CME Swiss Franc Future September 2022
| Trading Metrics calculated at close of trading on 16-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2022 |
16-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0653 |
1.0594 |
-0.0059 |
-0.6% |
1.0426 |
| High |
1.0656 |
1.0603 |
-0.0053 |
-0.5% |
1.0701 |
| Low |
1.0584 |
1.0537 |
-0.0047 |
-0.4% |
1.0411 |
| Close |
1.0588 |
1.0552 |
-0.0036 |
-0.3% |
1.0649 |
| Range |
0.0072 |
0.0066 |
-0.0006 |
-7.7% |
0.0291 |
| ATR |
0.0094 |
0.0092 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
19,422 |
20,559 |
1,137 |
5.9% |
124,613 |
|
| Daily Pivots for day following 16-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0762 |
1.0723 |
1.0588 |
|
| R3 |
1.0696 |
1.0657 |
1.0570 |
|
| R2 |
1.0630 |
1.0630 |
1.0564 |
|
| R1 |
1.0591 |
1.0591 |
1.0558 |
1.0578 |
| PP |
1.0564 |
1.0564 |
1.0564 |
1.0557 |
| S1 |
1.0525 |
1.0525 |
1.0546 |
1.0512 |
| S2 |
1.0498 |
1.0498 |
1.0540 |
|
| S3 |
1.0432 |
1.0459 |
1.0534 |
|
| S4 |
1.0366 |
1.0393 |
1.0516 |
|
|
| Weekly Pivots for week ending 12-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1458 |
1.1344 |
1.0809 |
|
| R3 |
1.1168 |
1.1054 |
1.0729 |
|
| R2 |
1.0877 |
1.0877 |
1.0702 |
|
| R1 |
1.0763 |
1.0763 |
1.0676 |
1.0820 |
| PP |
1.0587 |
1.0587 |
1.0587 |
1.0615 |
| S1 |
1.0473 |
1.0473 |
1.0622 |
1.0530 |
| S2 |
1.0296 |
1.0296 |
1.0596 |
|
| S3 |
1.0006 |
1.0182 |
1.0569 |
|
| S4 |
0.9715 |
0.9892 |
1.0489 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0701 |
1.0508 |
0.0193 |
1.8% |
0.0088 |
0.8% |
23% |
False |
False |
24,530 |
| 10 |
1.0701 |
1.0396 |
0.0306 |
2.9% |
0.0094 |
0.9% |
51% |
False |
False |
23,684 |
| 20 |
1.0701 |
1.0300 |
0.0401 |
3.8% |
0.0090 |
0.9% |
63% |
False |
False |
25,841 |
| 40 |
1.0701 |
1.0165 |
0.0536 |
5.1% |
0.0092 |
0.9% |
72% |
False |
False |
26,771 |
| 60 |
1.0701 |
1.0024 |
0.0678 |
6.4% |
0.0097 |
0.9% |
78% |
False |
False |
22,836 |
| 80 |
1.0701 |
1.0017 |
0.0684 |
6.5% |
0.0092 |
0.9% |
78% |
False |
False |
17,137 |
| 100 |
1.0970 |
1.0017 |
0.0953 |
9.0% |
0.0084 |
0.8% |
56% |
False |
False |
13,714 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0884 |
|
2.618 |
1.0776 |
|
1.618 |
1.0710 |
|
1.000 |
1.0669 |
|
0.618 |
1.0644 |
|
HIGH |
1.0603 |
|
0.618 |
1.0578 |
|
0.500 |
1.0570 |
|
0.382 |
1.0562 |
|
LOW |
1.0537 |
|
0.618 |
1.0496 |
|
1.000 |
1.0471 |
|
1.618 |
1.0430 |
|
2.618 |
1.0364 |
|
4.250 |
1.0257 |
|
|
| Fisher Pivots for day following 16-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0570 |
1.0598 |
| PP |
1.0564 |
1.0583 |
| S1 |
1.0558 |
1.0567 |
|