CME Swiss Franc Future September 2022
| Trading Metrics calculated at close of trading on 06-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2022 |
06-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0475 |
1.0377 |
-0.0099 |
-0.9% |
1.0490 |
| High |
1.0518 |
1.0395 |
-0.0123 |
-1.2% |
1.0591 |
| Low |
1.0358 |
1.0316 |
-0.0042 |
-0.4% |
1.0426 |
| Close |
1.0380 |
1.0349 |
-0.0031 |
-0.3% |
1.0475 |
| Range |
0.0160 |
0.0079 |
-0.0081 |
-50.8% |
0.0166 |
| ATR |
0.0111 |
0.0108 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
34,996 |
22,331 |
-12,665 |
-36.2% |
153,553 |
|
| Daily Pivots for day following 06-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0589 |
1.0547 |
1.0392 |
|
| R3 |
1.0510 |
1.0469 |
1.0371 |
|
| R2 |
1.0432 |
1.0432 |
1.0363 |
|
| R1 |
1.0390 |
1.0390 |
1.0356 |
1.0372 |
| PP |
1.0353 |
1.0353 |
1.0353 |
1.0344 |
| S1 |
1.0312 |
1.0312 |
1.0342 |
1.0293 |
| S2 |
1.0275 |
1.0275 |
1.0335 |
|
| S3 |
1.0196 |
1.0233 |
1.0327 |
|
| S4 |
1.0118 |
1.0155 |
1.0306 |
|
|
| 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 |
1.0316 |
0.0275 |
2.7% |
0.0104 |
1.0% |
12% |
False |
True |
32,712 |
| 10 |
1.0591 |
1.0316 |
0.0275 |
2.7% |
0.0103 |
1.0% |
12% |
False |
True |
29,275 |
| 20 |
1.0591 |
1.0024 |
0.0568 |
5.5% |
0.0120 |
1.2% |
57% |
False |
False |
30,488 |
| 40 |
1.0591 |
1.0017 |
0.0574 |
5.5% |
0.0099 |
1.0% |
58% |
False |
False |
15,626 |
| 60 |
1.0860 |
1.0017 |
0.0843 |
8.1% |
0.0089 |
0.9% |
39% |
False |
False |
10,424 |
| 80 |
1.0970 |
1.0017 |
0.0953 |
9.2% |
0.0078 |
0.7% |
35% |
False |
False |
7,822 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0728 |
|
2.618 |
1.0600 |
|
1.618 |
1.0522 |
|
1.000 |
1.0473 |
|
0.618 |
1.0443 |
|
HIGH |
1.0395 |
|
0.618 |
1.0365 |
|
0.500 |
1.0355 |
|
0.382 |
1.0346 |
|
LOW |
1.0316 |
|
0.618 |
1.0267 |
|
1.000 |
1.0238 |
|
1.618 |
1.0189 |
|
2.618 |
1.0110 |
|
4.250 |
0.9982 |
|
|
| Fisher Pivots for day following 06-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0355 |
1.0424 |
| PP |
1.0353 |
1.0399 |
| S1 |
1.0351 |
1.0374 |
|