CME Swiss Franc Future December 2022
| Trading Metrics calculated at close of trading on 28-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2022 |
28-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0520 |
1.0560 |
0.0040 |
0.4% |
1.0380 |
| High |
1.0554 |
1.0590 |
0.0037 |
0.3% |
1.0542 |
| Low |
1.0520 |
1.0517 |
-0.0004 |
0.0% |
1.0352 |
| Close |
1.0554 |
1.0590 |
0.0036 |
0.3% |
1.0506 |
| Range |
0.0034 |
0.0074 |
0.0040 |
119.4% |
0.0190 |
| ATR |
0.0067 |
0.0067 |
0.0000 |
0.7% |
0.0000 |
| Volume |
40 |
17 |
-23 |
-57.5% |
193 |
|
| Daily Pivots for day following 28-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0786 |
1.0761 |
1.0630 |
|
| R3 |
1.0712 |
1.0688 |
1.0610 |
|
| R2 |
1.0639 |
1.0639 |
1.0603 |
|
| R1 |
1.0614 |
1.0614 |
1.0596 |
1.0627 |
| PP |
1.0565 |
1.0565 |
1.0565 |
1.0572 |
| S1 |
1.0541 |
1.0541 |
1.0583 |
1.0553 |
| S2 |
1.0492 |
1.0492 |
1.0576 |
|
| S3 |
1.0418 |
1.0467 |
1.0569 |
|
| S4 |
1.0345 |
1.0394 |
1.0549 |
|
|
| 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 |
1.0902 |
|
2.618 |
1.0782 |
|
1.618 |
1.0709 |
|
1.000 |
1.0664 |
|
0.618 |
1.0635 |
|
HIGH |
1.0590 |
|
0.618 |
1.0562 |
|
0.500 |
1.0553 |
|
0.382 |
1.0545 |
|
LOW |
1.0517 |
|
0.618 |
1.0471 |
|
1.000 |
1.0443 |
|
1.618 |
1.0398 |
|
2.618 |
1.0324 |
|
4.250 |
1.0204 |
|
|
| Fisher Pivots for day following 28-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0577 |
1.0571 |
| PP |
1.0565 |
1.0552 |
| S1 |
1.0553 |
1.0533 |
|