CME Swiss Franc Future September 2022
| Trading Metrics calculated at close of trading on 30-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2022 |
30-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0370 |
1.0343 |
-0.0027 |
-0.3% |
1.0456 |
| High |
1.0370 |
1.0360 |
-0.0010 |
-0.1% |
1.0467 |
| Low |
1.0316 |
1.0258 |
-0.0058 |
-0.6% |
1.0338 |
| Close |
1.0337 |
1.0286 |
-0.0051 |
-0.5% |
1.0366 |
| Range |
0.0055 |
0.0102 |
0.0048 |
87.2% |
0.0129 |
| ATR |
0.0084 |
0.0086 |
0.0001 |
1.5% |
0.0000 |
| Volume |
23,844 |
28,117 |
4,273 |
17.9% |
112,310 |
|
| Daily Pivots for day following 30-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0607 |
1.0549 |
1.0342 |
|
| R3 |
1.0505 |
1.0447 |
1.0314 |
|
| R2 |
1.0403 |
1.0403 |
1.0305 |
|
| R1 |
1.0345 |
1.0345 |
1.0295 |
1.0323 |
| PP |
1.0301 |
1.0301 |
1.0301 |
1.0291 |
| S1 |
1.0243 |
1.0243 |
1.0277 |
1.0221 |
| S2 |
1.0199 |
1.0199 |
1.0267 |
|
| S3 |
1.0097 |
1.0141 |
1.0258 |
|
| S4 |
0.9995 |
1.0039 |
1.0230 |
|
|
| 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 |
1.0258 |
0.0199 |
1.9% |
0.0081 |
0.8% |
14% |
False |
True |
23,363 |
| 10 |
1.0571 |
1.0258 |
0.0313 |
3.0% |
0.0079 |
0.8% |
9% |
False |
True |
21,943 |
| 20 |
1.0701 |
1.0258 |
0.0443 |
4.3% |
0.0087 |
0.8% |
6% |
False |
True |
22,813 |
| 40 |
1.0701 |
1.0165 |
0.0536 |
5.2% |
0.0086 |
0.8% |
23% |
False |
False |
24,688 |
| 60 |
1.0701 |
1.0024 |
0.0678 |
6.6% |
0.0098 |
1.0% |
39% |
False |
False |
26,366 |
| 80 |
1.0701 |
1.0017 |
0.0684 |
6.6% |
0.0092 |
0.9% |
39% |
False |
False |
19,878 |
| 100 |
1.0860 |
1.0017 |
0.0843 |
8.2% |
0.0087 |
0.8% |
32% |
False |
False |
15,906 |
| 120 |
1.0970 |
1.0017 |
0.0953 |
9.3% |
0.0080 |
0.8% |
28% |
False |
False |
13,258 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0794 |
|
2.618 |
1.0627 |
|
1.618 |
1.0525 |
|
1.000 |
1.0462 |
|
0.618 |
1.0423 |
|
HIGH |
1.0360 |
|
0.618 |
1.0321 |
|
0.500 |
1.0309 |
|
0.382 |
1.0297 |
|
LOW |
1.0258 |
|
0.618 |
1.0195 |
|
1.000 |
1.0156 |
|
1.618 |
1.0093 |
|
2.618 |
0.9991 |
|
4.250 |
0.9825 |
|
|
| Fisher Pivots for day following 30-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0309 |
1.0358 |
| PP |
1.0301 |
1.0334 |
| S1 |
1.0294 |
1.0310 |
|