CME Swiss Franc Future September 2022
| Trading Metrics calculated at close of trading on 26-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2022 |
26-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0449 |
1.0412 |
-0.0037 |
-0.3% |
1.0293 |
| High |
1.0449 |
1.0444 |
-0.0006 |
-0.1% |
1.0462 |
| Low |
1.0396 |
1.0380 |
-0.0016 |
-0.2% |
1.0262 |
| Close |
1.0410 |
1.0428 |
0.0018 |
0.2% |
1.0422 |
| Range |
0.0054 |
0.0064 |
0.0011 |
19.6% |
0.0201 |
| ATR |
0.0094 |
0.0092 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
19,863 |
23,788 |
3,925 |
19.8% |
126,236 |
|
| Daily Pivots for day following 26-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0609 |
1.0582 |
1.0463 |
|
| R3 |
1.0545 |
1.0518 |
1.0445 |
|
| R2 |
1.0481 |
1.0481 |
1.0439 |
|
| R1 |
1.0454 |
1.0454 |
1.0433 |
1.0468 |
| PP |
1.0417 |
1.0417 |
1.0417 |
1.0424 |
| S1 |
1.0390 |
1.0390 |
1.0422 |
1.0404 |
| S2 |
1.0353 |
1.0353 |
1.0416 |
|
| S3 |
1.0289 |
1.0326 |
1.0410 |
|
| S4 |
1.0225 |
1.0262 |
1.0392 |
|
|
| 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 |
1.0300 |
0.0162 |
1.6% |
0.0077 |
0.7% |
79% |
False |
False |
24,386 |
| 10 |
1.0462 |
1.0165 |
0.0297 |
2.8% |
0.0086 |
0.8% |
88% |
False |
False |
25,405 |
| 20 |
1.0591 |
1.0165 |
0.0426 |
4.1% |
0.0087 |
0.8% |
62% |
False |
False |
27,099 |
| 40 |
1.0591 |
1.0024 |
0.0568 |
5.4% |
0.0101 |
1.0% |
71% |
False |
False |
24,367 |
| 60 |
1.0591 |
1.0017 |
0.0574 |
5.5% |
0.0095 |
0.9% |
72% |
False |
False |
16,267 |
| 80 |
1.0970 |
1.0017 |
0.0953 |
9.1% |
0.0084 |
0.8% |
43% |
False |
False |
12,205 |
| 100 |
1.1007 |
1.0017 |
0.0990 |
9.5% |
0.0075 |
0.7% |
41% |
False |
False |
9,767 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0716 |
|
2.618 |
1.0611 |
|
1.618 |
1.0547 |
|
1.000 |
1.0508 |
|
0.618 |
1.0483 |
|
HIGH |
1.0444 |
|
0.618 |
1.0419 |
|
0.500 |
1.0412 |
|
0.382 |
1.0404 |
|
LOW |
1.0380 |
|
0.618 |
1.0340 |
|
1.000 |
1.0316 |
|
1.618 |
1.0276 |
|
2.618 |
1.0212 |
|
4.250 |
1.0108 |
|
|
| Fisher Pivots for day following 26-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0422 |
1.0420 |
| PP |
1.0417 |
1.0413 |
| S1 |
1.0412 |
1.0406 |
|