CME Swiss Franc Future December 2022
| Trading Metrics calculated at close of trading on 11-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2022 |
11-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0610 |
1.0750 |
0.0141 |
1.3% |
1.0614 |
| High |
1.0751 |
1.0755 |
0.0005 |
0.0% |
1.0678 |
| Low |
1.0610 |
1.0733 |
0.0123 |
1.2% |
1.0476 |
| Close |
1.0732 |
1.0733 |
0.0001 |
0.0% |
1.0514 |
| Range |
0.0141 |
0.0023 |
-0.0119 |
-84.0% |
0.0202 |
| ATR |
0.0080 |
0.0076 |
-0.0004 |
-5.0% |
0.0000 |
| Volume |
63 |
76 |
13 |
20.6% |
309 |
|
| Daily Pivots for day following 11-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0808 |
1.0793 |
1.0745 |
|
| R3 |
1.0785 |
1.0770 |
1.0739 |
|
| R2 |
1.0763 |
1.0763 |
1.0737 |
|
| R1 |
1.0748 |
1.0748 |
1.0735 |
1.0744 |
| PP |
1.0740 |
1.0740 |
1.0740 |
1.0738 |
| S1 |
1.0725 |
1.0725 |
1.0730 |
1.0721 |
| S2 |
1.0718 |
1.0718 |
1.0728 |
|
| S3 |
1.0695 |
1.0703 |
1.0726 |
|
| S4 |
1.0673 |
1.0680 |
1.0720 |
|
|
| 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 |
1.0755 |
1.0487 |
0.0268 |
2.5% |
0.0077 |
0.7% |
92% |
True |
False |
121 |
| 10 |
1.0755 |
1.0476 |
0.0279 |
2.6% |
0.0078 |
0.7% |
92% |
True |
False |
86 |
| 20 |
1.0755 |
1.0299 |
0.0456 |
4.2% |
0.0070 |
0.6% |
95% |
True |
False |
58 |
| 40 |
1.0755 |
1.0134 |
0.0621 |
5.8% |
0.0071 |
0.7% |
96% |
True |
False |
48 |
| 60 |
1.0755 |
1.0130 |
0.0625 |
5.8% |
0.0062 |
0.6% |
96% |
True |
False |
36 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0851 |
|
2.618 |
1.0814 |
|
1.618 |
1.0791 |
|
1.000 |
1.0778 |
|
0.618 |
1.0769 |
|
HIGH |
1.0755 |
|
0.618 |
1.0746 |
|
0.500 |
1.0744 |
|
0.382 |
1.0741 |
|
LOW |
1.0733 |
|
0.618 |
1.0719 |
|
1.000 |
1.0710 |
|
1.618 |
1.0696 |
|
2.618 |
1.0674 |
|
4.250 |
1.0637 |
|
|
| Fisher Pivots for day following 11-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0744 |
1.0715 |
| PP |
1.0740 |
1.0697 |
| S1 |
1.0736 |
1.0679 |
|