CME Swiss Franc Future December 2022
| Trading Metrics calculated at close of trading on 08-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2022 |
08-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0558 |
1.0513 |
-0.0046 |
-0.4% |
1.0614 |
| High |
1.0595 |
1.0610 |
0.0015 |
0.1% |
1.0678 |
| Low |
1.0487 |
1.0513 |
0.0026 |
0.2% |
1.0476 |
| Close |
1.0514 |
1.0577 |
0.0063 |
0.6% |
1.0514 |
| Range |
0.0108 |
0.0098 |
-0.0011 |
-9.7% |
0.0202 |
| ATR |
0.0076 |
0.0077 |
0.0002 |
2.1% |
0.0000 |
| Volume |
55 |
405 |
350 |
636.4% |
309 |
|
| Daily Pivots for day following 08-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0859 |
1.0815 |
1.0630 |
|
| R3 |
1.0761 |
1.0718 |
1.0603 |
|
| R2 |
1.0664 |
1.0664 |
1.0594 |
|
| R1 |
1.0620 |
1.0620 |
1.0585 |
1.0642 |
| PP |
1.0566 |
1.0566 |
1.0566 |
1.0577 |
| S1 |
1.0523 |
1.0523 |
1.0568 |
1.0545 |
| S2 |
1.0469 |
1.0469 |
1.0559 |
|
| S3 |
1.0371 |
1.0425 |
1.0550 |
|
| S4 |
1.0274 |
1.0328 |
1.0523 |
|
|
| Weekly Pivots for week ending 05-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1162 |
1.1040 |
1.0625 |
|
| R3 |
1.0960 |
1.0838 |
1.0570 |
|
| R2 |
1.0758 |
1.0758 |
1.0551 |
|
| R1 |
1.0636 |
1.0636 |
1.0533 |
1.0596 |
| PP |
1.0556 |
1.0556 |
1.0556 |
1.0536 |
| S1 |
1.0434 |
1.0434 |
1.0495 |
1.0394 |
| S2 |
1.0354 |
1.0354 |
1.0477 |
|
| S3 |
1.0152 |
1.0232 |
1.0458 |
|
| S4 |
0.9950 |
1.0030 |
1.0403 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0678 |
1.0476 |
0.0202 |
1.9% |
0.0091 |
0.9% |
50% |
False |
False |
127 |
| 10 |
1.0678 |
1.0476 |
0.0203 |
1.9% |
0.0074 |
0.7% |
50% |
False |
False |
79 |
| 20 |
1.0678 |
1.0272 |
0.0406 |
3.8% |
0.0066 |
0.6% |
75% |
False |
False |
52 |
| 40 |
1.0678 |
1.0130 |
0.0548 |
5.2% |
0.0069 |
0.7% |
81% |
False |
False |
45 |
| 60 |
1.0678 |
1.0114 |
0.0565 |
5.3% |
0.0059 |
0.6% |
82% |
False |
False |
34 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1024 |
|
2.618 |
1.0865 |
|
1.618 |
1.0768 |
|
1.000 |
1.0708 |
|
0.618 |
1.0670 |
|
HIGH |
1.0610 |
|
0.618 |
1.0573 |
|
0.500 |
1.0561 |
|
0.382 |
1.0550 |
|
LOW |
1.0513 |
|
0.618 |
1.0452 |
|
1.000 |
1.0415 |
|
1.618 |
1.0355 |
|
2.618 |
1.0257 |
|
4.250 |
1.0098 |
|
|
| Fisher Pivots for day following 08-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0571 |
1.0567 |
| PP |
1.0566 |
1.0558 |
| S1 |
1.0561 |
1.0549 |
|