CME Swiss Franc Future September 2022
| Trading Metrics calculated at close of trading on 09-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2022 |
09-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0426 |
1.0501 |
0.0075 |
0.7% |
1.0541 |
| High |
1.0535 |
1.0546 |
0.0012 |
0.1% |
1.0607 |
| Low |
1.0411 |
1.0496 |
0.0086 |
0.8% |
1.0396 |
| Close |
1.0491 |
1.0515 |
0.0025 |
0.2% |
1.0428 |
| Range |
0.0124 |
0.0050 |
-0.0074 |
-59.7% |
0.0211 |
| ATR |
0.0098 |
0.0095 |
-0.0003 |
-3.1% |
0.0000 |
| Volume |
24,318 |
17,622 |
-6,696 |
-27.5% |
123,714 |
|
| Daily Pivots for day following 09-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0669 |
1.0642 |
1.0543 |
|
| R3 |
1.0619 |
1.0592 |
1.0529 |
|
| R2 |
1.0569 |
1.0569 |
1.0524 |
|
| R1 |
1.0542 |
1.0542 |
1.0520 |
1.0556 |
| PP |
1.0519 |
1.0519 |
1.0519 |
1.0526 |
| S1 |
1.0492 |
1.0492 |
1.0510 |
1.0506 |
| S2 |
1.0469 |
1.0469 |
1.0506 |
|
| S3 |
1.0419 |
1.0442 |
1.0501 |
|
| S4 |
1.0369 |
1.0392 |
1.0488 |
|
|
| 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 |
1.0546 |
1.0396 |
0.0151 |
1.4% |
0.0100 |
1.0% |
79% |
True |
False |
22,837 |
| 10 |
1.0607 |
1.0395 |
0.0212 |
2.0% |
0.0098 |
0.9% |
57% |
False |
False |
27,224 |
| 20 |
1.0607 |
1.0165 |
0.0442 |
4.2% |
0.0092 |
0.9% |
79% |
False |
False |
26,314 |
| 40 |
1.0607 |
1.0024 |
0.0583 |
5.5% |
0.0104 |
1.0% |
84% |
False |
False |
28,393 |
| 60 |
1.0607 |
1.0017 |
0.0590 |
5.6% |
0.0098 |
0.9% |
84% |
False |
False |
20,797 |
| 80 |
1.0816 |
1.0017 |
0.0799 |
7.6% |
0.0092 |
0.9% |
62% |
False |
False |
15,607 |
| 100 |
1.0970 |
1.0017 |
0.0953 |
9.1% |
0.0082 |
0.8% |
52% |
False |
False |
12,488 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0759 |
|
2.618 |
1.0677 |
|
1.618 |
1.0627 |
|
1.000 |
1.0596 |
|
0.618 |
1.0577 |
|
HIGH |
1.0546 |
|
0.618 |
1.0527 |
|
0.500 |
1.0521 |
|
0.382 |
1.0515 |
|
LOW |
1.0496 |
|
0.618 |
1.0465 |
|
1.000 |
1.0446 |
|
1.618 |
1.0415 |
|
2.618 |
1.0365 |
|
4.250 |
1.0284 |
|
|
| Fisher Pivots for day following 09-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0521 |
1.0500 |
| PP |
1.0519 |
1.0486 |
| S1 |
1.0517 |
1.0471 |
|