CME Swiss Franc Future September 2022
| Trading Metrics calculated at close of trading on 15-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2022 |
15-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0264 |
1.0212 |
-0.0052 |
-0.5% |
1.0290 |
| High |
1.0268 |
1.0299 |
0.0031 |
0.3% |
1.0303 |
| Low |
1.0165 |
1.0209 |
0.0044 |
0.4% |
1.0165 |
| Close |
1.0222 |
1.0273 |
0.0051 |
0.5% |
1.0273 |
| Range |
0.0103 |
0.0091 |
-0.0013 |
-12.1% |
0.0138 |
| ATR |
0.0098 |
0.0098 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
28,747 |
21,503 |
-7,244 |
-25.2% |
129,545 |
|
| Daily Pivots for day following 15-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0532 |
1.0493 |
1.0322 |
|
| R3 |
1.0441 |
1.0402 |
1.0297 |
|
| R2 |
1.0351 |
1.0351 |
1.0289 |
|
| R1 |
1.0312 |
1.0312 |
1.0281 |
1.0331 |
| PP |
1.0260 |
1.0260 |
1.0260 |
1.0270 |
| S1 |
1.0221 |
1.0221 |
1.0264 |
1.0241 |
| S2 |
1.0170 |
1.0170 |
1.0256 |
|
| S3 |
1.0079 |
1.0131 |
1.0248 |
|
| S4 |
0.9989 |
1.0040 |
1.0223 |
|
|
| Weekly Pivots for week ending 15-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0661 |
1.0605 |
1.0348 |
|
| R3 |
1.0523 |
1.0467 |
1.0310 |
|
| R2 |
1.0385 |
1.0385 |
1.0298 |
|
| R1 |
1.0329 |
1.0329 |
1.0285 |
1.0288 |
| PP |
1.0247 |
1.0247 |
1.0247 |
1.0226 |
| S1 |
1.0191 |
1.0191 |
1.0260 |
1.0150 |
| S2 |
1.0109 |
1.0109 |
1.0247 |
|
| S3 |
0.9971 |
1.0053 |
1.0235 |
|
| S4 |
0.9833 |
0.9915 |
1.0197 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0303 |
1.0165 |
0.0138 |
1.3% |
0.0083 |
0.8% |
78% |
False |
False |
25,909 |
| 10 |
1.0532 |
1.0165 |
0.0367 |
3.6% |
0.0091 |
0.9% |
29% |
False |
False |
27,271 |
| 20 |
1.0591 |
1.0081 |
0.0511 |
5.0% |
0.0109 |
1.1% |
38% |
False |
False |
29,437 |
| 40 |
1.0591 |
1.0024 |
0.0568 |
5.5% |
0.0102 |
1.0% |
44% |
False |
False |
20,140 |
| 60 |
1.0670 |
1.0017 |
0.0653 |
6.4% |
0.0093 |
0.9% |
39% |
False |
False |
13,440 |
| 80 |
1.0970 |
1.0017 |
0.0953 |
9.3% |
0.0081 |
0.8% |
27% |
False |
False |
10,083 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0684 |
|
2.618 |
1.0536 |
|
1.618 |
1.0445 |
|
1.000 |
1.0390 |
|
0.618 |
1.0355 |
|
HIGH |
1.0299 |
|
0.618 |
1.0264 |
|
0.500 |
1.0254 |
|
0.382 |
1.0243 |
|
LOW |
1.0209 |
|
0.618 |
1.0153 |
|
1.000 |
1.0118 |
|
1.618 |
1.0062 |
|
2.618 |
0.9972 |
|
4.250 |
0.9824 |
|
|
| Fisher Pivots for day following 15-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0266 |
1.0260 |
| PP |
1.0260 |
1.0247 |
| S1 |
1.0254 |
1.0234 |
|