CME Swiss Franc Future September 2022
| Trading Metrics calculated at close of trading on 21-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2022 |
21-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0371 |
1.0342 |
-0.0029 |
-0.3% |
1.0290 |
| High |
1.0381 |
1.0393 |
0.0012 |
0.1% |
1.0303 |
| Low |
1.0317 |
1.0300 |
-0.0017 |
-0.2% |
1.0165 |
| Close |
1.0333 |
1.0369 |
0.0036 |
0.3% |
1.0273 |
| Range |
0.0064 |
0.0093 |
0.0029 |
45.7% |
0.0138 |
| ATR |
0.0096 |
0.0096 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
22,619 |
25,770 |
3,151 |
13.9% |
129,545 |
|
| Daily Pivots for day following 21-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0631 |
1.0592 |
1.0419 |
|
| R3 |
1.0539 |
1.0500 |
1.0394 |
|
| R2 |
1.0446 |
1.0446 |
1.0385 |
|
| R1 |
1.0407 |
1.0407 |
1.0377 |
1.0427 |
| PP |
1.0354 |
1.0354 |
1.0354 |
1.0363 |
| S1 |
1.0315 |
1.0315 |
1.0360 |
1.0334 |
| S2 |
1.0261 |
1.0261 |
1.0352 |
|
| S3 |
1.0169 |
1.0222 |
1.0343 |
|
| S4 |
1.0076 |
1.0130 |
1.0318 |
|
|
| 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 |
1.0209 |
0.0198 |
1.9% |
0.0090 |
0.9% |
81% |
False |
False |
23,569 |
| 10 |
1.0407 |
1.0165 |
0.0242 |
2.3% |
0.0085 |
0.8% |
84% |
False |
False |
25,740 |
| 20 |
1.0591 |
1.0165 |
0.0426 |
4.1% |
0.0092 |
0.9% |
48% |
False |
False |
27,325 |
| 40 |
1.0591 |
1.0024 |
0.0568 |
5.5% |
0.0099 |
1.0% |
61% |
False |
False |
22,536 |
| 60 |
1.0591 |
1.0017 |
0.0574 |
5.5% |
0.0094 |
0.9% |
61% |
False |
False |
15,042 |
| 80 |
1.0970 |
1.0017 |
0.0953 |
9.2% |
0.0083 |
0.8% |
37% |
False |
False |
11,287 |
| 100 |
1.1020 |
1.0017 |
0.1003 |
9.7% |
0.0074 |
0.7% |
35% |
False |
False |
9,032 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0786 |
|
2.618 |
1.0635 |
|
1.618 |
1.0542 |
|
1.000 |
1.0485 |
|
0.618 |
1.0450 |
|
HIGH |
1.0393 |
|
0.618 |
1.0357 |
|
0.500 |
1.0346 |
|
0.382 |
1.0335 |
|
LOW |
1.0300 |
|
0.618 |
1.0243 |
|
1.000 |
1.0208 |
|
1.618 |
1.0150 |
|
2.618 |
1.0058 |
|
4.250 |
0.9907 |
|
|
| Fisher Pivots for day following 21-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0361 |
1.0357 |
| PP |
1.0354 |
1.0346 |
| S1 |
1.0346 |
1.0335 |
|