CME Swiss Franc Future December 2022
| Trading Metrics calculated at close of trading on 29-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2022 |
29-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0560 |
1.0600 |
0.0040 |
0.4% |
1.0512 |
| High |
1.0590 |
1.0640 |
0.0050 |
0.5% |
1.0640 |
| Low |
1.0517 |
1.0544 |
0.0028 |
0.3% |
1.0476 |
| Close |
1.0590 |
1.0624 |
0.0035 |
0.3% |
1.0624 |
| Range |
0.0074 |
0.0096 |
0.0022 |
29.9% |
0.0164 |
| ATR |
0.0067 |
0.0069 |
0.0002 |
3.0% |
0.0000 |
| Volume |
17 |
8 |
-9 |
-52.9% |
113 |
|
| Daily Pivots for day following 29-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0889 |
1.0852 |
1.0677 |
|
| R3 |
1.0794 |
1.0757 |
1.0650 |
|
| R2 |
1.0698 |
1.0698 |
1.0642 |
|
| R1 |
1.0661 |
1.0661 |
1.0633 |
1.0680 |
| PP |
1.0603 |
1.0603 |
1.0603 |
1.0612 |
| S1 |
1.0566 |
1.0566 |
1.0615 |
1.0584 |
| S2 |
1.0507 |
1.0507 |
1.0606 |
|
| S3 |
1.0412 |
1.0470 |
1.0598 |
|
| S4 |
1.0316 |
1.0375 |
1.0571 |
|
|
| Weekly Pivots for week ending 29-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1072 |
1.1012 |
1.0714 |
|
| R3 |
1.0908 |
1.0848 |
1.0669 |
|
| R2 |
1.0744 |
1.0744 |
1.0654 |
|
| R1 |
1.0684 |
1.0684 |
1.0639 |
1.0714 |
| PP |
1.0580 |
1.0580 |
1.0580 |
1.0595 |
| S1 |
1.0520 |
1.0520 |
1.0609 |
1.0550 |
| S2 |
1.0416 |
1.0416 |
1.0594 |
|
| S3 |
1.0252 |
1.0356 |
1.0579 |
|
| S4 |
1.0088 |
1.0192 |
1.0534 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1045 |
|
2.618 |
1.0890 |
|
1.618 |
1.0794 |
|
1.000 |
1.0735 |
|
0.618 |
1.0699 |
|
HIGH |
1.0640 |
|
0.618 |
1.0603 |
|
0.500 |
1.0592 |
|
0.382 |
1.0580 |
|
LOW |
1.0544 |
|
0.618 |
1.0485 |
|
1.000 |
1.0449 |
|
1.618 |
1.0389 |
|
2.618 |
1.0294 |
|
4.250 |
1.0138 |
|
|
| Fisher Pivots for day following 29-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0613 |
1.0609 |
| PP |
1.0603 |
1.0593 |
| S1 |
1.0592 |
1.0578 |
|