CME Swiss Franc Future September 2022
| Trading Metrics calculated at close of trading on 02-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2022 |
02-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0541 |
1.0563 |
0.0022 |
0.2% |
1.0449 |
| High |
1.0585 |
1.0607 |
0.0022 |
0.2% |
1.0563 |
| Low |
1.0523 |
1.0480 |
-0.0043 |
-0.4% |
1.0380 |
| Close |
1.0559 |
1.0486 |
-0.0073 |
-0.7% |
1.0543 |
| Range |
0.0062 |
0.0127 |
0.0065 |
105.7% |
0.0183 |
| ATR |
0.0090 |
0.0093 |
0.0003 |
2.8% |
0.0000 |
| Volume |
22,930 |
28,535 |
5,605 |
24.4% |
150,238 |
|
| Daily Pivots for day following 02-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0904 |
1.0821 |
1.0556 |
|
| R3 |
1.0777 |
1.0695 |
1.0521 |
|
| R2 |
1.0651 |
1.0651 |
1.0509 |
|
| R1 |
1.0568 |
1.0568 |
1.0498 |
1.0546 |
| PP |
1.0524 |
1.0524 |
1.0524 |
1.0513 |
| S1 |
1.0442 |
1.0442 |
1.0474 |
1.0420 |
| S2 |
1.0398 |
1.0398 |
1.0463 |
|
| S3 |
1.0271 |
1.0315 |
1.0451 |
|
| S4 |
1.0145 |
1.0189 |
1.0416 |
|
|
| Weekly Pivots for week ending 29-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1044 |
1.0977 |
1.0644 |
|
| R3 |
1.0861 |
1.0794 |
1.0593 |
|
| R2 |
1.0678 |
1.0678 |
1.0577 |
|
| R1 |
1.0611 |
1.0611 |
1.0560 |
1.0644 |
| PP |
1.0495 |
1.0495 |
1.0495 |
1.0512 |
| S1 |
1.0428 |
1.0428 |
1.0526 |
1.0461 |
| S2 |
1.0312 |
1.0312 |
1.0509 |
|
| S3 |
1.0129 |
1.0245 |
1.0493 |
|
| S4 |
0.9946 |
1.0062 |
1.0442 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0607 |
1.0395 |
0.0212 |
2.0% |
0.0095 |
0.9% |
43% |
True |
False |
31,610 |
| 10 |
1.0607 |
1.0300 |
0.0307 |
2.9% |
0.0086 |
0.8% |
61% |
True |
False |
27,998 |
| 20 |
1.0607 |
1.0165 |
0.0442 |
4.2% |
0.0085 |
0.8% |
73% |
True |
False |
26,563 |
| 40 |
1.0607 |
1.0024 |
0.0583 |
5.6% |
0.0104 |
1.0% |
79% |
True |
False |
28,143 |
| 60 |
1.0607 |
1.0017 |
0.0590 |
5.6% |
0.0094 |
0.9% |
80% |
True |
False |
18,900 |
| 80 |
1.0860 |
1.0017 |
0.0843 |
8.0% |
0.0088 |
0.8% |
56% |
False |
False |
14,180 |
| 100 |
1.0970 |
1.0017 |
0.0953 |
9.1% |
0.0078 |
0.7% |
49% |
False |
False |
11,347 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1144 |
|
2.618 |
1.0938 |
|
1.618 |
1.0811 |
|
1.000 |
1.0733 |
|
0.618 |
1.0685 |
|
HIGH |
1.0607 |
|
0.618 |
1.0558 |
|
0.500 |
1.0543 |
|
0.382 |
1.0528 |
|
LOW |
1.0480 |
|
0.618 |
1.0402 |
|
1.000 |
1.0354 |
|
1.618 |
1.0275 |
|
2.618 |
1.0149 |
|
4.250 |
0.9942 |
|
|
| Fisher Pivots for day following 02-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0543 |
1.0534 |
| PP |
1.0524 |
1.0518 |
| S1 |
1.0505 |
1.0502 |
|