CME Swiss Franc Future September 2022
| Trading Metrics calculated at close of trading on 19-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2022 |
19-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0293 |
1.0276 |
-0.0017 |
-0.2% |
1.0290 |
| High |
1.0323 |
1.0407 |
0.0084 |
0.8% |
1.0303 |
| Low |
1.0262 |
1.0264 |
0.0002 |
0.0% |
1.0165 |
| Close |
1.0281 |
1.0368 |
0.0087 |
0.8% |
1.0273 |
| Range |
0.0062 |
0.0143 |
0.0082 |
132.5% |
0.0138 |
| ATR |
0.0095 |
0.0099 |
0.0003 |
3.6% |
0.0000 |
| Volume |
21,664 |
26,289 |
4,625 |
21.3% |
129,545 |
|
| Daily Pivots for day following 19-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0775 |
1.0714 |
1.0446 |
|
| R3 |
1.0632 |
1.0571 |
1.0407 |
|
| R2 |
1.0489 |
1.0489 |
1.0394 |
|
| R1 |
1.0428 |
1.0428 |
1.0381 |
1.0459 |
| PP |
1.0346 |
1.0346 |
1.0346 |
1.0361 |
| S1 |
1.0285 |
1.0285 |
1.0354 |
1.0316 |
| S2 |
1.0203 |
1.0203 |
1.0341 |
|
| S3 |
1.0060 |
1.0142 |
1.0328 |
|
| S4 |
0.9917 |
0.9999 |
1.0289 |
|
|
| 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 |
1.0407 |
1.0165 |
0.0242 |
2.3% |
0.0096 |
0.9% |
84% |
True |
False |
26,423 |
| 10 |
1.0407 |
1.0165 |
0.0242 |
2.3% |
0.0085 |
0.8% |
84% |
True |
False |
25,127 |
| 20 |
1.0591 |
1.0165 |
0.0426 |
4.1% |
0.0095 |
0.9% |
48% |
False |
False |
27,701 |
| 40 |
1.0591 |
1.0024 |
0.0568 |
5.5% |
0.0100 |
1.0% |
61% |
False |
False |
21,334 |
| 60 |
1.0591 |
1.0017 |
0.0574 |
5.5% |
0.0093 |
0.9% |
61% |
False |
False |
14,236 |
| 80 |
1.0970 |
1.0017 |
0.0953 |
9.2% |
0.0083 |
0.8% |
37% |
False |
False |
10,682 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1014 |
|
2.618 |
1.0781 |
|
1.618 |
1.0638 |
|
1.000 |
1.0550 |
|
0.618 |
1.0495 |
|
HIGH |
1.0407 |
|
0.618 |
1.0352 |
|
0.500 |
1.0335 |
|
0.382 |
1.0318 |
|
LOW |
1.0264 |
|
0.618 |
1.0175 |
|
1.000 |
1.0121 |
|
1.618 |
1.0032 |
|
2.618 |
0.9889 |
|
4.250 |
0.9656 |
|
|
| Fisher Pivots for day following 19-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0357 |
1.0348 |
| PP |
1.0346 |
1.0328 |
| S1 |
1.0335 |
1.0308 |
|