CME Swiss Franc Future September 2022
| Trading Metrics calculated at close of trading on 18-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2022 |
18-May-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0060 |
1.0099 |
0.0039 |
0.4% |
1.0178 |
| High |
1.0160 |
1.0210 |
0.0050 |
0.5% |
1.0210 |
| Low |
1.0060 |
1.0099 |
0.0039 |
0.4% |
1.0036 |
| Close |
1.0142 |
1.0207 |
0.0065 |
0.6% |
1.0052 |
| Range |
0.0100 |
0.0112 |
0.0012 |
11.5% |
0.0175 |
| ATR |
0.0072 |
0.0075 |
0.0003 |
3.9% |
0.0000 |
| Volume |
38 |
50 |
12 |
31.6% |
335 |
|
| Daily Pivots for day following 18-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0506 |
1.0468 |
1.0268 |
|
| R3 |
1.0395 |
1.0356 |
1.0237 |
|
| R2 |
1.0283 |
1.0283 |
1.0227 |
|
| R1 |
1.0245 |
1.0245 |
1.0217 |
1.0264 |
| PP |
1.0172 |
1.0172 |
1.0172 |
1.0181 |
| S1 |
1.0133 |
1.0133 |
1.0196 |
1.0153 |
| S2 |
1.0060 |
1.0060 |
1.0186 |
|
| S3 |
0.9949 |
1.0022 |
1.0176 |
|
| S4 |
0.9837 |
0.9910 |
1.0145 |
|
|
| 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 |
1.0684 |
|
2.618 |
1.0502 |
|
1.618 |
1.0390 |
|
1.000 |
1.0322 |
|
0.618 |
1.0279 |
|
HIGH |
1.0210 |
|
0.618 |
1.0167 |
|
0.500 |
1.0154 |
|
0.382 |
1.0141 |
|
LOW |
1.0099 |
|
0.618 |
1.0030 |
|
1.000 |
0.9987 |
|
1.618 |
0.9918 |
|
2.618 |
0.9807 |
|
4.250 |
0.9625 |
|
|
| Fisher Pivots for day following 18-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0189 |
1.0176 |
| PP |
1.0172 |
1.0145 |
| S1 |
1.0154 |
1.0114 |
|