CME Swiss Franc Future December 2022
| Trading Metrics calculated at close of trading on 25-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2022 |
25-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0457 |
1.0475 |
0.0019 |
0.2% |
1.0724 |
| High |
1.0499 |
1.0504 |
0.0005 |
0.0% |
1.0724 |
| Low |
1.0433 |
1.0467 |
0.0034 |
0.3% |
1.0526 |
| Close |
1.0445 |
1.0482 |
0.0037 |
0.3% |
1.0533 |
| Range |
0.0066 |
0.0037 |
-0.0029 |
-43.5% |
0.0199 |
| ATR |
0.0070 |
0.0069 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
44 |
127 |
83 |
188.6% |
261 |
|
| Daily Pivots for day following 25-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0595 |
1.0575 |
1.0502 |
|
| R3 |
1.0558 |
1.0538 |
1.0492 |
|
| R2 |
1.0521 |
1.0521 |
1.0488 |
|
| R1 |
1.0501 |
1.0501 |
1.0485 |
1.0511 |
| PP |
1.0484 |
1.0484 |
1.0484 |
1.0489 |
| S1 |
1.0464 |
1.0464 |
1.0478 |
1.0474 |
| S2 |
1.0447 |
1.0447 |
1.0475 |
|
| S3 |
1.0410 |
1.0427 |
1.0471 |
|
| S4 |
1.0373 |
1.0390 |
1.0461 |
|
|
| 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 |
1.0574 |
1.0417 |
0.0157 |
1.5% |
0.0065 |
0.6% |
41% |
False |
False |
85 |
| 10 |
1.0738 |
1.0417 |
0.0321 |
3.1% |
0.0050 |
0.5% |
20% |
False |
False |
68 |
| 20 |
1.0755 |
1.0417 |
0.0338 |
3.2% |
0.0064 |
0.6% |
19% |
False |
False |
77 |
| 40 |
1.0755 |
1.0272 |
0.0483 |
4.6% |
0.0060 |
0.6% |
43% |
False |
False |
59 |
| 60 |
1.0755 |
1.0130 |
0.0625 |
6.0% |
0.0063 |
0.6% |
56% |
False |
False |
46 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0661 |
|
2.618 |
1.0600 |
|
1.618 |
1.0563 |
|
1.000 |
1.0541 |
|
0.618 |
1.0526 |
|
HIGH |
1.0504 |
|
0.618 |
1.0489 |
|
0.500 |
1.0485 |
|
0.382 |
1.0481 |
|
LOW |
1.0467 |
|
0.618 |
1.0444 |
|
1.000 |
1.0430 |
|
1.618 |
1.0407 |
|
2.618 |
1.0370 |
|
4.250 |
1.0309 |
|
|
| Fisher Pivots for day following 25-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0485 |
1.0475 |
| PP |
1.0484 |
1.0469 |
| S1 |
1.0483 |
1.0463 |
|