CME Swiss Franc Future September 2022
| Trading Metrics calculated at close of trading on 05-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2022 |
05-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0446 |
1.0504 |
0.0058 |
0.6% |
1.0541 |
| High |
1.0512 |
1.0517 |
0.0005 |
0.0% |
1.0607 |
| Low |
1.0425 |
1.0396 |
-0.0030 |
-0.3% |
1.0396 |
| Close |
1.0511 |
1.0428 |
-0.0084 |
-0.8% |
1.0428 |
| Range |
0.0087 |
0.0122 |
0.0035 |
39.7% |
0.0211 |
| ATR |
0.0094 |
0.0096 |
0.0002 |
2.1% |
0.0000 |
| Volume |
19,239 |
22,782 |
3,543 |
18.4% |
123,714 |
|
| Daily Pivots for day following 05-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0811 |
1.0741 |
1.0494 |
|
| R3 |
1.0690 |
1.0619 |
1.0461 |
|
| R2 |
1.0568 |
1.0568 |
1.0450 |
|
| R1 |
1.0498 |
1.0498 |
1.0439 |
1.0472 |
| PP |
1.0447 |
1.0447 |
1.0447 |
1.0434 |
| S1 |
1.0376 |
1.0376 |
1.0416 |
1.0351 |
| S2 |
1.0325 |
1.0325 |
1.0405 |
|
| S3 |
1.0204 |
1.0255 |
1.0394 |
|
| S4 |
1.0082 |
1.0133 |
1.0361 |
|
|
| Weekly Pivots for week ending 05-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1110 |
1.0980 |
1.0544 |
|
| R3 |
1.0899 |
1.0769 |
1.0486 |
|
| R2 |
1.0688 |
1.0688 |
1.0466 |
|
| R1 |
1.0558 |
1.0558 |
1.0447 |
1.0517 |
| PP |
1.0477 |
1.0477 |
1.0477 |
1.0456 |
| S1 |
1.0347 |
1.0347 |
1.0408 |
1.0306 |
| S2 |
1.0266 |
1.0266 |
1.0389 |
|
| S3 |
1.0055 |
1.0136 |
1.0369 |
|
| S4 |
0.9844 |
0.9925 |
1.0311 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0607 |
1.0396 |
0.0211 |
2.0% |
0.0103 |
1.0% |
15% |
False |
True |
24,742 |
| 10 |
1.0607 |
1.0380 |
0.0227 |
2.2% |
0.0092 |
0.9% |
21% |
False |
False |
27,395 |
| 20 |
1.0607 |
1.0165 |
0.0442 |
4.2% |
0.0090 |
0.9% |
59% |
False |
False |
26,486 |
| 40 |
1.0607 |
1.0024 |
0.0583 |
5.6% |
0.0105 |
1.0% |
69% |
False |
False |
28,794 |
| 60 |
1.0607 |
1.0017 |
0.0590 |
5.7% |
0.0098 |
0.9% |
70% |
False |
False |
20,100 |
| 80 |
1.0860 |
1.0017 |
0.0843 |
8.1% |
0.0091 |
0.9% |
49% |
False |
False |
15,083 |
| 100 |
1.0970 |
1.0017 |
0.0953 |
9.1% |
0.0081 |
0.8% |
43% |
False |
False |
12,069 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1033 |
|
2.618 |
1.0835 |
|
1.618 |
1.0714 |
|
1.000 |
1.0639 |
|
0.618 |
1.0592 |
|
HIGH |
1.0517 |
|
0.618 |
1.0471 |
|
0.500 |
1.0456 |
|
0.382 |
1.0442 |
|
LOW |
1.0396 |
|
0.618 |
1.0320 |
|
1.000 |
1.0274 |
|
1.618 |
1.0199 |
|
2.618 |
1.0077 |
|
4.250 |
0.9879 |
|
|
| Fisher Pivots for day following 05-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0456 |
1.0456 |
| PP |
1.0447 |
1.0447 |
| S1 |
1.0437 |
1.0437 |
|