CME Swiss Franc Future December 2022
| Trading Metrics calculated at close of trading on 30-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2022 |
30-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0440 |
1.0441 |
0.0001 |
0.0% |
1.0529 |
| High |
1.0444 |
1.0441 |
-0.0003 |
0.0% |
1.0548 |
| Low |
1.0398 |
1.0340 |
-0.0058 |
-0.6% |
1.0417 |
| Close |
1.0419 |
1.0368 |
-0.0052 |
-0.5% |
1.0450 |
| Range |
0.0046 |
0.0101 |
0.0055 |
119.6% |
0.0131 |
| ATR |
0.0070 |
0.0072 |
0.0002 |
3.2% |
0.0000 |
| Volume |
647 |
593 |
-54 |
-8.3% |
1,502 |
|
| Daily Pivots for day following 30-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0686 |
1.0628 |
1.0423 |
|
| R3 |
1.0585 |
1.0527 |
1.0395 |
|
| R2 |
1.0484 |
1.0484 |
1.0386 |
|
| R1 |
1.0426 |
1.0426 |
1.0377 |
1.0404 |
| PP |
1.0383 |
1.0383 |
1.0383 |
1.0372 |
| S1 |
1.0325 |
1.0325 |
1.0358 |
1.0303 |
| S2 |
1.0282 |
1.0282 |
1.0349 |
|
| S3 |
1.0181 |
1.0224 |
1.0340 |
|
| S4 |
1.0080 |
1.0123 |
1.0312 |
|
|
| Weekly Pivots for week ending 26-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0865 |
1.0788 |
1.0522 |
|
| R3 |
1.0734 |
1.0657 |
1.0486 |
|
| R2 |
1.0603 |
1.0603 |
1.0474 |
|
| R1 |
1.0526 |
1.0526 |
1.0462 |
1.0499 |
| PP |
1.0472 |
1.0472 |
1.0472 |
1.0458 |
| S1 |
1.0395 |
1.0395 |
1.0437 |
1.0368 |
| S2 |
1.0341 |
1.0341 |
1.0425 |
|
| S3 |
1.0210 |
1.0264 |
1.0413 |
|
| S4 |
1.0079 |
1.0133 |
1.0377 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0544 |
1.0340 |
0.0204 |
2.0% |
0.0070 |
0.7% |
13% |
False |
True |
499 |
| 10 |
1.0624 |
1.0340 |
0.0284 |
2.7% |
0.0060 |
0.6% |
10% |
False |
True |
275 |
| 20 |
1.0755 |
1.0340 |
0.0415 |
4.0% |
0.0063 |
0.6% |
7% |
False |
True |
185 |
| 40 |
1.0755 |
1.0272 |
0.0483 |
4.7% |
0.0060 |
0.6% |
20% |
False |
False |
109 |
| 60 |
1.0755 |
1.0130 |
0.0625 |
6.0% |
0.0065 |
0.6% |
38% |
False |
False |
84 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0870 |
|
2.618 |
1.0705 |
|
1.618 |
1.0604 |
|
1.000 |
1.0542 |
|
0.618 |
1.0503 |
|
HIGH |
1.0441 |
|
0.618 |
1.0402 |
|
0.500 |
1.0391 |
|
0.382 |
1.0379 |
|
LOW |
1.0340 |
|
0.618 |
1.0278 |
|
1.000 |
1.0239 |
|
1.618 |
1.0177 |
|
2.618 |
1.0076 |
|
4.250 |
0.9911 |
|
|
| Fisher Pivots for day following 30-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0391 |
1.0442 |
| PP |
1.0383 |
1.0417 |
| S1 |
1.0375 |
1.0392 |
|