CME Swiss Franc Future September 2022
| Trading Metrics calculated at close of trading on 05-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2022 |
05-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0528 |
1.0475 |
-0.0053 |
-0.5% |
1.0490 |
| High |
1.0532 |
1.0518 |
-0.0015 |
-0.1% |
1.0591 |
| Low |
1.0426 |
1.0358 |
-0.0068 |
-0.6% |
1.0426 |
| Close |
1.0475 |
1.0380 |
-0.0095 |
-0.9% |
1.0475 |
| Range |
0.0107 |
0.0160 |
0.0053 |
49.8% |
0.0166 |
| ATR |
0.0107 |
0.0111 |
0.0004 |
3.5% |
0.0000 |
| Volume |
34,397 |
34,996 |
599 |
1.7% |
153,553 |
|
| Daily Pivots for day following 05-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0897 |
1.0798 |
1.0468 |
|
| R3 |
1.0738 |
1.0639 |
1.0424 |
|
| R2 |
1.0578 |
1.0578 |
1.0409 |
|
| R1 |
1.0479 |
1.0479 |
1.0395 |
1.0449 |
| PP |
1.0419 |
1.0419 |
1.0419 |
1.0403 |
| S1 |
1.0320 |
1.0320 |
1.0365 |
1.0289 |
| S2 |
1.0259 |
1.0259 |
1.0351 |
|
| S3 |
1.0100 |
1.0160 |
1.0336 |
|
| S4 |
0.9940 |
1.0001 |
1.0292 |
|
|
| Weekly Pivots for week ending 01-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0994 |
1.0900 |
1.0566 |
|
| R3 |
1.0828 |
1.0734 |
1.0520 |
|
| R2 |
1.0663 |
1.0663 |
1.0505 |
|
| R1 |
1.0569 |
1.0569 |
1.0490 |
1.0533 |
| PP |
1.0497 |
1.0497 |
1.0497 |
1.0479 |
| S1 |
1.0403 |
1.0403 |
1.0459 |
1.0367 |
| S2 |
1.0332 |
1.0332 |
1.0444 |
|
| S3 |
1.0166 |
1.0238 |
1.0429 |
|
| S4 |
1.0001 |
1.0072 |
1.0383 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0591 |
1.0358 |
0.0233 |
2.2% |
0.0100 |
1.0% |
9% |
False |
True |
33,754 |
| 10 |
1.0591 |
1.0356 |
0.0236 |
2.3% |
0.0105 |
1.0% |
10% |
False |
False |
30,274 |
| 20 |
1.0591 |
1.0024 |
0.0568 |
5.5% |
0.0122 |
1.2% |
63% |
False |
False |
29,723 |
| 40 |
1.0591 |
1.0017 |
0.0574 |
5.5% |
0.0099 |
1.0% |
63% |
False |
False |
15,068 |
| 60 |
1.0860 |
1.0017 |
0.0843 |
8.1% |
0.0088 |
0.9% |
43% |
False |
False |
10,052 |
| 80 |
1.0970 |
1.0017 |
0.0953 |
9.2% |
0.0077 |
0.7% |
38% |
False |
False |
7,543 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1195 |
|
2.618 |
1.0935 |
|
1.618 |
1.0776 |
|
1.000 |
1.0677 |
|
0.618 |
1.0616 |
|
HIGH |
1.0518 |
|
0.618 |
1.0457 |
|
0.500 |
1.0438 |
|
0.382 |
1.0419 |
|
LOW |
1.0358 |
|
0.618 |
1.0259 |
|
1.000 |
1.0199 |
|
1.618 |
1.0100 |
|
2.618 |
0.9940 |
|
4.250 |
0.9680 |
|
|
| Fisher Pivots for day following 05-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0438 |
1.0454 |
| PP |
1.0419 |
1.0429 |
| S1 |
1.0399 |
1.0405 |
|