CME Swiss Franc Future December 2022
| Trading Metrics calculated at close of trading on 23-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2022 |
23-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0529 |
1.0477 |
-0.0052 |
-0.5% |
1.0724 |
| High |
1.0548 |
1.0508 |
-0.0040 |
-0.4% |
1.0724 |
| Low |
1.0463 |
1.0417 |
-0.0046 |
-0.4% |
1.0526 |
| Close |
1.0472 |
1.0472 |
-0.0001 |
0.0% |
1.0533 |
| Range |
0.0085 |
0.0091 |
0.0006 |
7.1% |
0.0199 |
| ATR |
0.0068 |
0.0070 |
0.0002 |
2.4% |
0.0000 |
| Volume |
172 |
75 |
-97 |
-56.4% |
261 |
|
| Daily Pivots for day following 23-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0739 |
1.0696 |
1.0522 |
|
| R3 |
1.0648 |
1.0605 |
1.0497 |
|
| R2 |
1.0557 |
1.0557 |
1.0488 |
|
| R1 |
1.0514 |
1.0514 |
1.0480 |
1.0490 |
| PP |
1.0466 |
1.0466 |
1.0466 |
1.0453 |
| S1 |
1.0423 |
1.0423 |
1.0463 |
1.0399 |
| S2 |
1.0375 |
1.0375 |
1.0455 |
|
| S3 |
1.0284 |
1.0332 |
1.0446 |
|
| S4 |
1.0193 |
1.0241 |
1.0421 |
|
|
| Weekly Pivots for week ending 19-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1190 |
1.1060 |
1.0642 |
|
| R3 |
1.0991 |
1.0861 |
1.0587 |
|
| R2 |
1.0793 |
1.0793 |
1.0569 |
|
| R1 |
1.0663 |
1.0663 |
1.0551 |
1.0628 |
| PP |
1.0594 |
1.0594 |
1.0594 |
1.0577 |
| S1 |
1.0464 |
1.0464 |
1.0514 |
1.0430 |
| S2 |
1.0396 |
1.0396 |
1.0496 |
|
| S3 |
1.0197 |
1.0266 |
1.0478 |
|
| S4 |
0.9999 |
1.0067 |
1.0423 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0624 |
1.0417 |
0.0207 |
2.0% |
0.0050 |
0.5% |
26% |
False |
True |
51 |
| 10 |
1.0755 |
1.0417 |
0.0338 |
3.2% |
0.0056 |
0.5% |
16% |
False |
True |
65 |
| 20 |
1.0755 |
1.0417 |
0.0338 |
3.2% |
0.0064 |
0.6% |
16% |
False |
True |
71 |
| 40 |
1.0755 |
1.0272 |
0.0483 |
4.6% |
0.0059 |
0.6% |
41% |
False |
False |
55 |
| 60 |
1.0755 |
1.0130 |
0.0625 |
6.0% |
0.0063 |
0.6% |
55% |
False |
False |
43 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0895 |
|
2.618 |
1.0746 |
|
1.618 |
1.0655 |
|
1.000 |
1.0599 |
|
0.618 |
1.0564 |
|
HIGH |
1.0508 |
|
0.618 |
1.0473 |
|
0.500 |
1.0463 |
|
0.382 |
1.0452 |
|
LOW |
1.0417 |
|
0.618 |
1.0361 |
|
1.000 |
1.0326 |
|
1.618 |
1.0270 |
|
2.618 |
1.0179 |
|
4.250 |
1.0030 |
|
|
| Fisher Pivots for day following 23-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0469 |
1.0495 |
| PP |
1.0466 |
1.0487 |
| S1 |
1.0463 |
1.0479 |
|