CME Swiss Franc Future September 2022
| Trading Metrics calculated at close of trading on 08-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2022 |
08-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0352 |
1.0318 |
-0.0035 |
-0.3% |
1.0475 |
| High |
1.0381 |
1.0336 |
-0.0045 |
-0.4% |
1.0518 |
| Low |
1.0310 |
1.0256 |
-0.0054 |
-0.5% |
1.0256 |
| Close |
1.0313 |
1.0283 |
-0.0030 |
-0.3% |
1.0283 |
| Range |
0.0071 |
0.0080 |
0.0009 |
12.7% |
0.0262 |
| ATR |
0.0106 |
0.0104 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
19,929 |
31,516 |
11,587 |
58.1% |
108,772 |
|
| Daily Pivots for day following 08-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0532 |
1.0487 |
1.0327 |
|
| R3 |
1.0452 |
1.0407 |
1.0305 |
|
| R2 |
1.0372 |
1.0372 |
1.0297 |
|
| R1 |
1.0327 |
1.0327 |
1.0290 |
1.0309 |
| PP |
1.0292 |
1.0292 |
1.0292 |
1.0283 |
| S1 |
1.0247 |
1.0247 |
1.0275 |
1.0229 |
| S2 |
1.0212 |
1.0212 |
1.0268 |
|
| S3 |
1.0132 |
1.0167 |
1.0261 |
|
| S4 |
1.0052 |
1.0087 |
1.0239 |
|
|
| Weekly Pivots for week ending 08-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1137 |
1.0971 |
1.0426 |
|
| R3 |
1.0875 |
1.0710 |
1.0354 |
|
| R2 |
1.0614 |
1.0614 |
1.0330 |
|
| R1 |
1.0448 |
1.0448 |
1.0306 |
1.0400 |
| PP |
1.0352 |
1.0352 |
1.0352 |
1.0328 |
| S1 |
1.0187 |
1.0187 |
1.0259 |
1.0139 |
| S2 |
1.0091 |
1.0091 |
1.0235 |
|
| S3 |
0.9829 |
0.9925 |
1.0211 |
|
| S4 |
0.9568 |
0.9664 |
1.0139 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0532 |
1.0256 |
0.0276 |
2.7% |
0.0099 |
1.0% |
10% |
False |
True |
28,633 |
| 10 |
1.0591 |
1.0256 |
0.0335 |
3.3% |
0.0093 |
0.9% |
8% |
False |
True |
29,409 |
| 20 |
1.0591 |
1.0024 |
0.0568 |
5.5% |
0.0120 |
1.2% |
46% |
False |
False |
31,102 |
| 40 |
1.0591 |
1.0017 |
0.0574 |
5.6% |
0.0101 |
1.0% |
46% |
False |
False |
16,906 |
| 60 |
1.0860 |
1.0017 |
0.0843 |
8.2% |
0.0091 |
0.9% |
31% |
False |
False |
11,282 |
| 80 |
1.0970 |
1.0017 |
0.0953 |
9.3% |
0.0078 |
0.8% |
28% |
False |
False |
8,465 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0676 |
|
2.618 |
1.0545 |
|
1.618 |
1.0465 |
|
1.000 |
1.0416 |
|
0.618 |
1.0385 |
|
HIGH |
1.0336 |
|
0.618 |
1.0305 |
|
0.500 |
1.0296 |
|
0.382 |
1.0287 |
|
LOW |
1.0256 |
|
0.618 |
1.0207 |
|
1.000 |
1.0176 |
|
1.618 |
1.0127 |
|
2.618 |
1.0047 |
|
4.250 |
0.9916 |
|
|
| Fisher Pivots for day following 08-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0296 |
1.0325 |
| PP |
1.0292 |
1.0311 |
| S1 |
1.0287 |
1.0297 |
|