CME Swiss Franc Future September 2022
| Trading Metrics calculated at close of trading on 16-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2022 |
16-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0395 |
1.0398 |
0.0003 |
0.0% |
1.0430 |
| High |
1.0466 |
1.0417 |
-0.0049 |
-0.5% |
1.0554 |
| Low |
1.0373 |
1.0352 |
-0.0022 |
-0.2% |
1.0352 |
| Close |
1.0411 |
1.0363 |
-0.0048 |
-0.5% |
1.0363 |
| Range |
0.0093 |
0.0066 |
-0.0027 |
-29.2% |
0.0203 |
| ATR |
0.0098 |
0.0096 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
28,405 |
6,512 |
-21,893 |
-77.1% |
146,364 |
|
| Daily Pivots for day following 16-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0574 |
1.0534 |
1.0399 |
|
| R3 |
1.0508 |
1.0468 |
1.0381 |
|
| R2 |
1.0443 |
1.0443 |
1.0375 |
|
| R1 |
1.0403 |
1.0403 |
1.0369 |
1.0390 |
| PP |
1.0377 |
1.0377 |
1.0377 |
1.0371 |
| S1 |
1.0337 |
1.0337 |
1.0357 |
1.0325 |
| S2 |
1.0312 |
1.0312 |
1.0351 |
|
| S3 |
1.0246 |
1.0272 |
1.0345 |
|
| S4 |
1.0181 |
1.0206 |
1.0327 |
|
|
| Weekly Pivots for week ending 16-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1030 |
1.0899 |
1.0474 |
|
| R3 |
1.0828 |
1.0697 |
1.0419 |
|
| R2 |
1.0625 |
1.0625 |
1.0400 |
|
| R1 |
1.0494 |
1.0494 |
1.0382 |
1.0459 |
| PP |
1.0423 |
1.0423 |
1.0423 |
1.0405 |
| S1 |
1.0292 |
1.0292 |
1.0344 |
1.0256 |
| S2 |
1.0220 |
1.0220 |
1.0326 |
|
| S3 |
1.0018 |
1.0089 |
1.0307 |
|
| S4 |
0.9815 |
0.9887 |
1.0252 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0554 |
1.0352 |
0.0203 |
2.0% |
0.0097 |
0.9% |
6% |
False |
True |
29,272 |
| 10 |
1.0554 |
1.0141 |
0.0414 |
4.0% |
0.0103 |
1.0% |
54% |
False |
False |
30,567 |
| 20 |
1.0554 |
1.0141 |
0.0414 |
4.0% |
0.0094 |
0.9% |
54% |
False |
False |
27,456 |
| 40 |
1.0701 |
1.0141 |
0.0561 |
5.4% |
0.0092 |
0.9% |
40% |
False |
False |
26,400 |
| 60 |
1.0701 |
1.0141 |
0.0561 |
5.4% |
0.0092 |
0.9% |
40% |
False |
False |
26,708 |
| 80 |
1.0701 |
1.0024 |
0.0678 |
6.5% |
0.0096 |
0.9% |
50% |
False |
False |
24,468 |
| 100 |
1.0701 |
1.0017 |
0.0684 |
6.6% |
0.0093 |
0.9% |
51% |
False |
False |
19,585 |
| 120 |
1.0970 |
1.0017 |
0.0953 |
9.2% |
0.0086 |
0.8% |
36% |
False |
False |
16,324 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0695 |
|
2.618 |
1.0588 |
|
1.618 |
1.0523 |
|
1.000 |
1.0483 |
|
0.618 |
1.0457 |
|
HIGH |
1.0417 |
|
0.618 |
1.0392 |
|
0.500 |
1.0384 |
|
0.382 |
1.0377 |
|
LOW |
1.0352 |
|
0.618 |
1.0311 |
|
1.000 |
1.0286 |
|
1.618 |
1.0246 |
|
2.618 |
1.0180 |
|
4.250 |
1.0073 |
|
|
| Fisher Pivots for day following 16-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0384 |
1.0409 |
| PP |
1.0377 |
1.0393 |
| S1 |
1.0370 |
1.0378 |
|