CME Swiss Franc Future September 2022
Trading Metrics calculated at close of trading on 29-Aug-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2022 |
29-Aug-2022 |
Change |
Change % |
Previous Week |
Open |
1.0397 |
1.0370 |
-0.0027 |
-0.3% |
1.0456 |
High |
1.0457 |
1.0370 |
-0.0087 |
-0.8% |
1.0467 |
Low |
1.0359 |
1.0316 |
-0.0043 |
-0.4% |
1.0338 |
Close |
1.0366 |
1.0337 |
-0.0029 |
-0.3% |
1.0366 |
Range |
0.0099 |
0.0055 |
-0.0044 |
-44.7% |
0.0129 |
ATR |
0.0087 |
0.0084 |
-0.0002 |
-2.7% |
0.0000 |
Volume |
26,280 |
23,844 |
-2,436 |
-9.3% |
112,310 |
|
Daily Pivots for day following 29-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0504 |
1.0475 |
1.0367 |
|
R3 |
1.0450 |
1.0421 |
1.0352 |
|
R2 |
1.0395 |
1.0395 |
1.0347 |
|
R1 |
1.0366 |
1.0366 |
1.0342 |
1.0354 |
PP |
1.0341 |
1.0341 |
1.0341 |
1.0335 |
S1 |
1.0312 |
1.0312 |
1.0332 |
1.0299 |
S2 |
1.0286 |
1.0286 |
1.0327 |
|
S3 |
1.0232 |
1.0257 |
1.0322 |
|
S4 |
1.0177 |
1.0203 |
1.0307 |
|
|
Weekly Pivots for week ending 26-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0777 |
1.0701 |
1.0437 |
|
R3 |
1.0648 |
1.0572 |
1.0401 |
|
R2 |
1.0519 |
1.0519 |
1.0390 |
|
R1 |
1.0443 |
1.0443 |
1.0378 |
1.0416 |
PP |
1.0390 |
1.0390 |
1.0390 |
1.0377 |
S1 |
1.0314 |
1.0314 |
1.0354 |
1.0287 |
S2 |
1.0261 |
1.0261 |
1.0342 |
|
S3 |
1.0132 |
1.0185 |
1.0331 |
|
S4 |
1.0003 |
1.0056 |
1.0295 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0457 |
1.0316 |
0.0142 |
1.4% |
0.0079 |
0.8% |
15% |
False |
True |
22,817 |
10 |
1.0603 |
1.0316 |
0.0288 |
2.8% |
0.0075 |
0.7% |
7% |
False |
True |
21,187 |
20 |
1.0701 |
1.0316 |
0.0386 |
3.7% |
0.0088 |
0.8% |
6% |
False |
True |
22,834 |
40 |
1.0701 |
1.0165 |
0.0536 |
5.2% |
0.0087 |
0.8% |
32% |
False |
False |
24,860 |
60 |
1.0701 |
1.0024 |
0.0678 |
6.6% |
0.0098 |
0.9% |
46% |
False |
False |
25,916 |
80 |
1.0701 |
1.0017 |
0.0684 |
6.6% |
0.0093 |
0.9% |
47% |
False |
False |
19,527 |
100 |
1.0860 |
1.0017 |
0.0843 |
8.2% |
0.0087 |
0.8% |
38% |
False |
False |
15,625 |
120 |
1.0970 |
1.0017 |
0.0953 |
9.2% |
0.0079 |
0.8% |
34% |
False |
False |
13,024 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0602 |
2.618 |
1.0513 |
1.618 |
1.0458 |
1.000 |
1.0425 |
0.618 |
1.0404 |
HIGH |
1.0370 |
0.618 |
1.0349 |
0.500 |
1.0343 |
0.382 |
1.0336 |
LOW |
1.0316 |
0.618 |
1.0282 |
1.000 |
1.0261 |
1.618 |
1.0227 |
2.618 |
1.0173 |
4.250 |
1.0084 |
|
|
Fisher Pivots for day following 29-Aug-2022 |
Pivot |
1 day |
3 day |
R1 |
1.0343 |
1.0386 |
PP |
1.0341 |
1.0370 |
S1 |
1.0339 |
1.0353 |
|