CME Swiss Franc Future September 2022
| Trading Metrics calculated at close of trading on 02-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2022 |
02-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0240 |
1.0198 |
-0.0042 |
-0.4% |
1.0370 |
| High |
1.0274 |
1.0232 |
-0.0042 |
-0.4% |
1.0370 |
| Low |
1.0151 |
1.0154 |
0.0003 |
0.0% |
1.0151 |
| Close |
1.0193 |
1.0210 |
0.0017 |
0.2% |
1.0210 |
| Range |
0.0123 |
0.0079 |
-0.0044 |
-35.9% |
0.0219 |
| ATR |
0.0088 |
0.0088 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
30,516 |
30,965 |
449 |
1.5% |
145,383 |
|
| Daily Pivots for day following 02-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0434 |
1.0400 |
1.0253 |
|
| R3 |
1.0355 |
1.0322 |
1.0231 |
|
| R2 |
1.0277 |
1.0277 |
1.0224 |
|
| R1 |
1.0243 |
1.0243 |
1.0217 |
1.0260 |
| PP |
1.0198 |
1.0198 |
1.0198 |
1.0207 |
| S1 |
1.0165 |
1.0165 |
1.0202 |
1.0182 |
| S2 |
1.0120 |
1.0120 |
1.0195 |
|
| S3 |
1.0041 |
1.0086 |
1.0188 |
|
| S4 |
0.9963 |
1.0008 |
1.0166 |
|
|
| Weekly Pivots for week ending 02-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0901 |
1.0774 |
1.0330 |
|
| R3 |
1.0682 |
1.0555 |
1.0270 |
|
| R2 |
1.0463 |
1.0463 |
1.0250 |
|
| R1 |
1.0336 |
1.0336 |
1.0230 |
1.0290 |
| PP |
1.0244 |
1.0244 |
1.0244 |
1.0220 |
| S1 |
1.0117 |
1.0117 |
1.0189 |
1.0071 |
| S2 |
1.0025 |
1.0025 |
1.0169 |
|
| S3 |
0.9806 |
0.9898 |
1.0149 |
|
| S4 |
0.9587 |
0.9679 |
1.0089 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0370 |
1.0151 |
0.0219 |
2.1% |
0.0088 |
0.9% |
27% |
False |
False |
29,076 |
| 10 |
1.0467 |
1.0151 |
0.0316 |
3.1% |
0.0088 |
0.9% |
19% |
False |
False |
25,769 |
| 20 |
1.0701 |
1.0151 |
0.0550 |
5.4% |
0.0085 |
0.8% |
11% |
False |
False |
23,872 |
| 40 |
1.0701 |
1.0151 |
0.0550 |
5.4% |
0.0087 |
0.9% |
11% |
False |
False |
25,179 |
| 60 |
1.0701 |
1.0024 |
0.0678 |
6.6% |
0.0098 |
1.0% |
27% |
False |
False |
27,153 |
| 80 |
1.0701 |
1.0017 |
0.0684 |
6.7% |
0.0094 |
0.9% |
28% |
False |
False |
21,043 |
| 100 |
1.0860 |
1.0017 |
0.0843 |
8.3% |
0.0089 |
0.9% |
23% |
False |
False |
16,841 |
| 120 |
1.0970 |
1.0017 |
0.0953 |
9.3% |
0.0081 |
0.8% |
20% |
False |
False |
14,036 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0566 |
|
2.618 |
1.0438 |
|
1.618 |
1.0359 |
|
1.000 |
1.0311 |
|
0.618 |
1.0281 |
|
HIGH |
1.0232 |
|
0.618 |
1.0202 |
|
0.500 |
1.0193 |
|
0.382 |
1.0183 |
|
LOW |
1.0154 |
|
0.618 |
1.0105 |
|
1.000 |
1.0075 |
|
1.618 |
1.0026 |
|
2.618 |
0.9948 |
|
4.250 |
0.9820 |
|
|
| Fisher Pivots for day following 02-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0204 |
1.0223 |
| PP |
1.0198 |
1.0219 |
| S1 |
1.0193 |
1.0214 |
|