CME Swiss Franc Future September 2022
Trading Metrics calculated at close of trading on 07-Jul-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2022 |
07-Jul-2022 |
Change |
Change % |
Previous Week |
Open |
1.0377 |
1.0352 |
-0.0025 |
-0.2% |
1.0490 |
High |
1.0395 |
1.0381 |
-0.0014 |
-0.1% |
1.0591 |
Low |
1.0316 |
1.0310 |
-0.0007 |
-0.1% |
1.0426 |
Close |
1.0349 |
1.0313 |
-0.0037 |
-0.4% |
1.0475 |
Range |
0.0079 |
0.0071 |
-0.0008 |
-9.6% |
0.0166 |
ATR |
0.0108 |
0.0106 |
-0.0003 |
-2.5% |
0.0000 |
Volume |
22,331 |
19,929 |
-2,402 |
-10.8% |
153,553 |
|
Daily Pivots for day following 07-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0547 |
1.0501 |
1.0352 |
|
R3 |
1.0476 |
1.0430 |
1.0332 |
|
R2 |
1.0405 |
1.0405 |
1.0326 |
|
R1 |
1.0359 |
1.0359 |
1.0319 |
1.0347 |
PP |
1.0334 |
1.0334 |
1.0334 |
1.0328 |
S1 |
1.0288 |
1.0288 |
1.0306 |
1.0276 |
S2 |
1.0263 |
1.0263 |
1.0299 |
|
S3 |
1.0192 |
1.0217 |
1.0293 |
|
S4 |
1.0121 |
1.0146 |
1.0273 |
|
|
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 |
1.0550 |
1.0310 |
0.0241 |
2.3% |
0.0100 |
1.0% |
1% |
False |
True |
29,930 |
10 |
1.0591 |
1.0310 |
0.0282 |
2.7% |
0.0098 |
0.9% |
1% |
False |
True |
28,911 |
20 |
1.0591 |
1.0024 |
0.0568 |
5.5% |
0.0120 |
1.2% |
51% |
False |
False |
30,815 |
40 |
1.0591 |
1.0017 |
0.0574 |
5.6% |
0.0100 |
1.0% |
51% |
False |
False |
16,119 |
60 |
1.0860 |
1.0017 |
0.0843 |
8.2% |
0.0090 |
0.9% |
35% |
False |
False |
10,756 |
80 |
1.0970 |
1.0017 |
0.0953 |
9.2% |
0.0078 |
0.8% |
31% |
False |
False |
8,071 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0682 |
2.618 |
1.0566 |
1.618 |
1.0495 |
1.000 |
1.0452 |
0.618 |
1.0424 |
HIGH |
1.0381 |
0.618 |
1.0353 |
0.500 |
1.0345 |
0.382 |
1.0337 |
LOW |
1.0310 |
0.618 |
1.0266 |
1.000 |
1.0239 |
1.618 |
1.0195 |
2.618 |
1.0124 |
4.250 |
1.0008 |
|
|
Fisher Pivots for day following 07-Jul-2022 |
Pivot |
1 day |
3 day |
R1 |
1.0345 |
1.0414 |
PP |
1.0334 |
1.0380 |
S1 |
1.0323 |
1.0346 |
|