CME Swiss Franc Future September 2022
| Trading Metrics calculated at close of trading on 14-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2022 |
14-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0234 |
1.0264 |
0.0030 |
0.3% |
1.0475 |
| High |
1.0303 |
1.0268 |
-0.0035 |
-0.3% |
1.0518 |
| Low |
1.0223 |
1.0165 |
-0.0058 |
-0.6% |
1.0256 |
| Close |
1.0265 |
1.0222 |
-0.0043 |
-0.4% |
1.0283 |
| Range |
0.0080 |
0.0103 |
0.0023 |
28.8% |
0.0262 |
| ATR |
0.0098 |
0.0098 |
0.0000 |
0.4% |
0.0000 |
| Volume |
33,915 |
28,747 |
-5,168 |
-15.2% |
108,772 |
|
| Daily Pivots for day following 14-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0527 |
1.0477 |
1.0278 |
|
| R3 |
1.0424 |
1.0374 |
1.0250 |
|
| R2 |
1.0321 |
1.0321 |
1.0240 |
|
| R1 |
1.0271 |
1.0271 |
1.0231 |
1.0245 |
| PP |
1.0218 |
1.0218 |
1.0218 |
1.0205 |
| S1 |
1.0168 |
1.0168 |
1.0212 |
1.0142 |
| S2 |
1.0115 |
1.0115 |
1.0203 |
|
| S3 |
1.0012 |
1.0065 |
1.0193 |
|
| S4 |
0.9909 |
0.9962 |
1.0165 |
|
|
| 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 |
1.0336 |
1.0165 |
0.0171 |
1.7% |
0.0081 |
0.8% |
33% |
False |
True |
27,911 |
| 10 |
1.0550 |
1.0165 |
0.0385 |
3.8% |
0.0090 |
0.9% |
15% |
False |
True |
28,921 |
| 20 |
1.0591 |
1.0024 |
0.0568 |
5.6% |
0.0111 |
1.1% |
35% |
False |
False |
30,245 |
| 40 |
1.0591 |
1.0024 |
0.0568 |
5.6% |
0.0103 |
1.0% |
35% |
False |
False |
19,604 |
| 60 |
1.0690 |
1.0017 |
0.0673 |
6.6% |
0.0093 |
0.9% |
30% |
False |
False |
13,082 |
| 80 |
1.0970 |
1.0017 |
0.0953 |
9.3% |
0.0080 |
0.8% |
21% |
False |
False |
9,815 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0706 |
|
2.618 |
1.0538 |
|
1.618 |
1.0435 |
|
1.000 |
1.0371 |
|
0.618 |
1.0332 |
|
HIGH |
1.0268 |
|
0.618 |
1.0229 |
|
0.500 |
1.0217 |
|
0.382 |
1.0204 |
|
LOW |
1.0165 |
|
0.618 |
1.0101 |
|
1.000 |
1.0062 |
|
1.618 |
0.9998 |
|
2.618 |
0.9895 |
|
4.250 |
0.9727 |
|
|
| Fisher Pivots for day following 14-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0220 |
1.0234 |
| PP |
1.0218 |
1.0230 |
| S1 |
1.0217 |
1.0226 |
|