CME Swiss Franc Future September 2022
| Trading Metrics calculated at close of trading on 17-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2022 |
17-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0594 |
1.0556 |
-0.0038 |
-0.4% |
1.0426 |
| High |
1.0603 |
1.0571 |
-0.0033 |
-0.3% |
1.0701 |
| Low |
1.0537 |
1.0504 |
-0.0034 |
-0.3% |
1.0411 |
| Close |
1.0552 |
1.0537 |
-0.0016 |
-0.1% |
1.0649 |
| Range |
0.0066 |
0.0067 |
0.0001 |
1.5% |
0.0291 |
| ATR |
0.0092 |
0.0090 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
20,559 |
20,443 |
-116 |
-0.6% |
124,613 |
|
| Daily Pivots for day following 17-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0738 |
1.0704 |
1.0573 |
|
| R3 |
1.0671 |
1.0637 |
1.0555 |
|
| R2 |
1.0604 |
1.0604 |
1.0549 |
|
| R1 |
1.0570 |
1.0570 |
1.0543 |
1.0554 |
| PP |
1.0537 |
1.0537 |
1.0537 |
1.0529 |
| S1 |
1.0503 |
1.0503 |
1.0530 |
1.0487 |
| S2 |
1.0470 |
1.0470 |
1.0524 |
|
| S3 |
1.0403 |
1.0436 |
1.0518 |
|
| S4 |
1.0336 |
1.0369 |
1.0500 |
|
|
| 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 |
1.0504 |
0.0198 |
1.9% |
0.0068 |
0.6% |
17% |
False |
True |
22,088 |
| 10 |
1.0701 |
1.0396 |
0.0306 |
2.9% |
0.0089 |
0.8% |
46% |
False |
False |
22,705 |
| 20 |
1.0701 |
1.0300 |
0.0401 |
3.8% |
0.0090 |
0.9% |
59% |
False |
False |
25,732 |
| 40 |
1.0701 |
1.0165 |
0.0536 |
5.1% |
0.0092 |
0.9% |
69% |
False |
False |
26,474 |
| 60 |
1.0701 |
1.0024 |
0.0678 |
6.4% |
0.0097 |
0.9% |
76% |
False |
False |
23,176 |
| 80 |
1.0701 |
1.0017 |
0.0684 |
6.5% |
0.0093 |
0.9% |
76% |
False |
False |
17,393 |
| 100 |
1.0970 |
1.0017 |
0.0953 |
9.0% |
0.0084 |
0.8% |
55% |
False |
False |
13,918 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0855 |
|
2.618 |
1.0746 |
|
1.618 |
1.0679 |
|
1.000 |
1.0638 |
|
0.618 |
1.0612 |
|
HIGH |
1.0571 |
|
0.618 |
1.0545 |
|
0.500 |
1.0537 |
|
0.382 |
1.0529 |
|
LOW |
1.0504 |
|
0.618 |
1.0462 |
|
1.000 |
1.0437 |
|
1.618 |
1.0395 |
|
2.618 |
1.0328 |
|
4.250 |
1.0219 |
|
|
| Fisher Pivots for day following 17-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0537 |
1.0580 |
| PP |
1.0537 |
1.0565 |
| S1 |
1.0537 |
1.0551 |
|