CME Swiss Franc Future December 2022
| Trading Metrics calculated at close of trading on 09-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2022 |
09-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0513 |
1.0620 |
0.0108 |
1.0% |
1.0614 |
| High |
1.0610 |
1.0620 |
0.0010 |
0.1% |
1.0678 |
| Low |
1.0513 |
1.0602 |
0.0090 |
0.9% |
1.0476 |
| Close |
1.0577 |
1.0602 |
0.0026 |
0.2% |
1.0514 |
| Range |
0.0098 |
0.0018 |
-0.0080 |
-81.5% |
0.0202 |
| ATR |
0.0077 |
0.0075 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
405 |
6 |
-399 |
-98.5% |
309 |
|
| Daily Pivots for day following 09-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0662 |
1.0650 |
1.0612 |
|
| R3 |
1.0644 |
1.0632 |
1.0607 |
|
| R2 |
1.0626 |
1.0626 |
1.0605 |
|
| R1 |
1.0614 |
1.0614 |
1.0604 |
1.0611 |
| PP |
1.0608 |
1.0608 |
1.0608 |
1.0607 |
| S1 |
1.0596 |
1.0596 |
1.0600 |
1.0593 |
| S2 |
1.0590 |
1.0590 |
1.0599 |
|
| S3 |
1.0572 |
1.0578 |
1.0597 |
|
| S4 |
1.0554 |
1.0560 |
1.0592 |
|
|
| 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 |
1.0620 |
1.0476 |
0.0144 |
1.4% |
0.0073 |
0.7% |
88% |
True |
False |
114 |
| 10 |
1.0678 |
1.0476 |
0.0202 |
1.9% |
0.0072 |
0.7% |
62% |
False |
False |
78 |
| 20 |
1.0678 |
1.0272 |
0.0406 |
3.8% |
0.0066 |
0.6% |
81% |
False |
False |
52 |
| 40 |
1.0678 |
1.0130 |
0.0548 |
5.2% |
0.0066 |
0.6% |
86% |
False |
False |
45 |
| 60 |
1.0678 |
1.0130 |
0.0548 |
5.2% |
0.0059 |
0.6% |
86% |
False |
False |
34 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0697 |
|
2.618 |
1.0667 |
|
1.618 |
1.0649 |
|
1.000 |
1.0638 |
|
0.618 |
1.0631 |
|
HIGH |
1.0620 |
|
0.618 |
1.0613 |
|
0.500 |
1.0611 |
|
0.382 |
1.0609 |
|
LOW |
1.0602 |
|
0.618 |
1.0591 |
|
1.000 |
1.0584 |
|
1.618 |
1.0573 |
|
2.618 |
1.0555 |
|
4.250 |
1.0526 |
|
|
| Fisher Pivots for day following 09-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0611 |
1.0586 |
| PP |
1.0608 |
1.0570 |
| S1 |
1.0605 |
1.0554 |
|