CME Swiss Franc Future December 2022
| Trading Metrics calculated at close of trading on 01-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2022 |
01-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0576 |
1.0572 |
-0.0005 |
0.0% |
1.0560 |
| High |
1.0629 |
1.0572 |
-0.0058 |
-0.5% |
1.0650 |
| Low |
1.0576 |
1.0510 |
-0.0066 |
-0.6% |
1.0510 |
| Close |
1.0629 |
1.0560 |
-0.0069 |
-0.6% |
1.0560 |
| Range |
0.0053 |
0.0062 |
0.0009 |
16.0% |
0.0140 |
| ATR |
0.0078 |
0.0081 |
0.0003 |
3.7% |
0.0000 |
| Volume |
7 |
287 |
280 |
4,000.0% |
307 |
|
| Daily Pivots for day following 01-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0732 |
1.0707 |
1.0594 |
|
| R3 |
1.0670 |
1.0646 |
1.0577 |
|
| R2 |
1.0609 |
1.0609 |
1.0571 |
|
| R1 |
1.0584 |
1.0584 |
1.0566 |
1.0566 |
| PP |
1.0547 |
1.0547 |
1.0547 |
1.0538 |
| S1 |
1.0523 |
1.0523 |
1.0554 |
1.0504 |
| S2 |
1.0486 |
1.0486 |
1.0549 |
|
| S3 |
1.0424 |
1.0461 |
1.0543 |
|
| S4 |
1.0363 |
1.0400 |
1.0526 |
|
|
| Weekly Pivots for week ending 01-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0993 |
1.0917 |
1.0637 |
|
| R3 |
1.0853 |
1.0777 |
1.0599 |
|
| R2 |
1.0713 |
1.0713 |
1.0586 |
|
| R1 |
1.0637 |
1.0637 |
1.0573 |
1.0630 |
| PP |
1.0573 |
1.0573 |
1.0573 |
1.0570 |
| S1 |
1.0497 |
1.0497 |
1.0547 |
1.0490 |
| S2 |
1.0433 |
1.0433 |
1.0534 |
|
| S3 |
1.0293 |
1.0357 |
1.0522 |
|
| S4 |
1.0153 |
1.0217 |
1.0483 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0833 |
|
2.618 |
1.0733 |
|
1.618 |
1.0671 |
|
1.000 |
1.0633 |
|
0.618 |
1.0610 |
|
HIGH |
1.0572 |
|
0.618 |
1.0548 |
|
0.500 |
1.0541 |
|
0.382 |
1.0533 |
|
LOW |
1.0510 |
|
0.618 |
1.0472 |
|
1.000 |
1.0449 |
|
1.618 |
1.0410 |
|
2.618 |
1.0349 |
|
4.250 |
1.0249 |
|
|
| Fisher Pivots for day following 01-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0554 |
1.0580 |
| PP |
1.0547 |
1.0573 |
| S1 |
1.0541 |
1.0567 |
|