CME Swiss Franc Future September 2022
| Trading Metrics calculated at close of trading on 13-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2022 |
13-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0221 |
1.0234 |
0.0014 |
0.1% |
1.0475 |
| High |
1.0251 |
1.0303 |
0.0052 |
0.5% |
1.0518 |
| Low |
1.0194 |
1.0223 |
0.0030 |
0.3% |
1.0256 |
| Close |
1.0235 |
1.0265 |
0.0030 |
0.3% |
1.0283 |
| Range |
0.0058 |
0.0080 |
0.0023 |
39.1% |
0.0262 |
| ATR |
0.0099 |
0.0098 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
23,007 |
33,915 |
10,908 |
47.4% |
108,772 |
|
| Daily Pivots for day following 13-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0504 |
1.0464 |
1.0309 |
|
| R3 |
1.0424 |
1.0384 |
1.0287 |
|
| R2 |
1.0344 |
1.0344 |
1.0279 |
|
| R1 |
1.0304 |
1.0304 |
1.0272 |
1.0324 |
| PP |
1.0264 |
1.0264 |
1.0264 |
1.0273 |
| S1 |
1.0224 |
1.0224 |
1.0257 |
1.0244 |
| S2 |
1.0184 |
1.0184 |
1.0250 |
|
| S3 |
1.0104 |
1.0144 |
1.0243 |
|
| S4 |
1.0024 |
1.0064 |
1.0221 |
|
|
| 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 |
1.0381 |
1.0194 |
0.0187 |
1.8% |
0.0074 |
0.7% |
38% |
False |
False |
26,148 |
| 10 |
1.0591 |
1.0194 |
0.0398 |
3.9% |
0.0089 |
0.9% |
18% |
False |
False |
29,430 |
| 20 |
1.0591 |
1.0024 |
0.0568 |
5.5% |
0.0114 |
1.1% |
42% |
False |
False |
30,670 |
| 40 |
1.0591 |
1.0017 |
0.0574 |
5.6% |
0.0101 |
1.0% |
43% |
False |
False |
18,886 |
| 60 |
1.0696 |
1.0017 |
0.0679 |
6.6% |
0.0091 |
0.9% |
36% |
False |
False |
12,603 |
| 80 |
1.0970 |
1.0017 |
0.0953 |
9.3% |
0.0080 |
0.8% |
26% |
False |
False |
9,456 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0643 |
|
2.618 |
1.0512 |
|
1.618 |
1.0432 |
|
1.000 |
1.0383 |
|
0.618 |
1.0352 |
|
HIGH |
1.0303 |
|
0.618 |
1.0272 |
|
0.500 |
1.0263 |
|
0.382 |
1.0254 |
|
LOW |
1.0223 |
|
0.618 |
1.0174 |
|
1.000 |
1.0143 |
|
1.618 |
1.0094 |
|
2.618 |
1.0014 |
|
4.250 |
0.9883 |
|
|
| Fisher Pivots for day following 13-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0264 |
1.0259 |
| PP |
1.0264 |
1.0254 |
| S1 |
1.0263 |
1.0248 |
|