CME Swiss Franc Future September 2022
| Trading Metrics calculated at close of trading on 18-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2022 |
18-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0212 |
1.0293 |
0.0081 |
0.8% |
1.0290 |
| High |
1.0299 |
1.0323 |
0.0024 |
0.2% |
1.0303 |
| Low |
1.0209 |
1.0262 |
0.0053 |
0.5% |
1.0165 |
| Close |
1.0273 |
1.0281 |
0.0008 |
0.1% |
1.0273 |
| Range |
0.0091 |
0.0062 |
-0.0029 |
-32.0% |
0.0138 |
| ATR |
0.0098 |
0.0095 |
-0.0003 |
-2.7% |
0.0000 |
| Volume |
21,503 |
21,664 |
161 |
0.7% |
129,545 |
|
| Daily Pivots for day following 18-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0473 |
1.0438 |
1.0314 |
|
| R3 |
1.0411 |
1.0377 |
1.0297 |
|
| R2 |
1.0350 |
1.0350 |
1.0292 |
|
| R1 |
1.0315 |
1.0315 |
1.0286 |
1.0302 |
| PP |
1.0288 |
1.0288 |
1.0288 |
1.0282 |
| S1 |
1.0254 |
1.0254 |
1.0275 |
1.0240 |
| S2 |
1.0227 |
1.0227 |
1.0269 |
|
| S3 |
1.0165 |
1.0192 |
1.0264 |
|
| S4 |
1.0104 |
1.0131 |
1.0247 |
|
|
| 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 |
1.0323 |
1.0165 |
0.0158 |
1.5% |
0.0079 |
0.8% |
73% |
True |
False |
25,767 |
| 10 |
1.0518 |
1.0165 |
0.0353 |
3.4% |
0.0086 |
0.8% |
33% |
False |
False |
25,998 |
| 20 |
1.0591 |
1.0165 |
0.0426 |
4.1% |
0.0094 |
0.9% |
27% |
False |
False |
28,062 |
| 40 |
1.0591 |
1.0024 |
0.0568 |
5.5% |
0.0101 |
1.0% |
45% |
False |
False |
20,681 |
| 60 |
1.0660 |
1.0017 |
0.0643 |
6.3% |
0.0092 |
0.9% |
41% |
False |
False |
13,801 |
| 80 |
1.0970 |
1.0017 |
0.0953 |
9.3% |
0.0081 |
0.8% |
28% |
False |
False |
10,354 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0584 |
|
2.618 |
1.0484 |
|
1.618 |
1.0423 |
|
1.000 |
1.0385 |
|
0.618 |
1.0361 |
|
HIGH |
1.0323 |
|
0.618 |
1.0300 |
|
0.500 |
1.0292 |
|
0.382 |
1.0285 |
|
LOW |
1.0262 |
|
0.618 |
1.0223 |
|
1.000 |
1.0200 |
|
1.618 |
1.0162 |
|
2.618 |
1.0100 |
|
4.250 |
1.0000 |
|
|
| Fisher Pivots for day following 18-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0292 |
1.0268 |
| PP |
1.0288 |
1.0256 |
| S1 |
1.0284 |
1.0244 |
|