CME Swiss Franc Future September 2022
| Trading Metrics calculated at close of trading on 29-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2022 |
29-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0397 |
1.0370 |
-0.0027 |
-0.3% |
1.0456 |
| High |
1.0457 |
1.0370 |
-0.0087 |
-0.8% |
1.0467 |
| Low |
1.0359 |
1.0316 |
-0.0043 |
-0.4% |
1.0338 |
| Close |
1.0366 |
1.0337 |
-0.0029 |
-0.3% |
1.0366 |
| Range |
0.0099 |
0.0055 |
-0.0044 |
-44.7% |
0.0129 |
| ATR |
0.0087 |
0.0084 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
26,280 |
23,844 |
-2,436 |
-9.3% |
112,310 |
|
| Daily Pivots for day following 29-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0504 |
1.0475 |
1.0367 |
|
| R3 |
1.0450 |
1.0421 |
1.0352 |
|
| R2 |
1.0395 |
1.0395 |
1.0347 |
|
| R1 |
1.0366 |
1.0366 |
1.0342 |
1.0354 |
| PP |
1.0341 |
1.0341 |
1.0341 |
1.0335 |
| S1 |
1.0312 |
1.0312 |
1.0332 |
1.0299 |
| S2 |
1.0286 |
1.0286 |
1.0327 |
|
| S3 |
1.0232 |
1.0257 |
1.0322 |
|
| S4 |
1.0177 |
1.0203 |
1.0307 |
|
|
| Weekly Pivots for week ending 26-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0777 |
1.0701 |
1.0437 |
|
| R3 |
1.0648 |
1.0572 |
1.0401 |
|
| R2 |
1.0519 |
1.0519 |
1.0390 |
|
| R1 |
1.0443 |
1.0443 |
1.0378 |
1.0416 |
| PP |
1.0390 |
1.0390 |
1.0390 |
1.0377 |
| S1 |
1.0314 |
1.0314 |
1.0354 |
1.0287 |
| S2 |
1.0261 |
1.0261 |
1.0342 |
|
| S3 |
1.0132 |
1.0185 |
1.0331 |
|
| S4 |
1.0003 |
1.0056 |
1.0295 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0457 |
1.0316 |
0.0142 |
1.4% |
0.0079 |
0.8% |
15% |
False |
True |
22,817 |
| 10 |
1.0603 |
1.0316 |
0.0288 |
2.8% |
0.0075 |
0.7% |
7% |
False |
True |
21,187 |
| 20 |
1.0701 |
1.0316 |
0.0386 |
3.7% |
0.0088 |
0.8% |
6% |
False |
True |
22,834 |
| 40 |
1.0701 |
1.0165 |
0.0536 |
5.2% |
0.0087 |
0.8% |
32% |
False |
False |
24,860 |
| 60 |
1.0701 |
1.0024 |
0.0678 |
6.6% |
0.0098 |
0.9% |
46% |
False |
False |
25,916 |
| 80 |
1.0701 |
1.0017 |
0.0684 |
6.6% |
0.0093 |
0.9% |
47% |
False |
False |
19,527 |
| 100 |
1.0860 |
1.0017 |
0.0843 |
8.2% |
0.0087 |
0.8% |
38% |
False |
False |
15,625 |
| 120 |
1.0970 |
1.0017 |
0.0953 |
9.2% |
0.0079 |
0.8% |
34% |
False |
False |
13,024 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0602 |
|
2.618 |
1.0513 |
|
1.618 |
1.0458 |
|
1.000 |
1.0425 |
|
0.618 |
1.0404 |
|
HIGH |
1.0370 |
|
0.618 |
1.0349 |
|
0.500 |
1.0343 |
|
0.382 |
1.0336 |
|
LOW |
1.0316 |
|
0.618 |
1.0282 |
|
1.000 |
1.0261 |
|
1.618 |
1.0227 |
|
2.618 |
1.0173 |
|
4.250 |
1.0084 |
|
|
| Fisher Pivots for day following 29-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0343 |
1.0386 |
| PP |
1.0341 |
1.0370 |
| S1 |
1.0339 |
1.0353 |
|