CME Swiss Franc Future September 2022
| Trading Metrics calculated at close of trading on 29-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2022 |
29-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0461 |
1.0513 |
0.0052 |
0.5% |
1.0449 |
| High |
1.0516 |
1.0563 |
0.0047 |
0.4% |
1.0563 |
| Low |
1.0421 |
1.0461 |
0.0040 |
0.4% |
1.0380 |
| Close |
1.0507 |
1.0543 |
0.0036 |
0.3% |
1.0543 |
| Range |
0.0095 |
0.0102 |
0.0007 |
7.4% |
0.0183 |
| ATR |
0.0092 |
0.0093 |
0.0001 |
0.8% |
0.0000 |
| Volume |
39,012 |
35,667 |
-3,345 |
-8.6% |
150,238 |
|
| Daily Pivots for day following 29-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0828 |
1.0788 |
1.0599 |
|
| R3 |
1.0726 |
1.0686 |
1.0571 |
|
| R2 |
1.0624 |
1.0624 |
1.0562 |
|
| R1 |
1.0584 |
1.0584 |
1.0552 |
1.0604 |
| PP |
1.0522 |
1.0522 |
1.0522 |
1.0532 |
| S1 |
1.0482 |
1.0482 |
1.0534 |
1.0502 |
| S2 |
1.0420 |
1.0420 |
1.0524 |
|
| S3 |
1.0318 |
1.0380 |
1.0515 |
|
| S4 |
1.0216 |
1.0278 |
1.0487 |
|
|
| Weekly Pivots for week ending 29-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1044 |
1.0977 |
1.0644 |
|
| R3 |
1.0861 |
1.0794 |
1.0593 |
|
| R2 |
1.0678 |
1.0678 |
1.0577 |
|
| R1 |
1.0611 |
1.0611 |
1.0560 |
1.0644 |
| PP |
1.0495 |
1.0495 |
1.0495 |
1.0512 |
| S1 |
1.0428 |
1.0428 |
1.0526 |
1.0461 |
| S2 |
1.0312 |
1.0312 |
1.0509 |
|
| S3 |
1.0129 |
1.0245 |
1.0493 |
|
| S4 |
0.9946 |
1.0062 |
1.0442 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0563 |
1.0380 |
0.0183 |
1.7% |
0.0081 |
0.8% |
89% |
True |
False |
30,047 |
| 10 |
1.0563 |
1.0262 |
0.0301 |
2.9% |
0.0088 |
0.8% |
94% |
True |
False |
27,647 |
| 20 |
1.0563 |
1.0165 |
0.0398 |
3.8% |
0.0089 |
0.8% |
95% |
True |
False |
27,459 |
| 40 |
1.0591 |
1.0024 |
0.0568 |
5.4% |
0.0103 |
1.0% |
92% |
False |
False |
26,929 |
| 60 |
1.0591 |
1.0017 |
0.0574 |
5.4% |
0.0096 |
0.9% |
92% |
False |
False |
18,043 |
| 80 |
1.0920 |
1.0017 |
0.0903 |
8.6% |
0.0086 |
0.8% |
58% |
False |
False |
13,537 |
| 100 |
1.0970 |
1.0017 |
0.0953 |
9.0% |
0.0077 |
0.7% |
55% |
False |
False |
10,833 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0996 |
|
2.618 |
1.0830 |
|
1.618 |
1.0728 |
|
1.000 |
1.0665 |
|
0.618 |
1.0626 |
|
HIGH |
1.0563 |
|
0.618 |
1.0524 |
|
0.500 |
1.0512 |
|
0.382 |
1.0499 |
|
LOW |
1.0461 |
|
0.618 |
1.0397 |
|
1.000 |
1.0359 |
|
1.618 |
1.0295 |
|
2.618 |
1.0193 |
|
4.250 |
1.0027 |
|
|
| Fisher Pivots for day following 29-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0533 |
1.0522 |
| PP |
1.0522 |
1.0500 |
| S1 |
1.0512 |
1.0479 |
|