CME Swiss Franc Future September 2022
| Trading Metrics calculated at close of trading on 15-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2022 |
15-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0400 |
1.0395 |
-0.0005 |
0.0% |
1.0200 |
| High |
1.0433 |
1.0466 |
0.0033 |
0.3% |
1.0480 |
| Low |
1.0382 |
1.0373 |
-0.0009 |
-0.1% |
1.0141 |
| Close |
1.0389 |
1.0411 |
0.0022 |
0.2% |
1.0414 |
| Range |
0.0051 |
0.0093 |
0.0042 |
81.4% |
0.0340 |
| ATR |
0.0099 |
0.0098 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
41,941 |
28,405 |
-13,536 |
-32.3% |
128,345 |
|
| Daily Pivots for day following 15-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0694 |
1.0645 |
1.0461 |
|
| R3 |
1.0601 |
1.0552 |
1.0436 |
|
| R2 |
1.0509 |
1.0509 |
1.0427 |
|
| R1 |
1.0460 |
1.0460 |
1.0419 |
1.0484 |
| PP |
1.0416 |
1.0416 |
1.0416 |
1.0429 |
| S1 |
1.0367 |
1.0367 |
1.0402 |
1.0392 |
| S2 |
1.0324 |
1.0324 |
1.0394 |
|
| S3 |
1.0231 |
1.0275 |
1.0385 |
|
| S4 |
1.0139 |
1.0182 |
1.0360 |
|
|
| Weekly Pivots for week ending 09-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1363 |
1.1228 |
1.0601 |
|
| R3 |
1.1024 |
1.0889 |
1.0507 |
|
| R2 |
1.0684 |
1.0684 |
1.0476 |
|
| R1 |
1.0549 |
1.0549 |
1.0445 |
1.0617 |
| PP |
1.0345 |
1.0345 |
1.0345 |
1.0379 |
| S1 |
1.0210 |
1.0210 |
1.0383 |
1.0277 |
| S2 |
1.0005 |
1.0005 |
1.0352 |
|
| S3 |
0.9666 |
0.9870 |
1.0321 |
|
| S4 |
0.9326 |
0.9531 |
1.0227 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0554 |
1.0310 |
0.0244 |
2.3% |
0.0118 |
1.1% |
41% |
False |
False |
34,908 |
| 10 |
1.0554 |
1.0141 |
0.0414 |
4.0% |
0.0109 |
1.0% |
65% |
False |
False |
32,967 |
| 20 |
1.0554 |
1.0141 |
0.0414 |
4.0% |
0.0095 |
0.9% |
65% |
False |
False |
28,030 |
| 40 |
1.0701 |
1.0141 |
0.0561 |
5.4% |
0.0093 |
0.9% |
48% |
False |
False |
26,881 |
| 60 |
1.0701 |
1.0141 |
0.0561 |
5.4% |
0.0093 |
0.9% |
48% |
False |
False |
26,992 |
| 80 |
1.0701 |
1.0024 |
0.0678 |
6.5% |
0.0096 |
0.9% |
57% |
False |
False |
24,389 |
| 100 |
1.0701 |
1.0017 |
0.0684 |
6.6% |
0.0093 |
0.9% |
58% |
False |
False |
19,520 |
| 120 |
1.0970 |
1.0017 |
0.0953 |
9.2% |
0.0086 |
0.8% |
41% |
False |
False |
16,270 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0859 |
|
2.618 |
1.0708 |
|
1.618 |
1.0615 |
|
1.000 |
1.0558 |
|
0.618 |
1.0523 |
|
HIGH |
1.0466 |
|
0.618 |
1.0430 |
|
0.500 |
1.0419 |
|
0.382 |
1.0408 |
|
LOW |
1.0373 |
|
0.618 |
1.0316 |
|
1.000 |
1.0281 |
|
1.618 |
1.0223 |
|
2.618 |
1.0131 |
|
4.250 |
0.9980 |
|
|
| Fisher Pivots for day following 15-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0419 |
1.0464 |
| PP |
1.0416 |
1.0446 |
| S1 |
1.0413 |
1.0428 |
|