CME Swiss Franc Future September 2022
| Trading Metrics calculated at close of trading on 24-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2022 |
24-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0392 |
1.0391 |
-0.0001 |
0.0% |
1.0653 |
| High |
1.0434 |
1.0428 |
-0.0006 |
-0.1% |
1.0656 |
| Low |
1.0338 |
1.0342 |
0.0005 |
0.0% |
1.0441 |
| Close |
1.0386 |
1.0360 |
-0.0026 |
-0.3% |
1.0447 |
| Range |
0.0096 |
0.0086 |
-0.0011 |
-10.9% |
0.0215 |
| ATR |
0.0088 |
0.0088 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
25,387 |
22,461 |
-2,926 |
-11.5% |
95,140 |
|
| Daily Pivots for day following 24-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0633 |
1.0582 |
1.0407 |
|
| R3 |
1.0547 |
1.0496 |
1.0383 |
|
| R2 |
1.0462 |
1.0462 |
1.0375 |
|
| R1 |
1.0411 |
1.0411 |
1.0367 |
1.0394 |
| PP |
1.0376 |
1.0376 |
1.0376 |
1.0368 |
| S1 |
1.0325 |
1.0325 |
1.0352 |
1.0308 |
| S2 |
1.0291 |
1.0291 |
1.0344 |
|
| S3 |
1.0205 |
1.0240 |
1.0336 |
|
| S4 |
1.0120 |
1.0154 |
1.0312 |
|
|
| 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 |
1.0551 |
1.0338 |
0.0213 |
2.1% |
0.0081 |
0.8% |
10% |
False |
False |
20,926 |
| 10 |
1.0701 |
1.0338 |
0.0364 |
3.5% |
0.0074 |
0.7% |
6% |
False |
False |
21,507 |
| 20 |
1.0701 |
1.0338 |
0.0364 |
3.5% |
0.0090 |
0.9% |
6% |
False |
False |
24,403 |
| 40 |
1.0701 |
1.0165 |
0.0536 |
5.2% |
0.0089 |
0.9% |
36% |
False |
False |
25,860 |
| 60 |
1.0701 |
1.0024 |
0.0678 |
6.5% |
0.0098 |
0.9% |
50% |
False |
False |
24,899 |
| 80 |
1.0701 |
1.0017 |
0.0684 |
6.6% |
0.0094 |
0.9% |
50% |
False |
False |
18,700 |
| 100 |
1.0942 |
1.0017 |
0.0925 |
8.9% |
0.0086 |
0.8% |
37% |
False |
False |
14,963 |
| 120 |
1.1007 |
1.0017 |
0.0990 |
9.6% |
0.0078 |
0.8% |
35% |
False |
False |
12,472 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0791 |
|
2.618 |
1.0651 |
|
1.618 |
1.0566 |
|
1.000 |
1.0513 |
|
0.618 |
1.0480 |
|
HIGH |
1.0428 |
|
0.618 |
1.0395 |
|
0.500 |
1.0385 |
|
0.382 |
1.0375 |
|
LOW |
1.0342 |
|
0.618 |
1.0289 |
|
1.000 |
1.0257 |
|
1.618 |
1.0204 |
|
2.618 |
1.0118 |
|
4.250 |
0.9979 |
|
|
| Fisher Pivots for day following 24-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0385 |
1.0402 |
| PP |
1.0376 |
1.0388 |
| S1 |
1.0368 |
1.0374 |
|