CME Swiss Franc Future September 2022
| Trading Metrics calculated at close of trading on 12-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2022 |
12-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0290 |
1.0221 |
-0.0069 |
-0.7% |
1.0475 |
| High |
1.0292 |
1.0251 |
-0.0041 |
-0.4% |
1.0518 |
| Low |
1.0210 |
1.0194 |
-0.0016 |
-0.2% |
1.0256 |
| Close |
1.0255 |
1.0235 |
-0.0020 |
-0.2% |
1.0283 |
| Range |
0.0083 |
0.0058 |
-0.0025 |
-30.3% |
0.0262 |
| ATR |
0.0102 |
0.0099 |
-0.0003 |
-2.9% |
0.0000 |
| Volume |
22,373 |
23,007 |
634 |
2.8% |
108,772 |
|
| Daily Pivots for day following 12-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0399 |
1.0375 |
1.0267 |
|
| R3 |
1.0342 |
1.0317 |
1.0251 |
|
| R2 |
1.0284 |
1.0284 |
1.0246 |
|
| R1 |
1.0260 |
1.0260 |
1.0240 |
1.0272 |
| PP |
1.0227 |
1.0227 |
1.0227 |
1.0233 |
| S1 |
1.0202 |
1.0202 |
1.0230 |
1.0214 |
| S2 |
1.0169 |
1.0169 |
1.0224 |
|
| S3 |
1.0112 |
1.0145 |
1.0219 |
|
| S4 |
1.0054 |
1.0087 |
1.0203 |
|
|
| 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 |
1.0395 |
1.0194 |
0.0201 |
2.0% |
0.0074 |
0.7% |
21% |
False |
True |
23,831 |
| 10 |
1.0591 |
1.0194 |
0.0398 |
3.9% |
0.0087 |
0.8% |
10% |
False |
True |
28,793 |
| 20 |
1.0591 |
1.0024 |
0.0568 |
5.5% |
0.0116 |
1.1% |
37% |
False |
False |
30,472 |
| 40 |
1.0591 |
1.0017 |
0.0574 |
5.6% |
0.0101 |
1.0% |
38% |
False |
False |
18,039 |
| 60 |
1.0816 |
1.0017 |
0.0799 |
7.8% |
0.0092 |
0.9% |
27% |
False |
False |
12,038 |
| 80 |
1.0970 |
1.0017 |
0.0953 |
9.3% |
0.0080 |
0.8% |
23% |
False |
False |
9,032 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0495 |
|
2.618 |
1.0402 |
|
1.618 |
1.0344 |
|
1.000 |
1.0309 |
|
0.618 |
1.0287 |
|
HIGH |
1.0251 |
|
0.618 |
1.0229 |
|
0.500 |
1.0222 |
|
0.382 |
1.0215 |
|
LOW |
1.0194 |
|
0.618 |
1.0158 |
|
1.000 |
1.0136 |
|
1.618 |
1.0100 |
|
2.618 |
1.0043 |
|
4.250 |
0.9949 |
|
|
| Fisher Pivots for day following 12-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0231 |
1.0265 |
| PP |
1.0227 |
1.0255 |
| S1 |
1.0222 |
1.0245 |
|