CME Swiss Franc Future December 2022
| Trading Metrics calculated at close of trading on 05-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2022 |
05-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0572 |
1.0570 |
-0.0002 |
0.0% |
1.0560 |
| High |
1.0572 |
1.0590 |
0.0019 |
0.2% |
1.0650 |
| Low |
1.0510 |
1.0438 |
-0.0072 |
-0.7% |
1.0510 |
| Close |
1.0560 |
1.0462 |
-0.0099 |
-0.9% |
1.0560 |
| Range |
0.0062 |
0.0152 |
0.0091 |
147.2% |
0.0140 |
| ATR |
0.0081 |
0.0086 |
0.0005 |
6.2% |
0.0000 |
| Volume |
287 |
37 |
-250 |
-87.1% |
307 |
|
| Daily Pivots for day following 05-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0953 |
1.0859 |
1.0545 |
|
| R3 |
1.0801 |
1.0707 |
1.0503 |
|
| R2 |
1.0649 |
1.0649 |
1.0489 |
|
| R1 |
1.0555 |
1.0555 |
1.0475 |
1.0526 |
| PP |
1.0497 |
1.0497 |
1.0497 |
1.0482 |
| S1 |
1.0403 |
1.0403 |
1.0448 |
1.0374 |
| S2 |
1.0345 |
1.0345 |
1.0434 |
|
| S3 |
1.0193 |
1.0251 |
1.0420 |
|
| S4 |
1.0041 |
1.0099 |
1.0378 |
|
|
| 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 |
1.1236 |
|
2.618 |
1.0988 |
|
1.618 |
1.0836 |
|
1.000 |
1.0742 |
|
0.618 |
1.0684 |
|
HIGH |
1.0590 |
|
0.618 |
1.0532 |
|
0.500 |
1.0514 |
|
0.382 |
1.0496 |
|
LOW |
1.0438 |
|
0.618 |
1.0344 |
|
1.000 |
1.0286 |
|
1.618 |
1.0192 |
|
2.618 |
1.0040 |
|
4.250 |
0.9792 |
|
|
| Fisher Pivots for day following 05-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0514 |
1.0534 |
| PP |
1.0497 |
1.0510 |
| S1 |
1.0479 |
1.0486 |
|