CME Swiss Franc Future December 2022
| Trading Metrics calculated at close of trading on 07-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2022 |
07-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0266 |
1.0239 |
-0.0027 |
-0.3% |
1.0440 |
| High |
1.0325 |
1.0331 |
0.0007 |
0.1% |
1.0444 |
| Low |
1.0229 |
1.0221 |
-0.0008 |
-0.1% |
1.0233 |
| Close |
1.0243 |
1.0309 |
0.0067 |
0.6% |
1.0287 |
| Range |
0.0096 |
0.0110 |
0.0014 |
14.6% |
0.0212 |
| ATR |
0.0077 |
0.0079 |
0.0002 |
3.1% |
0.0000 |
| Volume |
3,636 |
4,609 |
973 |
26.8% |
5,243 |
|
| Daily Pivots for day following 07-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0617 |
1.0573 |
1.0370 |
|
| R3 |
1.0507 |
1.0463 |
1.0339 |
|
| R2 |
1.0397 |
1.0397 |
1.0329 |
|
| R1 |
1.0353 |
1.0353 |
1.0319 |
1.0375 |
| PP |
1.0287 |
1.0287 |
1.0287 |
1.0298 |
| S1 |
1.0243 |
1.0243 |
1.0299 |
1.0265 |
| S2 |
1.0177 |
1.0177 |
1.0289 |
|
| S3 |
1.0067 |
1.0133 |
1.0279 |
|
| S4 |
0.9957 |
1.0023 |
1.0249 |
|
|
| Weekly Pivots for week ending 02-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0956 |
1.0833 |
1.0403 |
|
| R3 |
1.0744 |
1.0621 |
1.0345 |
|
| R2 |
1.0533 |
1.0533 |
1.0326 |
|
| R1 |
1.0410 |
1.0410 |
1.0306 |
1.0366 |
| PP |
1.0321 |
1.0321 |
1.0321 |
1.0299 |
| S1 |
1.0198 |
1.0198 |
1.0268 |
1.0154 |
| S2 |
1.0110 |
1.0110 |
1.0248 |
|
| S3 |
0.9898 |
0.9987 |
1.0229 |
|
| S4 |
0.9687 |
0.9775 |
1.0171 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0376 |
1.0221 |
0.0155 |
1.5% |
0.0094 |
0.9% |
57% |
False |
True |
2,449 |
| 10 |
1.0544 |
1.0221 |
0.0323 |
3.1% |
0.0082 |
0.8% |
27% |
False |
True |
1,474 |
| 20 |
1.0755 |
1.0221 |
0.0534 |
5.2% |
0.0069 |
0.7% |
16% |
False |
True |
769 |
| 40 |
1.0755 |
1.0221 |
0.0534 |
5.2% |
0.0067 |
0.7% |
16% |
False |
True |
411 |
| 60 |
1.0755 |
1.0130 |
0.0625 |
6.1% |
0.0067 |
0.7% |
29% |
False |
False |
286 |
| 80 |
1.0755 |
1.0130 |
0.0625 |
6.1% |
0.0061 |
0.6% |
29% |
False |
False |
218 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0799 |
|
2.618 |
1.0619 |
|
1.618 |
1.0509 |
|
1.000 |
1.0441 |
|
0.618 |
1.0399 |
|
HIGH |
1.0331 |
|
0.618 |
1.0289 |
|
0.500 |
1.0276 |
|
0.382 |
1.0263 |
|
LOW |
1.0221 |
|
0.618 |
1.0153 |
|
1.000 |
1.0111 |
|
1.618 |
1.0043 |
|
2.618 |
0.9933 |
|
4.250 |
0.9754 |
|
|
| Fisher Pivots for day following 07-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0298 |
1.0298 |
| PP |
1.0287 |
1.0287 |
| S1 |
1.0276 |
1.0276 |
|