CME Swiss Franc Future September 2022
| Trading Metrics calculated at close of trading on 08-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2022 |
08-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0504 |
1.0426 |
-0.0078 |
-0.7% |
1.0541 |
| High |
1.0517 |
1.0535 |
0.0018 |
0.2% |
1.0607 |
| Low |
1.0396 |
1.0411 |
0.0015 |
0.1% |
1.0396 |
| Close |
1.0428 |
1.0491 |
0.0063 |
0.6% |
1.0428 |
| Range |
0.0122 |
0.0124 |
0.0003 |
2.1% |
0.0211 |
| ATR |
0.0096 |
0.0098 |
0.0002 |
2.1% |
0.0000 |
| Volume |
22,782 |
24,318 |
1,536 |
6.7% |
123,714 |
|
| Daily Pivots for day following 08-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0851 |
1.0795 |
1.0559 |
|
| R3 |
1.0727 |
1.0671 |
1.0525 |
|
| R2 |
1.0603 |
1.0603 |
1.0513 |
|
| R1 |
1.0547 |
1.0547 |
1.0502 |
1.0575 |
| PP |
1.0479 |
1.0479 |
1.0479 |
1.0493 |
| S1 |
1.0423 |
1.0423 |
1.0479 |
1.0451 |
| S2 |
1.0355 |
1.0355 |
1.0468 |
|
| S3 |
1.0231 |
1.0299 |
1.0456 |
|
| S4 |
1.0107 |
1.0175 |
1.0422 |
|
|
| Weekly Pivots for week ending 05-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1110 |
1.0980 |
1.0544 |
|
| R3 |
1.0899 |
1.0769 |
1.0486 |
|
| R2 |
1.0688 |
1.0688 |
1.0466 |
|
| R1 |
1.0558 |
1.0558 |
1.0447 |
1.0517 |
| PP |
1.0477 |
1.0477 |
1.0477 |
1.0456 |
| S1 |
1.0347 |
1.0347 |
1.0408 |
1.0306 |
| S2 |
1.0266 |
1.0266 |
1.0389 |
|
| S3 |
1.0055 |
1.0136 |
1.0369 |
|
| S4 |
0.9844 |
0.9925 |
1.0311 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0607 |
1.0396 |
0.0211 |
2.0% |
0.0116 |
1.1% |
45% |
False |
False |
25,020 |
| 10 |
1.0607 |
1.0380 |
0.0227 |
2.2% |
0.0099 |
0.9% |
49% |
False |
False |
27,840 |
| 20 |
1.0607 |
1.0165 |
0.0442 |
4.2% |
0.0092 |
0.9% |
74% |
False |
False |
26,583 |
| 40 |
1.0607 |
1.0024 |
0.0583 |
5.6% |
0.0106 |
1.0% |
80% |
False |
False |
28,667 |
| 60 |
1.0607 |
1.0017 |
0.0590 |
5.6% |
0.0099 |
0.9% |
80% |
False |
False |
20,504 |
| 80 |
1.0817 |
1.0017 |
0.0800 |
7.6% |
0.0092 |
0.9% |
59% |
False |
False |
15,387 |
| 100 |
1.0970 |
1.0017 |
0.0953 |
9.1% |
0.0082 |
0.8% |
50% |
False |
False |
12,312 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1062 |
|
2.618 |
1.0859 |
|
1.618 |
1.0735 |
|
1.000 |
1.0659 |
|
0.618 |
1.0611 |
|
HIGH |
1.0535 |
|
0.618 |
1.0487 |
|
0.500 |
1.0473 |
|
0.382 |
1.0458 |
|
LOW |
1.0411 |
|
0.618 |
1.0334 |
|
1.000 |
1.0287 |
|
1.618 |
1.0210 |
|
2.618 |
1.0086 |
|
4.250 |
0.9884 |
|
|
| Fisher Pivots for day following 08-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0485 |
1.0482 |
| PP |
1.0479 |
1.0474 |
| S1 |
1.0473 |
1.0465 |
|