CME Swiss Franc Future September 2022
| Trading Metrics calculated at close of trading on 17-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2022 |
17-May-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0051 |
1.0060 |
0.0009 |
0.1% |
1.0178 |
| High |
1.0070 |
1.0160 |
0.0090 |
0.9% |
1.0210 |
| Low |
1.0017 |
1.0060 |
0.0043 |
0.4% |
1.0036 |
| Close |
1.0066 |
1.0142 |
0.0076 |
0.8% |
1.0052 |
| Range |
0.0053 |
0.0100 |
0.0047 |
88.7% |
0.0175 |
| ATR |
0.0070 |
0.0072 |
0.0002 |
3.1% |
0.0000 |
| Volume |
25 |
38 |
13 |
52.0% |
335 |
|
| Daily Pivots for day following 17-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0421 |
1.0381 |
1.0197 |
|
| R3 |
1.0321 |
1.0281 |
1.0169 |
|
| R2 |
1.0221 |
1.0221 |
1.0160 |
|
| R1 |
1.0181 |
1.0181 |
1.0151 |
1.0201 |
| PP |
1.0121 |
1.0121 |
1.0121 |
1.0130 |
| S1 |
1.0081 |
1.0081 |
1.0132 |
1.0101 |
| S2 |
1.0021 |
1.0021 |
1.0123 |
|
| S3 |
0.9921 |
0.9981 |
1.0114 |
|
| S4 |
0.9821 |
0.9881 |
1.0087 |
|
|
| 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 |
1.0585 |
|
2.618 |
1.0422 |
|
1.618 |
1.0322 |
|
1.000 |
1.0260 |
|
0.618 |
1.0222 |
|
HIGH |
1.0160 |
|
0.618 |
1.0122 |
|
0.500 |
1.0110 |
|
0.382 |
1.0098 |
|
LOW |
1.0060 |
|
0.618 |
0.9998 |
|
1.000 |
0.9960 |
|
1.618 |
0.9898 |
|
2.618 |
0.9798 |
|
4.250 |
0.9635 |
|
|
| Fisher Pivots for day following 17-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0131 |
1.0124 |
| PP |
1.0121 |
1.0106 |
| S1 |
1.0110 |
1.0089 |
|