CME Swiss Franc Future September 2022
| Trading Metrics calculated at close of trading on 22-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2022 |
22-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0342 |
1.0390 |
0.0048 |
0.5% |
1.0293 |
| High |
1.0393 |
1.0462 |
0.0070 |
0.7% |
1.0462 |
| Low |
1.0300 |
1.0349 |
0.0049 |
0.5% |
1.0262 |
| Close |
1.0369 |
1.0422 |
0.0053 |
0.5% |
1.0422 |
| Range |
0.0093 |
0.0113 |
0.0021 |
22.2% |
0.0201 |
| ATR |
0.0096 |
0.0097 |
0.0001 |
1.3% |
0.0000 |
| Volume |
25,770 |
29,894 |
4,124 |
16.0% |
126,236 |
|
| Daily Pivots for day following 22-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0750 |
1.0699 |
1.0484 |
|
| R3 |
1.0637 |
1.0586 |
1.0453 |
|
| R2 |
1.0524 |
1.0524 |
1.0442 |
|
| R1 |
1.0473 |
1.0473 |
1.0432 |
1.0498 |
| PP |
1.0411 |
1.0411 |
1.0411 |
1.0424 |
| S1 |
1.0360 |
1.0360 |
1.0411 |
1.0385 |
| S2 |
1.0298 |
1.0298 |
1.0401 |
|
| S3 |
1.0185 |
1.0247 |
1.0390 |
|
| S4 |
1.0072 |
1.0134 |
1.0359 |
|
|
| Weekly Pivots for week ending 22-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0983 |
1.0903 |
1.0532 |
|
| R3 |
1.0783 |
1.0702 |
1.0477 |
|
| R2 |
1.0582 |
1.0582 |
1.0458 |
|
| R1 |
1.0502 |
1.0502 |
1.0440 |
1.0542 |
| PP |
1.0382 |
1.0382 |
1.0382 |
1.0402 |
| S1 |
1.0301 |
1.0301 |
1.0403 |
1.0342 |
| S2 |
1.0181 |
1.0181 |
1.0385 |
|
| S3 |
0.9981 |
1.0101 |
1.0366 |
|
| S4 |
0.9780 |
0.9900 |
1.0311 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0462 |
1.0262 |
0.0201 |
1.9% |
0.0095 |
0.9% |
80% |
True |
False |
25,247 |
| 10 |
1.0462 |
1.0165 |
0.0297 |
2.8% |
0.0089 |
0.9% |
86% |
True |
False |
25,578 |
| 20 |
1.0591 |
1.0165 |
0.0426 |
4.1% |
0.0091 |
0.9% |
60% |
False |
False |
27,493 |
| 40 |
1.0591 |
1.0024 |
0.0568 |
5.4% |
0.0100 |
1.0% |
70% |
False |
False |
23,281 |
| 60 |
1.0591 |
1.0017 |
0.0574 |
5.5% |
0.0095 |
0.9% |
70% |
False |
False |
15,540 |
| 80 |
1.0970 |
1.0017 |
0.0953 |
9.1% |
0.0085 |
0.8% |
42% |
False |
False |
11,661 |
| 100 |
1.1020 |
1.0017 |
0.1003 |
9.6% |
0.0074 |
0.7% |
40% |
False |
False |
9,330 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0942 |
|
2.618 |
1.0758 |
|
1.618 |
1.0645 |
|
1.000 |
1.0575 |
|
0.618 |
1.0532 |
|
HIGH |
1.0462 |
|
0.618 |
1.0419 |
|
0.500 |
1.0406 |
|
0.382 |
1.0392 |
|
LOW |
1.0349 |
|
0.618 |
1.0279 |
|
1.000 |
1.0236 |
|
1.618 |
1.0166 |
|
2.618 |
1.0053 |
|
4.250 |
0.9869 |
|
|
| Fisher Pivots for day following 22-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0416 |
1.0408 |
| PP |
1.0411 |
1.0395 |
| S1 |
1.0406 |
1.0381 |
|