CME Swiss Franc Future December 2022
| Trading Metrics calculated at close of trading on 16-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2022 |
16-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0724 |
1.0680 |
-0.0044 |
-0.4% |
1.0513 |
| High |
1.0724 |
1.0680 |
-0.0044 |
-0.4% |
1.0755 |
| Low |
1.0674 |
1.0625 |
-0.0049 |
-0.5% |
1.0513 |
| Close |
1.0674 |
1.0639 |
-0.0035 |
-0.3% |
1.0736 |
| Range |
0.0050 |
0.0055 |
0.0005 |
10.0% |
0.0243 |
| ATR |
0.0072 |
0.0071 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
15 |
234 |
219 |
1,460.0% |
555 |
|
| Daily Pivots for day following 16-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0813 |
1.0781 |
1.0669 |
|
| R3 |
1.0758 |
1.0726 |
1.0654 |
|
| R2 |
1.0703 |
1.0703 |
1.0649 |
|
| R1 |
1.0671 |
1.0671 |
1.0644 |
1.0660 |
| PP |
1.0648 |
1.0648 |
1.0648 |
1.0642 |
| S1 |
1.0616 |
1.0616 |
1.0634 |
1.0605 |
| S2 |
1.0593 |
1.0593 |
1.0629 |
|
| S3 |
1.0538 |
1.0561 |
1.0624 |
|
| S4 |
1.0483 |
1.0506 |
1.0609 |
|
|
| Weekly Pivots for week ending 12-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1395 |
1.1308 |
1.0869 |
|
| R3 |
1.1153 |
1.1066 |
1.0803 |
|
| R2 |
1.0910 |
1.0910 |
1.0780 |
|
| R1 |
1.0823 |
1.0823 |
1.0758 |
1.0867 |
| PP |
1.0668 |
1.0668 |
1.0668 |
1.0690 |
| S1 |
1.0581 |
1.0581 |
1.0714 |
1.0624 |
| S2 |
1.0425 |
1.0425 |
1.0692 |
|
| S3 |
1.0183 |
1.0338 |
1.0669 |
|
| S4 |
0.9940 |
1.0096 |
1.0603 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0755 |
1.0610 |
0.0146 |
1.4% |
0.0061 |
0.6% |
20% |
False |
False |
78 |
| 10 |
1.0755 |
1.0476 |
0.0279 |
2.6% |
0.0067 |
0.6% |
58% |
False |
False |
96 |
| 20 |
1.0755 |
1.0392 |
0.0363 |
3.4% |
0.0065 |
0.6% |
68% |
False |
False |
65 |
| 40 |
1.0755 |
1.0272 |
0.0483 |
4.5% |
0.0062 |
0.6% |
76% |
False |
False |
55 |
| 60 |
1.0755 |
1.0130 |
0.0625 |
5.9% |
0.0061 |
0.6% |
81% |
False |
False |
39 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0914 |
|
2.618 |
1.0824 |
|
1.618 |
1.0769 |
|
1.000 |
1.0735 |
|
0.618 |
1.0714 |
|
HIGH |
1.0680 |
|
0.618 |
1.0659 |
|
0.500 |
1.0653 |
|
0.382 |
1.0646 |
|
LOW |
1.0625 |
|
0.618 |
1.0591 |
|
1.000 |
1.0570 |
|
1.618 |
1.0536 |
|
2.618 |
1.0481 |
|
4.250 |
1.0391 |
|
|
| Fisher Pivots for day following 16-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0653 |
1.0682 |
| PP |
1.0648 |
1.0667 |
| S1 |
1.0644 |
1.0653 |
|