CME Swiss Franc Future December 2022
| Trading Metrics calculated at close of trading on 04-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2022 |
04-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0559 |
1.0540 |
-0.0019 |
-0.2% |
1.0512 |
| High |
1.0559 |
1.0596 |
0.0037 |
0.4% |
1.0640 |
| Low |
1.0476 |
1.0540 |
0.0064 |
0.6% |
1.0476 |
| Close |
1.0508 |
1.0593 |
0.0085 |
0.8% |
1.0624 |
| Range |
0.0083 |
0.0056 |
-0.0027 |
-32.5% |
0.0164 |
| ATR |
0.0072 |
0.0073 |
0.0001 |
1.6% |
0.0000 |
| Volume |
34 |
71 |
37 |
108.8% |
113 |
|
| Daily Pivots for day following 04-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0744 |
1.0724 |
1.0623 |
|
| R3 |
1.0688 |
1.0668 |
1.0608 |
|
| R2 |
1.0632 |
1.0632 |
1.0603 |
|
| R1 |
1.0612 |
1.0612 |
1.0598 |
1.0622 |
| PP |
1.0576 |
1.0576 |
1.0576 |
1.0581 |
| S1 |
1.0556 |
1.0556 |
1.0587 |
1.0566 |
| S2 |
1.0520 |
1.0520 |
1.0582 |
|
| S3 |
1.0464 |
1.0500 |
1.0577 |
|
| S4 |
1.0408 |
1.0444 |
1.0562 |
|
|
| 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 |
1.0834 |
|
2.618 |
1.0743 |
|
1.618 |
1.0687 |
|
1.000 |
1.0652 |
|
0.618 |
1.0631 |
|
HIGH |
1.0596 |
|
0.618 |
1.0575 |
|
0.500 |
1.0568 |
|
0.382 |
1.0561 |
|
LOW |
1.0540 |
|
0.618 |
1.0505 |
|
1.000 |
1.0484 |
|
1.618 |
1.0449 |
|
2.618 |
1.0393 |
|
4.250 |
1.0302 |
|
|
| Fisher Pivots for day following 04-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0584 |
1.0587 |
| PP |
1.0576 |
1.0582 |
| S1 |
1.0568 |
1.0577 |
|