CME Swiss Franc Future December 2022
| Trading Metrics calculated at close of trading on 27-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2022 |
27-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0477 |
1.0520 |
0.0043 |
0.4% |
1.0380 |
| High |
1.0512 |
1.0554 |
0.0042 |
0.4% |
1.0542 |
| Low |
1.0476 |
1.0520 |
0.0045 |
0.4% |
1.0352 |
| Close |
1.0512 |
1.0554 |
0.0042 |
0.4% |
1.0506 |
| Range |
0.0036 |
0.0034 |
-0.0003 |
-6.9% |
0.0190 |
| ATR |
0.0069 |
0.0067 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
19 |
40 |
21 |
110.5% |
193 |
|
| Daily Pivots for day following 27-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0643 |
1.0632 |
1.0572 |
|
| R3 |
1.0609 |
1.0598 |
1.0563 |
|
| R2 |
1.0576 |
1.0576 |
1.0560 |
|
| R1 |
1.0565 |
1.0565 |
1.0557 |
1.0570 |
| PP |
1.0542 |
1.0542 |
1.0542 |
1.0545 |
| S1 |
1.0531 |
1.0531 |
1.0550 |
1.0537 |
| S2 |
1.0509 |
1.0509 |
1.0547 |
|
| S3 |
1.0475 |
1.0498 |
1.0544 |
|
| S4 |
1.0442 |
1.0464 |
1.0535 |
|
|
| Weekly Pivots for week ending 22-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1037 |
1.0961 |
1.0611 |
|
| R3 |
1.0847 |
1.0771 |
1.0558 |
|
| R2 |
1.0657 |
1.0657 |
1.0541 |
|
| R1 |
1.0581 |
1.0581 |
1.0523 |
1.0619 |
| PP |
1.0467 |
1.0467 |
1.0467 |
1.0486 |
| S1 |
1.0391 |
1.0391 |
1.0489 |
1.0429 |
| S2 |
1.0277 |
1.0277 |
1.0471 |
|
| S3 |
1.0087 |
1.0201 |
1.0454 |
|
| S4 |
0.9897 |
1.0011 |
1.0402 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0696 |
|
2.618 |
1.0641 |
|
1.618 |
1.0608 |
|
1.000 |
1.0587 |
|
0.618 |
1.0574 |
|
HIGH |
1.0554 |
|
0.618 |
1.0541 |
|
0.500 |
1.0537 |
|
0.382 |
1.0533 |
|
LOW |
1.0520 |
|
0.618 |
1.0499 |
|
1.000 |
1.0487 |
|
1.618 |
1.0466 |
|
2.618 |
1.0432 |
|
4.250 |
1.0378 |
|
|
| Fisher Pivots for day following 27-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0548 |
1.0541 |
| PP |
1.0542 |
1.0528 |
| S1 |
1.0537 |
1.0515 |
|