CME Swiss Franc Future September 2022
| Trading Metrics calculated at close of trading on 26-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2022 |
26-May-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0489 |
1.0473 |
-0.0017 |
-0.2% |
1.0051 |
| High |
1.0490 |
1.0505 |
0.0016 |
0.1% |
1.0394 |
| Low |
1.0449 |
1.0471 |
0.0023 |
0.2% |
1.0017 |
| Close |
1.0473 |
1.0497 |
0.0025 |
0.2% |
1.0325 |
| Range |
0.0041 |
0.0034 |
-0.0007 |
-17.1% |
0.0377 |
| ATR |
0.0083 |
0.0080 |
-0.0004 |
-4.2% |
0.0000 |
| Volume |
130 |
76 |
-54 |
-41.5% |
365 |
|
| Daily Pivots for day following 26-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0593 |
1.0579 |
1.0516 |
|
| R3 |
1.0559 |
1.0545 |
1.0506 |
|
| R2 |
1.0525 |
1.0525 |
1.0503 |
|
| R1 |
1.0511 |
1.0511 |
1.0500 |
1.0518 |
| PP |
1.0491 |
1.0491 |
1.0491 |
1.0495 |
| S1 |
1.0477 |
1.0477 |
1.0494 |
1.0484 |
| S2 |
1.0457 |
1.0457 |
1.0491 |
|
| S3 |
1.0423 |
1.0443 |
1.0488 |
|
| S4 |
1.0389 |
1.0409 |
1.0478 |
|
|
| 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 |
1.0321 |
0.0199 |
1.9% |
0.0073 |
0.7% |
88% |
False |
False |
121 |
| 10 |
1.0520 |
1.0017 |
0.0503 |
4.8% |
0.0086 |
0.8% |
95% |
False |
False |
91 |
| 20 |
1.0520 |
1.0017 |
0.0503 |
4.8% |
0.0082 |
0.8% |
95% |
False |
False |
68 |
| 40 |
1.0970 |
1.0017 |
0.0953 |
9.1% |
0.0068 |
0.6% |
50% |
False |
False |
43 |
| 60 |
1.1007 |
1.0017 |
0.0990 |
9.4% |
0.0058 |
0.6% |
48% |
False |
False |
33 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0650 |
|
2.618 |
1.0594 |
|
1.618 |
1.0560 |
|
1.000 |
1.0539 |
|
0.618 |
1.0526 |
|
HIGH |
1.0505 |
|
0.618 |
1.0492 |
|
0.500 |
1.0488 |
|
0.382 |
1.0484 |
|
LOW |
1.0471 |
|
0.618 |
1.0450 |
|
1.000 |
1.0437 |
|
1.618 |
1.0416 |
|
2.618 |
1.0382 |
|
4.250 |
1.0327 |
|
|
| Fisher Pivots for day following 26-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0494 |
1.0489 |
| PP |
1.0491 |
1.0481 |
| S1 |
1.0488 |
1.0473 |
|