CME Swiss Franc Future September 2022
| Trading Metrics calculated at close of trading on 20-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2022 |
20-May-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0209 |
1.0363 |
0.0154 |
1.5% |
1.0051 |
| High |
1.0390 |
1.0394 |
0.0004 |
0.0% |
1.0394 |
| Low |
1.0209 |
1.0321 |
0.0112 |
1.1% |
1.0017 |
| Close |
1.0386 |
1.0325 |
-0.0062 |
-0.6% |
1.0325 |
| Range |
0.0181 |
0.0073 |
-0.0109 |
-59.9% |
0.0377 |
| ATR |
0.0083 |
0.0082 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
166 |
86 |
-80 |
-48.2% |
365 |
|
| Daily Pivots for day following 20-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0564 |
1.0517 |
1.0364 |
|
| R3 |
1.0491 |
1.0444 |
1.0344 |
|
| R2 |
1.0419 |
1.0419 |
1.0338 |
|
| R1 |
1.0372 |
1.0372 |
1.0331 |
1.0359 |
| PP |
1.0346 |
1.0346 |
1.0346 |
1.0340 |
| S1 |
1.0299 |
1.0299 |
1.0318 |
1.0287 |
| S2 |
1.0274 |
1.0274 |
1.0311 |
|
| S3 |
1.0201 |
1.0227 |
1.0305 |
|
| S4 |
1.0129 |
1.0154 |
1.0285 |
|
|
| Weekly Pivots for week ending 20-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1375 |
1.1226 |
1.0532 |
|
| R3 |
1.0998 |
1.0850 |
1.0428 |
|
| R2 |
1.0622 |
1.0622 |
1.0394 |
|
| R1 |
1.0473 |
1.0473 |
1.0359 |
1.0547 |
| PP |
1.0245 |
1.0245 |
1.0245 |
1.0282 |
| S1 |
1.0097 |
1.0097 |
1.0290 |
1.0171 |
| S2 |
0.9869 |
0.9869 |
1.0255 |
|
| S3 |
0.9492 |
0.9720 |
1.0221 |
|
| S4 |
0.9116 |
0.9344 |
1.0117 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0702 |
|
2.618 |
1.0583 |
|
1.618 |
1.0511 |
|
1.000 |
1.0466 |
|
0.618 |
1.0438 |
|
HIGH |
1.0394 |
|
0.618 |
1.0366 |
|
0.500 |
1.0357 |
|
0.382 |
1.0349 |
|
LOW |
1.0321 |
|
0.618 |
1.0276 |
|
1.000 |
1.0249 |
|
1.618 |
1.0204 |
|
2.618 |
1.0131 |
|
4.250 |
1.0013 |
|
|
| Fisher Pivots for day following 20-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0357 |
1.0298 |
| PP |
1.0346 |
1.0272 |
| S1 |
1.0335 |
1.0246 |
|