CME Swiss Franc Future September 2022
| Trading Metrics calculated at close of trading on 10-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2022 |
10-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0501 |
1.0516 |
0.0016 |
0.1% |
1.0541 |
| High |
1.0546 |
1.0678 |
0.0132 |
1.2% |
1.0607 |
| Low |
1.0496 |
1.0508 |
0.0012 |
0.1% |
1.0396 |
| Close |
1.0515 |
1.0645 |
0.0130 |
1.2% |
1.0428 |
| Range |
0.0050 |
0.0170 |
0.0120 |
239.0% |
0.0211 |
| ATR |
0.0095 |
0.0101 |
0.0005 |
5.6% |
0.0000 |
| Volume |
17,622 |
32,657 |
15,035 |
85.3% |
123,714 |
|
| Daily Pivots for day following 10-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1119 |
1.1051 |
1.0738 |
|
| R3 |
1.0949 |
1.0882 |
1.0692 |
|
| R2 |
1.0780 |
1.0780 |
1.0676 |
|
| R1 |
1.0712 |
1.0712 |
1.0661 |
1.0746 |
| PP |
1.0610 |
1.0610 |
1.0610 |
1.0627 |
| S1 |
1.0543 |
1.0543 |
1.0629 |
1.0577 |
| S2 |
1.0441 |
1.0441 |
1.0614 |
|
| S3 |
1.0271 |
1.0373 |
1.0598 |
|
| S4 |
1.0102 |
1.0204 |
1.0552 |
|
|
| Weekly Pivots for week ending 05-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1110 |
1.0980 |
1.0544 |
|
| R3 |
1.0899 |
1.0769 |
1.0486 |
|
| R2 |
1.0688 |
1.0688 |
1.0466 |
|
| R1 |
1.0558 |
1.0558 |
1.0447 |
1.0517 |
| PP |
1.0477 |
1.0477 |
1.0477 |
1.0456 |
| S1 |
1.0347 |
1.0347 |
1.0408 |
1.0306 |
| S2 |
1.0266 |
1.0266 |
1.0389 |
|
| S3 |
1.0055 |
1.0136 |
1.0369 |
|
| S4 |
0.9844 |
0.9925 |
1.0311 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0678 |
1.0396 |
0.0282 |
2.6% |
0.0110 |
1.0% |
88% |
True |
False |
23,323 |
| 10 |
1.0678 |
1.0396 |
0.0282 |
2.6% |
0.0106 |
1.0% |
88% |
True |
False |
27,299 |
| 20 |
1.0678 |
1.0165 |
0.0513 |
4.8% |
0.0097 |
0.9% |
94% |
True |
False |
26,251 |
| 40 |
1.0678 |
1.0024 |
0.0654 |
6.1% |
0.0105 |
1.0% |
95% |
True |
False |
28,461 |
| 60 |
1.0678 |
1.0017 |
0.0661 |
6.2% |
0.0100 |
0.9% |
95% |
True |
False |
21,341 |
| 80 |
1.0696 |
1.0017 |
0.0679 |
6.4% |
0.0093 |
0.9% |
92% |
False |
False |
16,015 |
| 100 |
1.0970 |
1.0017 |
0.0953 |
9.0% |
0.0083 |
0.8% |
66% |
False |
False |
12,815 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1398 |
|
2.618 |
1.1121 |
|
1.618 |
1.0952 |
|
1.000 |
1.0847 |
|
0.618 |
1.0782 |
|
HIGH |
1.0678 |
|
0.618 |
1.0613 |
|
0.500 |
1.0593 |
|
0.382 |
1.0573 |
|
LOW |
1.0508 |
|
0.618 |
1.0403 |
|
1.000 |
1.0339 |
|
1.618 |
1.0234 |
|
2.618 |
1.0064 |
|
4.250 |
0.9788 |
|
|
| Fisher Pivots for day following 10-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0628 |
1.0611 |
| PP |
1.0610 |
1.0578 |
| S1 |
1.0593 |
1.0544 |
|