CME Swiss Franc Future December 2022
| Trading Metrics calculated at close of trading on 21-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2022 |
21-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0448 |
1.0398 |
-0.0050 |
-0.5% |
1.0342 |
| High |
1.0454 |
1.0452 |
-0.0003 |
0.0% |
1.0380 |
| Low |
1.0417 |
1.0392 |
-0.0025 |
-0.2% |
1.0272 |
| Close |
1.0417 |
1.0452 |
0.0035 |
0.3% |
1.0359 |
| Range |
0.0037 |
0.0060 |
0.0023 |
60.8% |
0.0108 |
| ATR |
0.0073 |
0.0072 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
10 |
31 |
21 |
210.0% |
25 |
|
| Daily Pivots for day following 21-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0610 |
1.0590 |
1.0484 |
|
| R3 |
1.0551 |
1.0531 |
1.0468 |
|
| R2 |
1.0491 |
1.0491 |
1.0462 |
|
| R1 |
1.0471 |
1.0471 |
1.0457 |
1.0481 |
| PP |
1.0432 |
1.0432 |
1.0432 |
1.0437 |
| S1 |
1.0412 |
1.0412 |
1.0446 |
1.0422 |
| S2 |
1.0372 |
1.0372 |
1.0441 |
|
| S3 |
1.0313 |
1.0352 |
1.0435 |
|
| S4 |
1.0253 |
1.0293 |
1.0419 |
|
|
| 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 |
1.0704 |
|
2.618 |
1.0607 |
|
1.618 |
1.0548 |
|
1.000 |
1.0511 |
|
0.618 |
1.0488 |
|
HIGH |
1.0452 |
|
0.618 |
1.0429 |
|
0.500 |
1.0422 |
|
0.382 |
1.0415 |
|
LOW |
1.0392 |
|
0.618 |
1.0355 |
|
1.000 |
1.0333 |
|
1.618 |
1.0296 |
|
2.618 |
1.0236 |
|
4.250 |
1.0139 |
|
|
| Fisher Pivots for day following 21-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0442 |
1.0440 |
| PP |
1.0432 |
1.0428 |
| S1 |
1.0422 |
1.0416 |
|