CME Swiss Franc Future September 2022
| Trading Metrics calculated at close of trading on 01-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2022 |
01-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0513 |
1.0541 |
0.0028 |
0.3% |
1.0449 |
| High |
1.0563 |
1.0585 |
0.0022 |
0.2% |
1.0563 |
| Low |
1.0461 |
1.0523 |
0.0063 |
0.6% |
1.0380 |
| Close |
1.0543 |
1.0559 |
0.0016 |
0.2% |
1.0543 |
| Range |
0.0102 |
0.0062 |
-0.0041 |
-39.7% |
0.0183 |
| ATR |
0.0093 |
0.0090 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
35,667 |
22,930 |
-12,737 |
-35.7% |
150,238 |
|
| Daily Pivots for day following 01-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0740 |
1.0711 |
1.0593 |
|
| R3 |
1.0679 |
1.0650 |
1.0576 |
|
| R2 |
1.0617 |
1.0617 |
1.0570 |
|
| R1 |
1.0588 |
1.0588 |
1.0565 |
1.0603 |
| PP |
1.0556 |
1.0556 |
1.0556 |
1.0563 |
| S1 |
1.0527 |
1.0527 |
1.0553 |
1.0541 |
| S2 |
1.0494 |
1.0494 |
1.0548 |
|
| S3 |
1.0433 |
1.0465 |
1.0542 |
|
| S4 |
1.0371 |
1.0404 |
1.0525 |
|
|
| 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 |
1.0585 |
1.0380 |
0.0205 |
1.9% |
0.0083 |
0.8% |
88% |
True |
False |
30,661 |
| 10 |
1.0585 |
1.0264 |
0.0321 |
3.0% |
0.0088 |
0.8% |
92% |
True |
False |
27,774 |
| 20 |
1.0585 |
1.0165 |
0.0420 |
4.0% |
0.0087 |
0.8% |
94% |
True |
False |
26,886 |
| 40 |
1.0591 |
1.0024 |
0.0568 |
5.4% |
0.0103 |
1.0% |
94% |
False |
False |
27,456 |
| 60 |
1.0591 |
1.0017 |
0.0574 |
5.4% |
0.0095 |
0.9% |
94% |
False |
False |
18,425 |
| 80 |
1.0860 |
1.0017 |
0.0843 |
8.0% |
0.0086 |
0.8% |
64% |
False |
False |
13,823 |
| 100 |
1.0970 |
1.0017 |
0.0953 |
9.0% |
0.0077 |
0.7% |
57% |
False |
False |
11,062 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0846 |
|
2.618 |
1.0746 |
|
1.618 |
1.0684 |
|
1.000 |
1.0646 |
|
0.618 |
1.0623 |
|
HIGH |
1.0585 |
|
0.618 |
1.0561 |
|
0.500 |
1.0554 |
|
0.382 |
1.0546 |
|
LOW |
1.0523 |
|
0.618 |
1.0485 |
|
1.000 |
1.0462 |
|
1.618 |
1.0423 |
|
2.618 |
1.0362 |
|
4.250 |
1.0262 |
|
|
| Fisher Pivots for day following 01-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0557 |
1.0540 |
| PP |
1.0556 |
1.0522 |
| S1 |
1.0554 |
1.0503 |
|