CME Swiss Franc Future September 2022
| Trading Metrics calculated at close of trading on 01-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2022 |
01-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0533 |
1.0528 |
-0.0005 |
0.0% |
1.0490 |
| High |
1.0550 |
1.0532 |
-0.0018 |
-0.2% |
1.0591 |
| Low |
1.0467 |
1.0426 |
-0.0042 |
-0.4% |
1.0426 |
| Close |
1.0544 |
1.0475 |
-0.0069 |
-0.7% |
1.0475 |
| Range |
0.0083 |
0.0107 |
0.0024 |
28.3% |
0.0166 |
| ATR |
0.0106 |
0.0107 |
0.0001 |
0.8% |
0.0000 |
| Volume |
38,000 |
34,397 |
-3,603 |
-9.5% |
153,553 |
|
| Daily Pivots for day following 01-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0797 |
1.0742 |
1.0533 |
|
| R3 |
1.0690 |
1.0636 |
1.0504 |
|
| R2 |
1.0584 |
1.0584 |
1.0494 |
|
| R1 |
1.0529 |
1.0529 |
1.0484 |
1.0503 |
| PP |
1.0477 |
1.0477 |
1.0477 |
1.0464 |
| S1 |
1.0423 |
1.0423 |
1.0465 |
1.0397 |
| S2 |
1.0371 |
1.0371 |
1.0455 |
|
| S3 |
1.0264 |
1.0316 |
1.0445 |
|
| S4 |
1.0158 |
1.0210 |
1.0416 |
|
|
| Weekly Pivots for week ending 01-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0994 |
1.0900 |
1.0566 |
|
| R3 |
1.0828 |
1.0734 |
1.0520 |
|
| R2 |
1.0663 |
1.0663 |
1.0505 |
|
| R1 |
1.0569 |
1.0569 |
1.0490 |
1.0533 |
| PP |
1.0497 |
1.0497 |
1.0497 |
1.0479 |
| S1 |
1.0403 |
1.0403 |
1.0459 |
1.0367 |
| S2 |
1.0332 |
1.0332 |
1.0444 |
|
| S3 |
1.0166 |
1.0238 |
1.0429 |
|
| S4 |
1.0001 |
1.0072 |
1.0383 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0591 |
1.0426 |
0.0166 |
1.6% |
0.0085 |
0.8% |
30% |
False |
True |
30,710 |
| 10 |
1.0591 |
1.0339 |
0.0253 |
2.4% |
0.0101 |
1.0% |
54% |
False |
False |
30,126 |
| 20 |
1.0591 |
1.0024 |
0.0568 |
5.4% |
0.0119 |
1.1% |
79% |
False |
False |
28,027 |
| 40 |
1.0591 |
1.0017 |
0.0574 |
5.5% |
0.0099 |
0.9% |
80% |
False |
False |
14,194 |
| 60 |
1.0860 |
1.0017 |
0.0843 |
8.0% |
0.0086 |
0.8% |
54% |
False |
False |
9,469 |
| 80 |
1.0970 |
1.0017 |
0.0953 |
9.1% |
0.0075 |
0.7% |
48% |
False |
False |
7,106 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0985 |
|
2.618 |
1.0811 |
|
1.618 |
1.0704 |
|
1.000 |
1.0639 |
|
0.618 |
1.0598 |
|
HIGH |
1.0532 |
|
0.618 |
1.0491 |
|
0.500 |
1.0479 |
|
0.382 |
1.0466 |
|
LOW |
1.0426 |
|
0.618 |
1.0360 |
|
1.000 |
1.0319 |
|
1.618 |
1.0253 |
|
2.618 |
1.0147 |
|
4.250 |
0.9973 |
|
|
| Fisher Pivots for day following 01-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0479 |
1.0508 |
| PP |
1.0477 |
1.0497 |
| S1 |
1.0476 |
1.0486 |
|