CME Swiss Franc Future September 2022
| Trading Metrics calculated at close of trading on 23-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2022 |
23-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0456 |
1.0392 |
-0.0064 |
-0.6% |
1.0653 |
| High |
1.0467 |
1.0434 |
-0.0033 |
-0.3% |
1.0656 |
| Low |
1.0373 |
1.0338 |
-0.0036 |
-0.3% |
1.0441 |
| Close |
1.0386 |
1.0386 |
-0.0001 |
0.0% |
1.0447 |
| Range |
0.0094 |
0.0096 |
0.0003 |
2.7% |
0.0215 |
| ATR |
0.0087 |
0.0088 |
0.0001 |
0.7% |
0.0000 |
| Volume |
22,066 |
25,387 |
3,321 |
15.1% |
95,140 |
|
| Daily Pivots for day following 23-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0674 |
1.0626 |
1.0438 |
|
| R3 |
1.0578 |
1.0530 |
1.0412 |
|
| R2 |
1.0482 |
1.0482 |
1.0403 |
|
| R1 |
1.0434 |
1.0434 |
1.0394 |
1.0410 |
| PP |
1.0386 |
1.0386 |
1.0386 |
1.0374 |
| S1 |
1.0338 |
1.0338 |
1.0377 |
1.0314 |
| S2 |
1.0290 |
1.0290 |
1.0368 |
|
| S3 |
1.0194 |
1.0242 |
1.0359 |
|
| S4 |
1.0098 |
1.0146 |
1.0333 |
|
|
| 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 |
1.0571 |
1.0338 |
0.0233 |
2.2% |
0.0077 |
0.7% |
21% |
False |
True |
20,522 |
| 10 |
1.0701 |
1.0338 |
0.0364 |
3.5% |
0.0083 |
0.8% |
13% |
False |
True |
22,526 |
| 20 |
1.0701 |
1.0338 |
0.0364 |
3.5% |
0.0090 |
0.9% |
13% |
False |
True |
24,875 |
| 40 |
1.0701 |
1.0165 |
0.0536 |
5.2% |
0.0088 |
0.9% |
41% |
False |
False |
25,987 |
| 60 |
1.0701 |
1.0024 |
0.0678 |
6.5% |
0.0097 |
0.9% |
53% |
False |
False |
24,536 |
| 80 |
1.0701 |
1.0017 |
0.0684 |
6.6% |
0.0094 |
0.9% |
54% |
False |
False |
18,419 |
| 100 |
1.0970 |
1.0017 |
0.0953 |
9.2% |
0.0085 |
0.8% |
39% |
False |
False |
14,739 |
| 120 |
1.1007 |
1.0017 |
0.0990 |
9.5% |
0.0078 |
0.7% |
37% |
False |
False |
12,285 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0842 |
|
2.618 |
1.0685 |
|
1.618 |
1.0589 |
|
1.000 |
1.0530 |
|
0.618 |
1.0493 |
|
HIGH |
1.0434 |
|
0.618 |
1.0397 |
|
0.500 |
1.0386 |
|
0.382 |
1.0374 |
|
LOW |
1.0338 |
|
0.618 |
1.0278 |
|
1.000 |
1.0242 |
|
1.618 |
1.0182 |
|
2.618 |
1.0086 |
|
4.250 |
0.9930 |
|
|
| Fisher Pivots for day following 23-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0386 |
1.0414 |
| PP |
1.0386 |
1.0404 |
| S1 |
1.0386 |
1.0395 |
|