CME Swiss Franc Future September 2022
| Trading Metrics calculated at close of trading on 27-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2022 |
27-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0412 |
1.0426 |
0.0014 |
0.1% |
1.0293 |
| High |
1.0444 |
1.0486 |
0.0042 |
0.4% |
1.0462 |
| Low |
1.0380 |
1.0395 |
0.0016 |
0.1% |
1.0262 |
| Close |
1.0428 |
1.0470 |
0.0042 |
0.4% |
1.0422 |
| Range |
0.0064 |
0.0091 |
0.0027 |
41.4% |
0.0201 |
| ATR |
0.0092 |
0.0092 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
23,788 |
31,908 |
8,120 |
34.1% |
126,236 |
|
| Daily Pivots for day following 27-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0722 |
1.0686 |
1.0519 |
|
| R3 |
1.0631 |
1.0596 |
1.0494 |
|
| R2 |
1.0541 |
1.0541 |
1.0486 |
|
| R1 |
1.0505 |
1.0505 |
1.0478 |
1.0523 |
| PP |
1.0450 |
1.0450 |
1.0450 |
1.0459 |
| S1 |
1.0415 |
1.0415 |
1.0461 |
1.0432 |
| S2 |
1.0360 |
1.0360 |
1.0453 |
|
| S3 |
1.0269 |
1.0324 |
1.0445 |
|
| S4 |
1.0179 |
1.0234 |
1.0420 |
|
|
| 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 |
1.0486 |
1.0300 |
0.0186 |
1.8% |
0.0083 |
0.8% |
91% |
True |
False |
26,244 |
| 10 |
1.0486 |
1.0165 |
0.0321 |
3.1% |
0.0088 |
0.8% |
95% |
True |
False |
25,204 |
| 20 |
1.0591 |
1.0165 |
0.0426 |
4.1% |
0.0088 |
0.8% |
71% |
False |
False |
27,317 |
| 40 |
1.0591 |
1.0024 |
0.0568 |
5.4% |
0.0102 |
1.0% |
79% |
False |
False |
25,148 |
| 60 |
1.0591 |
1.0017 |
0.0574 |
5.5% |
0.0095 |
0.9% |
79% |
False |
False |
16,799 |
| 80 |
1.0942 |
1.0017 |
0.0925 |
8.8% |
0.0085 |
0.8% |
49% |
False |
False |
12,604 |
| 100 |
1.1007 |
1.0017 |
0.0990 |
9.5% |
0.0076 |
0.7% |
46% |
False |
False |
10,086 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0870 |
|
2.618 |
1.0722 |
|
1.618 |
1.0632 |
|
1.000 |
1.0576 |
|
0.618 |
1.0541 |
|
HIGH |
1.0486 |
|
0.618 |
1.0451 |
|
0.500 |
1.0440 |
|
0.382 |
1.0430 |
|
LOW |
1.0395 |
|
0.618 |
1.0339 |
|
1.000 |
1.0305 |
|
1.618 |
1.0249 |
|
2.618 |
1.0158 |
|
4.250 |
1.0010 |
|
|
| Fisher Pivots for day following 27-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0460 |
1.0457 |
| PP |
1.0450 |
1.0445 |
| S1 |
1.0440 |
1.0433 |
|