CME Swiss Franc Future September 2022
| Trading Metrics calculated at close of trading on 20-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2022 |
20-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0276 |
1.0371 |
0.0095 |
0.9% |
1.0290 |
| High |
1.0407 |
1.0381 |
-0.0026 |
-0.2% |
1.0303 |
| Low |
1.0264 |
1.0317 |
0.0054 |
0.5% |
1.0165 |
| Close |
1.0368 |
1.0333 |
-0.0035 |
-0.3% |
1.0273 |
| Range |
0.0143 |
0.0064 |
-0.0080 |
-55.6% |
0.0138 |
| ATR |
0.0099 |
0.0096 |
-0.0003 |
-2.5% |
0.0000 |
| Volume |
26,289 |
22,619 |
-3,670 |
-14.0% |
129,545 |
|
| Daily Pivots for day following 20-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0534 |
1.0497 |
1.0367 |
|
| R3 |
1.0470 |
1.0433 |
1.0350 |
|
| R2 |
1.0407 |
1.0407 |
1.0344 |
|
| R1 |
1.0370 |
1.0370 |
1.0338 |
1.0357 |
| PP |
1.0343 |
1.0343 |
1.0343 |
1.0337 |
| S1 |
1.0306 |
1.0306 |
1.0327 |
1.0293 |
| S2 |
1.0280 |
1.0280 |
1.0321 |
|
| S3 |
1.0216 |
1.0243 |
1.0315 |
|
| S4 |
1.0153 |
1.0179 |
1.0298 |
|
|
| Weekly Pivots for week ending 15-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0661 |
1.0605 |
1.0348 |
|
| R3 |
1.0523 |
1.0467 |
1.0310 |
|
| R2 |
1.0385 |
1.0385 |
1.0298 |
|
| R1 |
1.0329 |
1.0329 |
1.0285 |
1.0288 |
| PP |
1.0247 |
1.0247 |
1.0247 |
1.0226 |
| S1 |
1.0191 |
1.0191 |
1.0260 |
1.0150 |
| S2 |
1.0109 |
1.0109 |
1.0247 |
|
| S3 |
0.9971 |
1.0053 |
1.0235 |
|
| S4 |
0.9833 |
0.9915 |
1.0197 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0407 |
1.0165 |
0.0242 |
2.3% |
0.0092 |
0.9% |
69% |
False |
False |
24,164 |
| 10 |
1.0407 |
1.0165 |
0.0242 |
2.3% |
0.0083 |
0.8% |
69% |
False |
False |
25,156 |
| 20 |
1.0591 |
1.0165 |
0.0426 |
4.1% |
0.0093 |
0.9% |
39% |
False |
False |
27,215 |
| 40 |
1.0591 |
1.0024 |
0.0568 |
5.5% |
0.0100 |
1.0% |
54% |
False |
False |
21,897 |
| 60 |
1.0591 |
1.0017 |
0.0574 |
5.6% |
0.0093 |
0.9% |
55% |
False |
False |
14,613 |
| 80 |
1.0970 |
1.0017 |
0.0953 |
9.2% |
0.0083 |
0.8% |
33% |
False |
False |
10,965 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0650 |
|
2.618 |
1.0547 |
|
1.618 |
1.0483 |
|
1.000 |
1.0444 |
|
0.618 |
1.0420 |
|
HIGH |
1.0381 |
|
0.618 |
1.0356 |
|
0.500 |
1.0349 |
|
0.382 |
1.0341 |
|
LOW |
1.0317 |
|
0.618 |
1.0278 |
|
1.000 |
1.0254 |
|
1.618 |
1.0214 |
|
2.618 |
1.0151 |
|
4.250 |
1.0047 |
|
|
| Fisher Pivots for day following 20-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0349 |
1.0334 |
| PP |
1.0343 |
1.0334 |
| S1 |
1.0338 |
1.0333 |
|