CME Swiss Franc Future September 2022
| Trading Metrics calculated at close of trading on 11-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2022 |
11-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0516 |
1.0641 |
0.0125 |
1.2% |
1.0541 |
| High |
1.0678 |
1.0701 |
0.0024 |
0.2% |
1.0607 |
| Low |
1.0508 |
1.0616 |
0.0108 |
1.0% |
1.0396 |
| Close |
1.0645 |
1.0646 |
0.0001 |
0.0% |
1.0428 |
| Range |
0.0170 |
0.0085 |
-0.0085 |
-49.9% |
0.0211 |
| ATR |
0.0101 |
0.0099 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
32,657 |
27,085 |
-5,572 |
-17.1% |
123,714 |
|
| Daily Pivots for day following 11-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0909 |
1.0863 |
1.0693 |
|
| R3 |
1.0824 |
1.0778 |
1.0669 |
|
| R2 |
1.0739 |
1.0739 |
1.0662 |
|
| R1 |
1.0693 |
1.0693 |
1.0654 |
1.0716 |
| PP |
1.0654 |
1.0654 |
1.0654 |
1.0666 |
| S1 |
1.0608 |
1.0608 |
1.0638 |
1.0631 |
| S2 |
1.0569 |
1.0569 |
1.0630 |
|
| S3 |
1.0484 |
1.0523 |
1.0623 |
|
| S4 |
1.0399 |
1.0438 |
1.0599 |
|
|
| 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 |
1.0701 |
1.0396 |
0.0306 |
2.9% |
0.0110 |
1.0% |
82% |
True |
False |
24,892 |
| 10 |
1.0701 |
1.0396 |
0.0306 |
2.9% |
0.0105 |
1.0% |
82% |
True |
False |
26,106 |
| 20 |
1.0701 |
1.0209 |
0.0493 |
4.6% |
0.0096 |
0.9% |
89% |
True |
False |
26,168 |
| 40 |
1.0701 |
1.0024 |
0.0678 |
6.4% |
0.0103 |
1.0% |
92% |
True |
False |
28,207 |
| 60 |
1.0701 |
1.0024 |
0.0678 |
6.4% |
0.0100 |
0.9% |
92% |
True |
False |
21,792 |
| 80 |
1.0701 |
1.0017 |
0.0684 |
6.4% |
0.0093 |
0.9% |
92% |
True |
False |
16,354 |
| 100 |
1.0970 |
1.0017 |
0.0953 |
9.0% |
0.0083 |
0.8% |
66% |
False |
False |
13,086 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1062 |
|
2.618 |
1.0924 |
|
1.618 |
1.0839 |
|
1.000 |
1.0786 |
|
0.618 |
1.0754 |
|
HIGH |
1.0701 |
|
0.618 |
1.0669 |
|
0.500 |
1.0659 |
|
0.382 |
1.0648 |
|
LOW |
1.0616 |
|
0.618 |
1.0563 |
|
1.000 |
1.0531 |
|
1.618 |
1.0478 |
|
2.618 |
1.0393 |
|
4.250 |
1.0255 |
|
|
| Fisher Pivots for day following 11-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0659 |
1.0630 |
| PP |
1.0654 |
1.0614 |
| S1 |
1.0650 |
1.0599 |
|