CME Swiss Franc Future December 2022
| Trading Metrics calculated at close of trading on 02-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2022 |
02-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0614 |
1.0670 |
0.0056 |
0.5% |
1.0512 |
| High |
1.0660 |
1.0678 |
0.0018 |
0.2% |
1.0640 |
| Low |
1.0614 |
1.0567 |
-0.0047 |
-0.4% |
1.0476 |
| Close |
1.0642 |
1.0567 |
-0.0075 |
-0.7% |
1.0624 |
| Range |
0.0046 |
0.0111 |
0.0065 |
141.3% |
0.0164 |
| ATR |
0.0068 |
0.0071 |
0.0003 |
4.6% |
0.0000 |
| Volume |
76 |
73 |
-3 |
-3.9% |
113 |
|
| Daily Pivots for day following 02-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0937 |
1.0863 |
1.0628 |
|
| R3 |
1.0826 |
1.0752 |
1.0598 |
|
| R2 |
1.0715 |
1.0715 |
1.0587 |
|
| R1 |
1.0641 |
1.0641 |
1.0577 |
1.0623 |
| PP |
1.0604 |
1.0604 |
1.0604 |
1.0595 |
| S1 |
1.0530 |
1.0530 |
1.0557 |
1.0512 |
| S2 |
1.0493 |
1.0493 |
1.0547 |
|
| S3 |
1.0382 |
1.0419 |
1.0536 |
|
| S4 |
1.0271 |
1.0308 |
1.0506 |
|
|
| 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 |
1.1150 |
|
2.618 |
1.0969 |
|
1.618 |
1.0858 |
|
1.000 |
1.0789 |
|
0.618 |
1.0747 |
|
HIGH |
1.0678 |
|
0.618 |
1.0636 |
|
0.500 |
1.0623 |
|
0.382 |
1.0609 |
|
LOW |
1.0567 |
|
0.618 |
1.0498 |
|
1.000 |
1.0456 |
|
1.618 |
1.0387 |
|
2.618 |
1.0276 |
|
4.250 |
1.0095 |
|
|
| Fisher Pivots for day following 02-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0623 |
1.0611 |
| PP |
1.0604 |
1.0596 |
| S1 |
1.0586 |
1.0582 |
|