CME Swiss Franc Future December 2022
| Trading Metrics calculated at close of trading on 17-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2022 |
17-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0680 |
1.0596 |
-0.0084 |
-0.8% |
1.0513 |
| High |
1.0680 |
1.0624 |
-0.0056 |
-0.5% |
1.0755 |
| Low |
1.0625 |
1.0596 |
-0.0029 |
-0.3% |
1.0513 |
| Close |
1.0639 |
1.0624 |
-0.0015 |
-0.1% |
1.0736 |
| Range |
0.0055 |
0.0028 |
-0.0027 |
-49.1% |
0.0243 |
| ATR |
0.0071 |
0.0069 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
234 |
2 |
-232 |
-99.1% |
555 |
|
| Daily Pivots for day following 17-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0699 |
1.0689 |
1.0639 |
|
| R3 |
1.0671 |
1.0661 |
1.0632 |
|
| R2 |
1.0643 |
1.0643 |
1.0629 |
|
| R1 |
1.0633 |
1.0633 |
1.0627 |
1.0638 |
| PP |
1.0615 |
1.0615 |
1.0615 |
1.0617 |
| S1 |
1.0605 |
1.0605 |
1.0621 |
1.0610 |
| S2 |
1.0587 |
1.0587 |
1.0619 |
|
| S3 |
1.0559 |
1.0577 |
1.0616 |
|
| S4 |
1.0531 |
1.0549 |
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 |
1.0596 |
0.0159 |
1.5% |
0.0038 |
0.4% |
18% |
False |
True |
66 |
| 10 |
1.0755 |
1.0487 |
0.0268 |
2.5% |
0.0061 |
0.6% |
51% |
False |
False |
93 |
| 20 |
1.0755 |
1.0392 |
0.0363 |
3.4% |
0.0064 |
0.6% |
64% |
False |
False |
65 |
| 40 |
1.0755 |
1.0272 |
0.0483 |
4.5% |
0.0062 |
0.6% |
73% |
False |
False |
54 |
| 60 |
1.0755 |
1.0130 |
0.0625 |
5.9% |
0.0061 |
0.6% |
79% |
False |
False |
39 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0743 |
|
2.618 |
1.0697 |
|
1.618 |
1.0669 |
|
1.000 |
1.0652 |
|
0.618 |
1.0641 |
|
HIGH |
1.0624 |
|
0.618 |
1.0613 |
|
0.500 |
1.0610 |
|
0.382 |
1.0607 |
|
LOW |
1.0596 |
|
0.618 |
1.0579 |
|
1.000 |
1.0568 |
|
1.618 |
1.0551 |
|
2.618 |
1.0523 |
|
4.250 |
1.0477 |
|
|
| Fisher Pivots for day following 17-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0619 |
1.0660 |
| PP |
1.0615 |
1.0648 |
| S1 |
1.0610 |
1.0636 |
|