CME Swiss Franc Future September 2022
| Trading Metrics calculated at close of trading on 22-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2022 |
22-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0475 |
1.0456 |
-0.0019 |
-0.2% |
1.0653 |
| High |
1.0490 |
1.0467 |
-0.0024 |
-0.2% |
1.0656 |
| Low |
1.0441 |
1.0373 |
-0.0068 |
-0.6% |
1.0441 |
| Close |
1.0447 |
1.0386 |
-0.0061 |
-0.6% |
1.0447 |
| Range |
0.0050 |
0.0094 |
0.0044 |
88.9% |
0.0215 |
| ATR |
0.0087 |
0.0087 |
0.0000 |
0.6% |
0.0000 |
| Volume |
16,720 |
22,066 |
5,346 |
32.0% |
95,140 |
|
| Daily Pivots for day following 22-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0689 |
1.0631 |
1.0437 |
|
| R3 |
1.0596 |
1.0538 |
1.0412 |
|
| R2 |
1.0502 |
1.0502 |
1.0403 |
|
| R1 |
1.0444 |
1.0444 |
1.0395 |
1.0426 |
| PP |
1.0409 |
1.0409 |
1.0409 |
1.0400 |
| S1 |
1.0351 |
1.0351 |
1.0377 |
1.0333 |
| S2 |
1.0315 |
1.0315 |
1.0369 |
|
| S3 |
1.0222 |
1.0257 |
1.0360 |
|
| S4 |
1.0128 |
1.0164 |
1.0335 |
|
|
| Weekly Pivots for week ending 19-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1159 |
1.1018 |
1.0565 |
|
| R3 |
1.0944 |
1.0803 |
1.0506 |
|
| R2 |
1.0729 |
1.0729 |
1.0486 |
|
| R1 |
1.0588 |
1.0588 |
1.0467 |
1.0551 |
| PP |
1.0514 |
1.0514 |
1.0514 |
1.0496 |
| S1 |
1.0373 |
1.0373 |
1.0427 |
1.0336 |
| S2 |
1.0299 |
1.0299 |
1.0408 |
|
| S3 |
1.0084 |
1.0158 |
1.0388 |
|
| S4 |
0.9869 |
0.9943 |
1.0329 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0603 |
1.0373 |
0.0230 |
2.2% |
0.0071 |
0.7% |
6% |
False |
True |
19,556 |
| 10 |
1.0701 |
1.0373 |
0.0328 |
3.2% |
0.0078 |
0.8% |
4% |
False |
True |
21,750 |
| 20 |
1.0701 |
1.0373 |
0.0328 |
3.2% |
0.0089 |
0.9% |
4% |
False |
True |
24,795 |
| 40 |
1.0701 |
1.0165 |
0.0536 |
5.2% |
0.0088 |
0.8% |
41% |
False |
False |
25,846 |
| 60 |
1.0701 |
1.0024 |
0.0678 |
6.5% |
0.0096 |
0.9% |
54% |
False |
False |
24,114 |
| 80 |
1.0701 |
1.0017 |
0.0684 |
6.6% |
0.0093 |
0.9% |
54% |
False |
False |
18,102 |
| 100 |
1.0970 |
1.0017 |
0.0953 |
9.2% |
0.0085 |
0.8% |
39% |
False |
False |
14,485 |
| 120 |
1.1007 |
1.0017 |
0.0990 |
9.5% |
0.0077 |
0.7% |
37% |
False |
False |
12,073 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0864 |
|
2.618 |
1.0711 |
|
1.618 |
1.0618 |
|
1.000 |
1.0560 |
|
0.618 |
1.0524 |
|
HIGH |
1.0467 |
|
0.618 |
1.0431 |
|
0.500 |
1.0420 |
|
0.382 |
1.0409 |
|
LOW |
1.0373 |
|
0.618 |
1.0315 |
|
1.000 |
1.0280 |
|
1.618 |
1.0222 |
|
2.618 |
1.0128 |
|
4.250 |
0.9976 |
|
|
| Fisher Pivots for day following 22-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0420 |
1.0462 |
| PP |
1.0409 |
1.0437 |
| S1 |
1.0397 |
1.0411 |
|