |
0.0053 |
0.0000 |
0.0% |
0.0175 |
| ATR |
0.0071 |
0.0070 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
33 |
25 |
-8 |
-24.2% |
335 |
|
| Daily Pivots for day following 16-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0210 |
1.0191 |
1.0095 |
|
| R3 |
1.0157 |
1.0138 |
1.0081 |
|
| R2 |
1.0104 |
1.0104 |
1.0076 |
|
| R1 |
1.0085 |
1.0085 |
1.0071 |
1.0095 |
| PP |
1.0051 |
1.0051 |
1.0051 |
1.0056 |
| S1 |
1.0032 |
1.0032 |
1.0061 |
1.0042 |
| S2 |
0.9998 |
0.9998 |
1.0056 |
|
| S3 |
0.9945 |
0.9979 |
1.0051 |
|
| S4 |
0.9892 |
0.9926 |
1.0037 |
|
|
| Weekly Pivots for week ending 13-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0623 |
1.0512 |
1.0148 |
|
| R3 |
1.0448 |
1.0337 |
1.0100 |
|
| R2 |
1.0274 |
1.0274 |
1.0084 |
|
| R1 |
1.0163 |
1.0163 |
1.0068 |
1.0131 |
| PP |
1.0099 |
1.0099 |
1.0099 |
1.0083 |
| S1 |
0.9988 |
0.9988 |
1.0036 |
0.9957 |
| S2 |
0.9925 |
0.9925 |
1.0020 |
|
| S3 |
0.9750 |
0.9814 |
1.0004 |
|
| S4 |
0.9576 |
0.9639 |
0.9956 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0295 |
|
2.618 |
1.0209 |
|
1.618 |
1.0156 |
|
1.000 |
1.0123 |
|
0.618 |
1.0103 |
|
HIGH |
1.0070 |
|
0.618 |
1.0050 |
|
0.500 |
1.0044 |
|
0.382 |
1.0037 |
|
LOW |
1.0017 |
|
0.618 |
0.9984 |
|
1.000 |
0.9964 |
|
1.618 |
0.9931 |
|
2.618 |
0.9878 |
|
4.250 |
0.9792 |
|
|
| Fisher Pivots for day following 16-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0059 |
1.0072 |
| PP |
1.0051 |
1.0070 |
| S1 |
1.0044 |
1.0068 |
|