CME Swiss Franc Future December 2022
| Trading Metrics calculated at close of trading on 22-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2022 |
22-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0453 |
1.0427 |
-0.0026 |
-0.2% |
1.0507 |
| High |
1.0476 |
1.0470 |
-0.0006 |
-0.1% |
1.0633 |
| Low |
1.0386 |
1.0233 |
-0.0154 |
-1.5% |
1.0434 |
| Close |
1.0472 |
1.0293 |
-0.0179 |
-1.7% |
1.0445 |
| Range |
0.0090 |
0.0238 |
0.0148 |
165.4% |
0.0199 |
| ATR |
0.0087 |
0.0097 |
0.0011 |
12.6% |
0.0000 |
| Volume |
28,640 |
52,108 |
23,468 |
81.9% |
104,303 |
|
| Daily Pivots for day following 22-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1044 |
1.0906 |
1.0424 |
|
| R3 |
1.0807 |
1.0669 |
1.0358 |
|
| R2 |
1.0569 |
1.0569 |
1.0337 |
|
| R1 |
1.0431 |
1.0431 |
1.0315 |
1.0382 |
| PP |
1.0332 |
1.0332 |
1.0332 |
1.0307 |
| S1 |
1.0194 |
1.0194 |
1.0271 |
1.0144 |
| S2 |
1.0094 |
1.0094 |
1.0249 |
|
| S3 |
0.9857 |
0.9956 |
1.0228 |
|
| S4 |
0.9619 |
0.9719 |
1.0162 |
|
|
| Weekly Pivots for week ending 16-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1101 |
1.0972 |
1.0554 |
|
| R3 |
1.0902 |
1.0773 |
1.0499 |
|
| R2 |
1.0703 |
1.0703 |
1.0481 |
|
| R1 |
1.0574 |
1.0574 |
1.0463 |
1.0539 |
| PP |
1.0504 |
1.0504 |
1.0504 |
1.0486 |
| S1 |
1.0375 |
1.0375 |
1.0426 |
1.0340 |
| S2 |
1.0305 |
1.0305 |
1.0408 |
|
| S3 |
1.0106 |
1.0176 |
1.0390 |
|
| S4 |
0.9907 |
0.9977 |
1.0335 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0499 |
1.0233 |
0.0267 |
2.6% |
0.0107 |
1.0% |
23% |
False |
True |
27,786 |
| 10 |
1.0633 |
1.0233 |
0.0400 |
3.9% |
0.0112 |
1.1% |
15% |
False |
True |
22,918 |
| 20 |
1.0633 |
1.0221 |
0.0412 |
4.0% |
0.0098 |
0.9% |
17% |
False |
False |
12,618 |
| 40 |
1.0755 |
1.0221 |
0.0534 |
5.2% |
0.0082 |
0.8% |
13% |
False |
False |
6,345 |
| 60 |
1.0755 |
1.0221 |
0.0534 |
5.2% |
0.0073 |
0.7% |
13% |
False |
False |
4,244 |
| 80 |
1.0755 |
1.0130 |
0.0625 |
6.1% |
0.0071 |
0.7% |
26% |
False |
False |
3,187 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1479 |
|
2.618 |
1.1092 |
|
1.618 |
1.0854 |
|
1.000 |
1.0708 |
|
0.618 |
1.0617 |
|
HIGH |
1.0470 |
|
0.618 |
1.0379 |
|
0.500 |
1.0351 |
|
0.382 |
1.0323 |
|
LOW |
1.0233 |
|
0.618 |
1.0086 |
|
1.000 |
0.9995 |
|
1.618 |
0.9848 |
|
2.618 |
0.9611 |
|
4.250 |
0.9223 |
|
|
| Fisher Pivots for day following 22-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0351 |
1.0354 |
| PP |
1.0332 |
1.0334 |
| S1 |
1.0312 |
1.0313 |
|