CME Swiss Franc Future September 2022
| Trading Metrics calculated at close of trading on 28-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2022 |
28-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0426 |
1.0461 |
0.0035 |
0.3% |
1.0293 |
| High |
1.0486 |
1.0516 |
0.0031 |
0.3% |
1.0462 |
| Low |
1.0395 |
1.0421 |
0.0026 |
0.3% |
1.0262 |
| Close |
1.0470 |
1.0507 |
0.0038 |
0.4% |
1.0422 |
| Range |
0.0091 |
0.0095 |
0.0005 |
5.0% |
0.0201 |
| ATR |
0.0092 |
0.0092 |
0.0000 |
0.3% |
0.0000 |
| Volume |
31,908 |
39,012 |
7,104 |
22.3% |
126,236 |
|
| Daily Pivots for day following 28-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0766 |
1.0732 |
1.0559 |
|
| R3 |
1.0671 |
1.0637 |
1.0533 |
|
| R2 |
1.0576 |
1.0576 |
1.0524 |
|
| R1 |
1.0542 |
1.0542 |
1.0516 |
1.0559 |
| PP |
1.0481 |
1.0481 |
1.0481 |
1.0490 |
| S1 |
1.0447 |
1.0447 |
1.0498 |
1.0464 |
| S2 |
1.0386 |
1.0386 |
1.0490 |
|
| S3 |
1.0291 |
1.0352 |
1.0481 |
|
| S4 |
1.0196 |
1.0257 |
1.0455 |
|
|
| 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 |
1.0516 |
1.0349 |
0.0167 |
1.6% |
0.0083 |
0.8% |
95% |
True |
False |
28,893 |
| 10 |
1.0516 |
1.0209 |
0.0308 |
2.9% |
0.0087 |
0.8% |
97% |
True |
False |
26,231 |
| 20 |
1.0550 |
1.0165 |
0.0385 |
3.7% |
0.0088 |
0.8% |
89% |
False |
False |
27,576 |
| 40 |
1.0591 |
1.0024 |
0.0568 |
5.4% |
0.0102 |
1.0% |
85% |
False |
False |
26,053 |
| 60 |
1.0591 |
1.0017 |
0.0574 |
5.5% |
0.0096 |
0.9% |
85% |
False |
False |
17,449 |
| 80 |
1.0920 |
1.0017 |
0.0903 |
8.6% |
0.0085 |
0.8% |
54% |
False |
False |
13,091 |
| 100 |
1.0970 |
1.0017 |
0.0953 |
9.1% |
0.0076 |
0.7% |
51% |
False |
False |
10,476 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0920 |
|
2.618 |
1.0765 |
|
1.618 |
1.0670 |
|
1.000 |
1.0611 |
|
0.618 |
1.0575 |
|
HIGH |
1.0516 |
|
0.618 |
1.0480 |
|
0.500 |
1.0469 |
|
0.382 |
1.0457 |
|
LOW |
1.0421 |
|
0.618 |
1.0362 |
|
1.000 |
1.0326 |
|
1.618 |
1.0267 |
|
2.618 |
1.0172 |
|
4.250 |
1.0017 |
|
|
| Fisher Pivots for day following 28-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0494 |
1.0487 |
| PP |
1.0481 |
1.0468 |
| S1 |
1.0469 |
1.0448 |
|