CME Swiss Franc Future December 2022
| Trading Metrics calculated at close of trading on 05-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2022 |
05-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0540 |
1.0558 |
0.0018 |
0.2% |
1.0614 |
| High |
1.0596 |
1.0595 |
-0.0001 |
0.0% |
1.0678 |
| Low |
1.0540 |
1.0487 |
-0.0053 |
-0.5% |
1.0476 |
| Close |
1.0593 |
1.0514 |
-0.0079 |
-0.7% |
1.0514 |
| Range |
0.0056 |
0.0108 |
0.0052 |
92.9% |
0.0202 |
| ATR |
0.0073 |
0.0076 |
0.0002 |
3.4% |
0.0000 |
| Volume |
71 |
55 |
-16 |
-22.5% |
309 |
|
| Daily Pivots for day following 05-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0856 |
1.0793 |
1.0573 |
|
| R3 |
1.0748 |
1.0685 |
1.0544 |
|
| R2 |
1.0640 |
1.0640 |
1.0534 |
|
| R1 |
1.0577 |
1.0577 |
1.0524 |
1.0555 |
| PP |
1.0532 |
1.0532 |
1.0532 |
1.0521 |
| S1 |
1.0469 |
1.0469 |
1.0504 |
1.0447 |
| S2 |
1.0424 |
1.0424 |
1.0494 |
|
| S3 |
1.0316 |
1.0361 |
1.0484 |
|
| S4 |
1.0208 |
1.0253 |
1.0455 |
|
|
| Weekly Pivots for week ending 05-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1162 |
1.1040 |
1.0625 |
|
| R3 |
1.0960 |
1.0838 |
1.0570 |
|
| R2 |
1.0758 |
1.0758 |
1.0551 |
|
| R1 |
1.0636 |
1.0636 |
1.0533 |
1.0596 |
| PP |
1.0556 |
1.0556 |
1.0556 |
1.0536 |
| S1 |
1.0434 |
1.0434 |
1.0495 |
1.0394 |
| S2 |
1.0354 |
1.0354 |
1.0477 |
|
| S3 |
1.0152 |
1.0232 |
1.0458 |
|
| S4 |
0.9950 |
1.0030 |
1.0403 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0678 |
1.0476 |
0.0202 |
1.9% |
0.0081 |
0.8% |
19% |
False |
False |
61 |
| 10 |
1.0678 |
1.0476 |
0.0203 |
1.9% |
0.0066 |
0.6% |
19% |
False |
False |
42 |
| 20 |
1.0678 |
1.0272 |
0.0406 |
3.9% |
0.0061 |
0.6% |
60% |
False |
False |
32 |
| 40 |
1.0678 |
1.0130 |
0.0548 |
5.2% |
0.0069 |
0.7% |
70% |
False |
False |
36 |
| 60 |
1.0678 |
1.0114 |
0.0565 |
5.4% |
0.0057 |
0.5% |
71% |
False |
False |
27 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1054 |
|
2.618 |
1.0878 |
|
1.618 |
1.0770 |
|
1.000 |
1.0703 |
|
0.618 |
1.0662 |
|
HIGH |
1.0595 |
|
0.618 |
1.0554 |
|
0.500 |
1.0541 |
|
0.382 |
1.0528 |
|
LOW |
1.0487 |
|
0.618 |
1.0420 |
|
1.000 |
1.0379 |
|
1.618 |
1.0312 |
|
2.618 |
1.0204 |
|
4.250 |
1.0028 |
|
|
| Fisher Pivots for day following 05-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0541 |
1.0536 |
| PP |
1.0532 |
1.0529 |
| S1 |
1.0523 |
1.0521 |
|