CME Swiss Franc Future December 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 |
1.0670 |
1.0559 |
-0.0111 |
-1.0% |
1.0512 |
| High |
1.0678 |
1.0559 |
-0.0119 |
-1.1% |
1.0640 |
| Low |
1.0567 |
1.0476 |
-0.0091 |
-0.9% |
1.0476 |
| Close |
1.0567 |
1.0508 |
-0.0059 |
-0.6% |
1.0624 |
| Range |
0.0111 |
0.0083 |
-0.0028 |
-25.2% |
0.0164 |
| ATR |
0.0071 |
0.0072 |
0.0001 |
2.1% |
0.0000 |
| Volume |
73 |
34 |
-39 |
-53.4% |
113 |
|
| Daily Pivots for day following 03-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0763 |
1.0719 |
1.0554 |
|
| R3 |
1.0680 |
1.0636 |
1.0531 |
|
| R2 |
1.0597 |
1.0597 |
1.0523 |
|
| R1 |
1.0553 |
1.0553 |
1.0516 |
1.0534 |
| PP |
1.0514 |
1.0514 |
1.0514 |
1.0505 |
| S1 |
1.0470 |
1.0470 |
1.0500 |
1.0451 |
| S2 |
1.0431 |
1.0431 |
1.0493 |
|
| S3 |
1.0348 |
1.0387 |
1.0485 |
|
| S4 |
1.0265 |
1.0304 |
1.0462 |
|
|
| Weekly Pivots for week ending 29-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1072 |
1.1012 |
1.0714 |
|
| R3 |
1.0908 |
1.0848 |
1.0669 |
|
| R2 |
1.0744 |
1.0744 |
1.0654 |
|
| R1 |
1.0684 |
1.0684 |
1.0639 |
1.0714 |
| PP |
1.0580 |
1.0580 |
1.0580 |
1.0595 |
| S1 |
1.0520 |
1.0520 |
1.0609 |
1.0550 |
| S2 |
1.0416 |
1.0416 |
1.0594 |
|
| S3 |
1.0252 |
1.0356 |
1.0579 |
|
| S4 |
1.0088 |
1.0192 |
1.0534 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0912 |
|
2.618 |
1.0776 |
|
1.618 |
1.0693 |
|
1.000 |
1.0642 |
|
0.618 |
1.0610 |
|
HIGH |
1.0559 |
|
0.618 |
1.0527 |
|
0.500 |
1.0518 |
|
0.382 |
1.0508 |
|
LOW |
1.0476 |
|
0.618 |
1.0425 |
|
1.000 |
1.0393 |
|
1.618 |
1.0342 |
|
2.618 |
1.0259 |
|
4.250 |
1.0123 |
|
|
| Fisher Pivots for day following 03-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0518 |
1.0577 |
| PP |
1.0514 |
1.0554 |
| S1 |
1.0511 |
1.0531 |
|