CME Swiss Franc Future September 2022
| Trading Metrics calculated at close of trading on 25-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2022 |
25-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0390 |
1.0449 |
0.0059 |
0.6% |
1.0293 |
| High |
1.0462 |
1.0449 |
-0.0013 |
-0.1% |
1.0462 |
| Low |
1.0349 |
1.0396 |
0.0047 |
0.4% |
1.0262 |
| Close |
1.0422 |
1.0410 |
-0.0012 |
-0.1% |
1.0422 |
| Range |
0.0113 |
0.0054 |
-0.0060 |
-52.7% |
0.0201 |
| ATR |
0.0097 |
0.0094 |
-0.0003 |
-3.2% |
0.0000 |
| Volume |
29,894 |
19,863 |
-10,031 |
-33.6% |
126,236 |
|
| Daily Pivots for day following 25-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0579 |
1.0548 |
1.0439 |
|
| R3 |
1.0525 |
1.0494 |
1.0425 |
|
| R2 |
1.0472 |
1.0472 |
1.0420 |
|
| R1 |
1.0441 |
1.0441 |
1.0415 |
1.0430 |
| PP |
1.0418 |
1.0418 |
1.0418 |
1.0413 |
| S1 |
1.0387 |
1.0387 |
1.0405 |
1.0376 |
| S2 |
1.0365 |
1.0365 |
1.0400 |
|
| S3 |
1.0311 |
1.0334 |
1.0395 |
|
| S4 |
1.0258 |
1.0280 |
1.0381 |
|
|
| Weekly Pivots for week ending 22-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0983 |
1.0903 |
1.0532 |
|
| R3 |
1.0783 |
1.0702 |
1.0477 |
|
| R2 |
1.0582 |
1.0582 |
1.0458 |
|
| R1 |
1.0502 |
1.0502 |
1.0440 |
1.0542 |
| PP |
1.0382 |
1.0382 |
1.0382 |
1.0402 |
| S1 |
1.0301 |
1.0301 |
1.0403 |
1.0342 |
| S2 |
1.0181 |
1.0181 |
1.0385 |
|
| S3 |
0.9981 |
1.0101 |
1.0366 |
|
| S4 |
0.9780 |
0.9900 |
1.0311 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0462 |
1.0264 |
0.0199 |
1.9% |
0.0093 |
0.9% |
74% |
False |
False |
24,887 |
| 10 |
1.0462 |
1.0165 |
0.0297 |
2.9% |
0.0086 |
0.8% |
82% |
False |
False |
25,327 |
| 20 |
1.0591 |
1.0165 |
0.0426 |
4.1% |
0.0088 |
0.8% |
58% |
False |
False |
26,898 |
| 40 |
1.0591 |
1.0024 |
0.0568 |
5.5% |
0.0100 |
1.0% |
68% |
False |
False |
23,774 |
| 60 |
1.0591 |
1.0017 |
0.0574 |
5.5% |
0.0095 |
0.9% |
68% |
False |
False |
15,871 |
| 80 |
1.0970 |
1.0017 |
0.0953 |
9.2% |
0.0084 |
0.8% |
41% |
False |
False |
11,908 |
| 100 |
1.1007 |
1.0017 |
0.0990 |
9.5% |
0.0074 |
0.7% |
40% |
False |
False |
9,529 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0676 |
|
2.618 |
1.0589 |
|
1.618 |
1.0536 |
|
1.000 |
1.0503 |
|
0.618 |
1.0482 |
|
HIGH |
1.0449 |
|
0.618 |
1.0429 |
|
0.500 |
1.0422 |
|
0.382 |
1.0416 |
|
LOW |
1.0396 |
|
0.618 |
1.0362 |
|
1.000 |
1.0342 |
|
1.618 |
1.0309 |
|
2.618 |
1.0255 |
|
4.250 |
1.0168 |
|
|
| Fisher Pivots for day following 25-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0422 |
1.0400 |
| PP |
1.0418 |
1.0391 |
| S1 |
1.0414 |
1.0381 |
|