CME Swiss Franc Future September 2022
| Trading Metrics calculated at close of trading on 11-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2022 |
11-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0318 |
1.0290 |
-0.0028 |
-0.3% |
1.0475 |
| High |
1.0336 |
1.0292 |
-0.0044 |
-0.4% |
1.0518 |
| Low |
1.0256 |
1.0210 |
-0.0047 |
-0.5% |
1.0256 |
| Close |
1.0283 |
1.0255 |
-0.0028 |
-0.3% |
1.0283 |
| Range |
0.0080 |
0.0083 |
0.0003 |
3.1% |
0.0262 |
| ATR |
0.0104 |
0.0102 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
31,516 |
22,373 |
-9,143 |
-29.0% |
108,772 |
|
| Daily Pivots for day following 11-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0500 |
1.0460 |
1.0300 |
|
| R3 |
1.0417 |
1.0377 |
1.0277 |
|
| R2 |
1.0335 |
1.0335 |
1.0270 |
|
| R1 |
1.0295 |
1.0295 |
1.0262 |
1.0273 |
| PP |
1.0252 |
1.0252 |
1.0252 |
1.0241 |
| S1 |
1.0212 |
1.0212 |
1.0247 |
1.0191 |
| S2 |
1.0170 |
1.0170 |
1.0239 |
|
| S3 |
1.0087 |
1.0130 |
1.0232 |
|
| S4 |
1.0005 |
1.0047 |
1.0209 |
|
|
| Weekly Pivots for week ending 08-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1137 |
1.0971 |
1.0426 |
|
| R3 |
1.0875 |
1.0710 |
1.0354 |
|
| R2 |
1.0614 |
1.0614 |
1.0330 |
|
| R1 |
1.0448 |
1.0448 |
1.0306 |
1.0400 |
| PP |
1.0352 |
1.0352 |
1.0352 |
1.0328 |
| S1 |
1.0187 |
1.0187 |
1.0259 |
1.0139 |
| S2 |
1.0091 |
1.0091 |
1.0235 |
|
| S3 |
0.9829 |
0.9925 |
1.0211 |
|
| S4 |
0.9568 |
0.9664 |
1.0139 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0518 |
1.0210 |
0.0308 |
3.0% |
0.0094 |
0.9% |
15% |
False |
True |
26,229 |
| 10 |
1.0591 |
1.0210 |
0.0382 |
3.7% |
0.0090 |
0.9% |
12% |
False |
True |
28,469 |
| 20 |
1.0591 |
1.0024 |
0.0568 |
5.5% |
0.0120 |
1.2% |
41% |
False |
False |
30,751 |
| 40 |
1.0591 |
1.0017 |
0.0574 |
5.6% |
0.0102 |
1.0% |
41% |
False |
False |
17,464 |
| 60 |
1.0817 |
1.0017 |
0.0800 |
7.8% |
0.0091 |
0.9% |
30% |
False |
False |
11,654 |
| 80 |
1.0970 |
1.0017 |
0.0953 |
9.3% |
0.0079 |
0.8% |
25% |
False |
False |
8,744 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0643 |
|
2.618 |
1.0508 |
|
1.618 |
1.0425 |
|
1.000 |
1.0375 |
|
0.618 |
1.0343 |
|
HIGH |
1.0292 |
|
0.618 |
1.0260 |
|
0.500 |
1.0251 |
|
0.382 |
1.0241 |
|
LOW |
1.0210 |
|
0.618 |
1.0159 |
|
1.000 |
1.0127 |
|
1.618 |
1.0076 |
|
2.618 |
0.9994 |
|
4.250 |
0.9859 |
|
|
| Fisher Pivots for day following 11-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0253 |
1.0295 |
| PP |
1.0252 |
1.0282 |
| S1 |
1.0251 |
1.0268 |
|