CME Swiss Franc Future December 2022
| Trading Metrics calculated at close of trading on 20-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2022 |
20-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0352 |
1.0448 |
0.0096 |
0.9% |
1.0342 |
| High |
1.0480 |
1.0454 |
-0.0026 |
-0.2% |
1.0380 |
| Low |
1.0352 |
1.0417 |
0.0065 |
0.6% |
1.0272 |
| Close |
1.0452 |
1.0417 |
-0.0035 |
-0.3% |
1.0359 |
| Range |
0.0128 |
0.0037 |
-0.0091 |
-71.1% |
0.0108 |
| ATR |
0.0076 |
0.0073 |
-0.0003 |
-3.7% |
0.0000 |
| Volume |
83 |
10 |
-73 |
-88.0% |
25 |
|
| Daily Pivots for day following 20-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0540 |
1.0516 |
1.0437 |
|
| R3 |
1.0503 |
1.0479 |
1.0427 |
|
| R2 |
1.0466 |
1.0466 |
1.0424 |
|
| R1 |
1.0442 |
1.0442 |
1.0420 |
1.0436 |
| PP |
1.0429 |
1.0429 |
1.0429 |
1.0426 |
| S1 |
1.0405 |
1.0405 |
1.0414 |
1.0399 |
| S2 |
1.0392 |
1.0392 |
1.0410 |
|
| S3 |
1.0355 |
1.0368 |
1.0407 |
|
| S4 |
1.0318 |
1.0331 |
1.0397 |
|
|
| Weekly Pivots for week ending 15-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0661 |
1.0618 |
1.0418 |
|
| R3 |
1.0553 |
1.0510 |
1.0389 |
|
| R2 |
1.0445 |
1.0445 |
1.0379 |
|
| R1 |
1.0402 |
1.0402 |
1.0369 |
1.0424 |
| PP |
1.0337 |
1.0337 |
1.0337 |
1.0348 |
| S1 |
1.0294 |
1.0294 |
1.0349 |
1.0316 |
| S2 |
1.0229 |
1.0229 |
1.0339 |
|
| S3 |
1.0121 |
1.0186 |
1.0329 |
|
| S4 |
1.0013 |
1.0078 |
1.0300 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0611 |
|
2.618 |
1.0551 |
|
1.618 |
1.0514 |
|
1.000 |
1.0491 |
|
0.618 |
1.0477 |
|
HIGH |
1.0454 |
|
0.618 |
1.0440 |
|
0.500 |
1.0436 |
|
0.382 |
1.0431 |
|
LOW |
1.0417 |
|
0.618 |
1.0394 |
|
1.000 |
1.0380 |
|
1.618 |
1.0357 |
|
2.618 |
1.0320 |
|
4.250 |
1.0260 |
|
|
| Fisher Pivots for day following 20-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0436 |
1.0417 |
| PP |
1.0429 |
1.0416 |
| S1 |
1.0423 |
1.0416 |
|