CME Swiss Franc Future September 2022
| Trading Metrics calculated at close of trading on 06-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2022 |
06-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0198 |
1.0200 |
0.0002 |
0.0% |
1.0370 |
| High |
1.0232 |
1.0250 |
0.0018 |
0.2% |
1.0370 |
| Low |
1.0154 |
1.0150 |
-0.0004 |
0.0% |
1.0151 |
| Close |
1.0210 |
1.0164 |
-0.0046 |
-0.5% |
1.0210 |
| Range |
0.0079 |
0.0100 |
0.0022 |
27.4% |
0.0219 |
| ATR |
0.0088 |
0.0088 |
0.0001 |
1.0% |
0.0000 |
| Volume |
30,965 |
34,764 |
3,799 |
12.3% |
145,383 |
|
| Daily Pivots for day following 06-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0488 |
1.0426 |
1.0219 |
|
| R3 |
1.0388 |
1.0326 |
1.0191 |
|
| R2 |
1.0288 |
1.0288 |
1.0182 |
|
| R1 |
1.0226 |
1.0226 |
1.0173 |
1.0207 |
| PP |
1.0188 |
1.0188 |
1.0188 |
1.0178 |
| S1 |
1.0126 |
1.0126 |
1.0154 |
1.0107 |
| S2 |
1.0088 |
1.0088 |
1.0145 |
|
| S3 |
0.9988 |
1.0026 |
1.0136 |
|
| S4 |
0.9888 |
0.9926 |
1.0109 |
|
|
| 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 |
1.0360 |
1.0150 |
0.0211 |
2.1% |
0.0098 |
1.0% |
7% |
False |
True |
31,260 |
| 10 |
1.0457 |
1.0150 |
0.0308 |
3.0% |
0.0088 |
0.9% |
5% |
False |
True |
27,039 |
| 20 |
1.0701 |
1.0150 |
0.0552 |
5.4% |
0.0083 |
0.8% |
3% |
False |
True |
24,394 |
| 40 |
1.0701 |
1.0150 |
0.0552 |
5.4% |
0.0088 |
0.9% |
3% |
False |
True |
25,489 |
| 60 |
1.0701 |
1.0024 |
0.0678 |
6.7% |
0.0098 |
1.0% |
21% |
False |
False |
27,243 |
| 80 |
1.0701 |
1.0017 |
0.0684 |
6.7% |
0.0095 |
0.9% |
21% |
False |
False |
21,477 |
| 100 |
1.0817 |
1.0017 |
0.0800 |
7.9% |
0.0090 |
0.9% |
18% |
False |
False |
17,188 |
| 120 |
1.0970 |
1.0017 |
0.0953 |
9.4% |
0.0082 |
0.8% |
15% |
False |
False |
14,326 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0675 |
|
2.618 |
1.0511 |
|
1.618 |
1.0411 |
|
1.000 |
1.0350 |
|
0.618 |
1.0311 |
|
HIGH |
1.0250 |
|
0.618 |
1.0211 |
|
0.500 |
1.0200 |
|
0.382 |
1.0188 |
|
LOW |
1.0150 |
|
0.618 |
1.0088 |
|
1.000 |
1.0050 |
|
1.618 |
0.9988 |
|
2.618 |
0.9888 |
|
4.250 |
0.9725 |
|
|
| Fisher Pivots for day following 06-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0200 |
1.0212 |
| PP |
1.0188 |
1.0196 |
| S1 |
1.0176 |
1.0180 |
|