CME Swiss Franc Future December 2022
| Trading Metrics calculated at close of trading on 15-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2022 |
15-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0272 |
1.0310 |
0.0038 |
0.4% |
1.0342 |
| High |
1.0311 |
1.0373 |
0.0062 |
0.6% |
1.0380 |
| Low |
1.0272 |
1.0299 |
0.0027 |
0.3% |
1.0272 |
| Close |
1.0311 |
1.0359 |
0.0049 |
0.5% |
1.0359 |
| Range |
0.0039 |
0.0074 |
0.0035 |
90.9% |
0.0108 |
| ATR |
0.0074 |
0.0074 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
1 |
9 |
8 |
800.0% |
25 |
|
| Daily Pivots for day following 15-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0564 |
1.0535 |
1.0399 |
|
| R3 |
1.0491 |
1.0462 |
1.0379 |
|
| R2 |
1.0417 |
1.0417 |
1.0372 |
|
| R1 |
1.0388 |
1.0388 |
1.0366 |
1.0403 |
| PP |
1.0344 |
1.0344 |
1.0344 |
1.0351 |
| S1 |
1.0315 |
1.0315 |
1.0352 |
1.0329 |
| S2 |
1.0270 |
1.0270 |
1.0346 |
|
| S3 |
1.0197 |
1.0241 |
1.0339 |
|
| S4 |
1.0123 |
1.0168 |
1.0319 |
|
|
| Weekly Pivots for week ending 15-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0661 |
1.0618 |
1.0418 |
|
| R3 |
1.0553 |
1.0510 |
1.0389 |
|
| R2 |
1.0445 |
1.0445 |
1.0379 |
|
| R1 |
1.0402 |
1.0402 |
1.0369 |
1.0424 |
| PP |
1.0337 |
1.0337 |
1.0337 |
1.0348 |
| S1 |
1.0294 |
1.0294 |
1.0349 |
1.0316 |
| S2 |
1.0229 |
1.0229 |
1.0339 |
|
| S3 |
1.0121 |
1.0186 |
1.0329 |
|
| S4 |
1.0013 |
1.0078 |
1.0300 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0685 |
|
2.618 |
1.0565 |
|
1.618 |
1.0491 |
|
1.000 |
1.0446 |
|
0.618 |
1.0418 |
|
HIGH |
1.0373 |
|
0.618 |
1.0344 |
|
0.500 |
1.0336 |
|
0.382 |
1.0327 |
|
LOW |
1.0299 |
|
0.618 |
1.0254 |
|
1.000 |
1.0226 |
|
1.618 |
1.0180 |
|
2.618 |
1.0107 |
|
4.250 |
0.9987 |
|
|
| Fisher Pivots for day following 15-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0351 |
1.0348 |
| PP |
1.0344 |
1.0337 |
| S1 |
1.0336 |
1.0326 |
|