CME Swiss Franc Future September 2022
| Trading Metrics calculated at close of trading on 24-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2022 |
24-May-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0337 |
1.0434 |
0.0097 |
0.9% |
1.0051 |
| High |
1.0460 |
1.0520 |
0.0060 |
0.6% |
1.0394 |
| Low |
1.0337 |
1.0426 |
0.0089 |
0.9% |
1.0017 |
| Close |
1.0436 |
1.0485 |
0.0049 |
0.5% |
1.0325 |
| Range |
0.0123 |
0.0094 |
-0.0029 |
-23.6% |
0.0377 |
| ATR |
0.0086 |
0.0086 |
0.0001 |
0.7% |
0.0000 |
| Volume |
228 |
85 |
-143 |
-62.7% |
365 |
|
| Daily Pivots for day following 24-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0759 |
1.0716 |
1.0536 |
|
| R3 |
1.0665 |
1.0622 |
1.0510 |
|
| R2 |
1.0571 |
1.0571 |
1.0502 |
|
| R1 |
1.0528 |
1.0528 |
1.0493 |
1.0549 |
| PP |
1.0477 |
1.0477 |
1.0477 |
1.0488 |
| S1 |
1.0434 |
1.0434 |
1.0476 |
1.0455 |
| S2 |
1.0383 |
1.0383 |
1.0467 |
|
| S3 |
1.0289 |
1.0340 |
1.0459 |
|
| S4 |
1.0195 |
1.0246 |
1.0433 |
|
|
| 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 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0520 |
1.0099 |
0.0422 |
4.0% |
0.0116 |
1.1% |
92% |
True |
False |
123 |
| 10 |
1.0520 |
1.0017 |
0.0503 |
4.8% |
0.0095 |
0.9% |
93% |
True |
False |
79 |
| 20 |
1.0520 |
1.0017 |
0.0503 |
4.8% |
0.0086 |
0.8% |
93% |
True |
False |
59 |
| 40 |
1.0970 |
1.0017 |
0.0953 |
9.1% |
0.0069 |
0.7% |
49% |
False |
False |
40 |
| 60 |
1.1020 |
1.0017 |
0.1003 |
9.6% |
0.0057 |
0.5% |
47% |
False |
False |
30 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0920 |
|
2.618 |
1.0766 |
|
1.618 |
1.0672 |
|
1.000 |
1.0614 |
|
0.618 |
1.0578 |
|
HIGH |
1.0520 |
|
0.618 |
1.0484 |
|
0.500 |
1.0473 |
|
0.382 |
1.0462 |
|
LOW |
1.0426 |
|
0.618 |
1.0368 |
|
1.000 |
1.0332 |
|
1.618 |
1.0274 |
|
2.618 |
1.0180 |
|
4.250 |
1.0027 |
|
|
| Fisher Pivots for day following 24-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0481 |
1.0463 |
| PP |
1.0477 |
1.0442 |
| S1 |
1.0473 |
1.0421 |
|