CME Swiss Franc Future September 2022
| Trading Metrics calculated at close of trading on 03-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2022 |
03-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0563 |
1.0480 |
-0.0083 |
-0.8% |
1.0449 |
| High |
1.0607 |
1.0516 |
-0.0091 |
-0.9% |
1.0563 |
| Low |
1.0480 |
1.0397 |
-0.0084 |
-0.8% |
1.0380 |
| Close |
1.0486 |
1.0426 |
-0.0060 |
-0.6% |
1.0543 |
| Range |
0.0127 |
0.0120 |
-0.0007 |
-5.5% |
0.0183 |
| ATR |
0.0093 |
0.0095 |
0.0002 |
2.0% |
0.0000 |
| Volume |
28,535 |
30,228 |
1,693 |
5.9% |
150,238 |
|
| Daily Pivots for day following 03-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0805 |
1.0735 |
1.0492 |
|
| R3 |
1.0685 |
1.0615 |
1.0459 |
|
| R2 |
1.0566 |
1.0566 |
1.0448 |
|
| R1 |
1.0496 |
1.0496 |
1.0437 |
1.0471 |
| PP |
1.0446 |
1.0446 |
1.0446 |
1.0434 |
| S1 |
1.0376 |
1.0376 |
1.0415 |
1.0352 |
| S2 |
1.0327 |
1.0327 |
1.0404 |
|
| S3 |
1.0207 |
1.0257 |
1.0393 |
|
| S4 |
1.0088 |
1.0137 |
1.0360 |
|
|
| 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 |
1.0397 |
0.0210 |
2.0% |
0.0101 |
1.0% |
14% |
False |
True |
31,274 |
| 10 |
1.0607 |
1.0300 |
0.0307 |
2.9% |
0.0092 |
0.9% |
41% |
False |
False |
28,759 |
| 20 |
1.0607 |
1.0165 |
0.0442 |
4.2% |
0.0088 |
0.8% |
59% |
False |
False |
26,957 |
| 40 |
1.0607 |
1.0024 |
0.0583 |
5.6% |
0.0104 |
1.0% |
69% |
False |
False |
28,723 |
| 60 |
1.0607 |
1.0017 |
0.0590 |
5.7% |
0.0095 |
0.9% |
69% |
False |
False |
19,403 |
| 80 |
1.0860 |
1.0017 |
0.0843 |
8.1% |
0.0089 |
0.9% |
49% |
False |
False |
14,558 |
| 100 |
1.0970 |
1.0017 |
0.0953 |
9.1% |
0.0080 |
0.8% |
43% |
False |
False |
11,649 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1024 |
|
2.618 |
1.0829 |
|
1.618 |
1.0709 |
|
1.000 |
1.0636 |
|
0.618 |
1.0590 |
|
HIGH |
1.0516 |
|
0.618 |
1.0470 |
|
0.500 |
1.0456 |
|
0.382 |
1.0442 |
|
LOW |
1.0397 |
|
0.618 |
1.0323 |
|
1.000 |
1.0277 |
|
1.618 |
1.0203 |
|
2.618 |
1.0084 |
|
4.250 |
0.9889 |
|
|
| Fisher Pivots for day following 03-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0456 |
1.0502 |
| PP |
1.0446 |
1.0476 |
| S1 |
1.0436 |
1.0451 |
|