CME Swiss Franc Future December 2022
| Trading Metrics calculated at close of trading on 10-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2022 |
10-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0620 |
1.0610 |
-0.0011 |
-0.1% |
1.0614 |
| High |
1.0620 |
1.0751 |
0.0131 |
1.2% |
1.0678 |
| Low |
1.0602 |
1.0610 |
0.0008 |
0.1% |
1.0476 |
| Close |
1.0602 |
1.0732 |
0.0130 |
1.2% |
1.0514 |
| Range |
0.0018 |
0.0141 |
0.0123 |
683.3% |
0.0202 |
| ATR |
0.0075 |
0.0080 |
0.0005 |
7.0% |
0.0000 |
| Volume |
6 |
63 |
57 |
950.0% |
309 |
|
| Daily Pivots for day following 10-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1120 |
1.1067 |
1.0809 |
|
| R3 |
1.0979 |
1.0926 |
1.0770 |
|
| R2 |
1.0838 |
1.0838 |
1.0757 |
|
| R1 |
1.0785 |
1.0785 |
1.0744 |
1.0812 |
| PP |
1.0697 |
1.0697 |
1.0697 |
1.0711 |
| S1 |
1.0644 |
1.0644 |
1.0719 |
1.0671 |
| S2 |
1.0556 |
1.0556 |
1.0706 |
|
| S3 |
1.0415 |
1.0503 |
1.0693 |
|
| S4 |
1.0274 |
1.0362 |
1.0654 |
|
|
| 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 |
1.0751 |
1.0487 |
0.0264 |
2.5% |
0.0084 |
0.8% |
93% |
True |
False |
120 |
| 10 |
1.0751 |
1.0476 |
0.0275 |
2.6% |
0.0083 |
0.8% |
93% |
True |
False |
80 |
| 20 |
1.0751 |
1.0272 |
0.0479 |
4.5% |
0.0071 |
0.7% |
96% |
True |
False |
54 |
| 40 |
1.0751 |
1.0130 |
0.0621 |
5.8% |
0.0070 |
0.7% |
97% |
True |
False |
47 |
| 60 |
1.0751 |
1.0130 |
0.0621 |
5.8% |
0.0061 |
0.6% |
97% |
True |
False |
35 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1350 |
|
2.618 |
1.1120 |
|
1.618 |
1.0979 |
|
1.000 |
1.0892 |
|
0.618 |
1.0838 |
|
HIGH |
1.0751 |
|
0.618 |
1.0697 |
|
0.500 |
1.0680 |
|
0.382 |
1.0663 |
|
LOW |
1.0610 |
|
0.618 |
1.0522 |
|
1.000 |
1.0469 |
|
1.618 |
1.0381 |
|
2.618 |
1.0240 |
|
4.250 |
1.0010 |
|
|
| Fisher Pivots for day following 10-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0714 |
1.0698 |
| PP |
1.0697 |
1.0665 |
| S1 |
1.0680 |
1.0632 |
|