CME Swiss Franc Future September 2022
| Trading Metrics calculated at close of trading on 31-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2022 |
31-May-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0506 |
1.0514 |
0.0008 |
0.1% |
1.0337 |
| High |
1.0548 |
1.0538 |
-0.0010 |
-0.1% |
1.0548 |
| Low |
1.0488 |
1.0466 |
-0.0022 |
-0.2% |
1.0337 |
| Close |
1.0514 |
1.0503 |
-0.0011 |
-0.1% |
1.0514 |
| Range |
0.0060 |
0.0072 |
0.0012 |
20.0% |
0.0211 |
| ATR |
0.0078 |
0.0078 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
681 |
2,813 |
2,132 |
313.1% |
1,200 |
|
| Daily Pivots for day following 31-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0718 |
1.0682 |
1.0542 |
|
| R3 |
1.0646 |
1.0610 |
1.0522 |
|
| R2 |
1.0574 |
1.0574 |
1.0516 |
|
| R1 |
1.0538 |
1.0538 |
1.0509 |
1.0520 |
| PP |
1.0502 |
1.0502 |
1.0502 |
1.0493 |
| S1 |
1.0466 |
1.0466 |
1.0496 |
1.0448 |
| S2 |
1.0430 |
1.0430 |
1.0489 |
|
| S3 |
1.0358 |
1.0394 |
1.0483 |
|
| S4 |
1.0286 |
1.0322 |
1.0463 |
|
|
| Weekly Pivots for week ending 27-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1099 |
1.1017 |
1.0630 |
|
| R3 |
1.0888 |
1.0806 |
1.0572 |
|
| R2 |
1.0677 |
1.0677 |
1.0552 |
|
| R1 |
1.0595 |
1.0595 |
1.0533 |
1.0636 |
| PP |
1.0466 |
1.0466 |
1.0466 |
1.0487 |
| S1 |
1.0384 |
1.0384 |
1.0494 |
1.0425 |
| S2 |
1.0255 |
1.0255 |
1.0475 |
|
| S3 |
1.0044 |
1.0173 |
1.0455 |
|
| S4 |
0.9833 |
0.9962 |
1.0397 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0548 |
1.0426 |
0.0122 |
1.2% |
0.0060 |
0.6% |
63% |
False |
False |
757 |
| 10 |
1.0548 |
1.0060 |
0.0488 |
4.6% |
0.0089 |
0.8% |
91% |
False |
False |
435 |
| 20 |
1.0548 |
1.0017 |
0.0531 |
5.1% |
0.0082 |
0.8% |
91% |
False |
False |
241 |
| 40 |
1.0920 |
1.0017 |
0.0903 |
8.6% |
0.0068 |
0.6% |
54% |
False |
False |
129 |
| 60 |
1.0970 |
1.0017 |
0.0953 |
9.1% |
0.0059 |
0.6% |
51% |
False |
False |
91 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0844 |
|
2.618 |
1.0726 |
|
1.618 |
1.0654 |
|
1.000 |
1.0610 |
|
0.618 |
1.0582 |
|
HIGH |
1.0538 |
|
0.618 |
1.0510 |
|
0.500 |
1.0502 |
|
0.382 |
1.0494 |
|
LOW |
1.0466 |
|
0.618 |
1.0422 |
|
1.000 |
1.0394 |
|
1.618 |
1.0350 |
|
2.618 |
1.0278 |
|
4.250 |
1.0160 |
|
|
| Fisher Pivots for day following 31-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0502 |
1.0507 |
| PP |
1.0502 |
1.0506 |
| S1 |
1.0502 |
1.0504 |
|