CME Swiss Franc Future September 2022
| Trading Metrics calculated at close of trading on 12-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2022 |
12-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0641 |
1.0651 |
0.0011 |
0.1% |
1.0426 |
| High |
1.0701 |
1.0659 |
-0.0042 |
-0.4% |
1.0701 |
| Low |
1.0616 |
1.0610 |
-0.0007 |
-0.1% |
1.0411 |
| Close |
1.0646 |
1.0649 |
0.0003 |
0.0% |
1.0649 |
| Range |
0.0085 |
0.0050 |
-0.0036 |
-41.8% |
0.0291 |
| ATR |
0.0099 |
0.0096 |
-0.0004 |
-3.6% |
0.0000 |
| Volume |
27,085 |
22,931 |
-4,154 |
-15.3% |
124,613 |
|
| Daily Pivots for day following 12-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0788 |
1.0768 |
1.0676 |
|
| R3 |
1.0738 |
1.0718 |
1.0663 |
|
| R2 |
1.0689 |
1.0689 |
1.0658 |
|
| R1 |
1.0669 |
1.0669 |
1.0654 |
1.0654 |
| PP |
1.0639 |
1.0639 |
1.0639 |
1.0632 |
| S1 |
1.0619 |
1.0619 |
1.0644 |
1.0605 |
| S2 |
1.0590 |
1.0590 |
1.0640 |
|
| S3 |
1.0540 |
1.0570 |
1.0635 |
|
| S4 |
1.0491 |
1.0520 |
1.0622 |
|
|
| Weekly Pivots for week ending 12-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1458 |
1.1344 |
1.0809 |
|
| R3 |
1.1168 |
1.1054 |
1.0729 |
|
| R2 |
1.0877 |
1.0877 |
1.0702 |
|
| R1 |
1.0763 |
1.0763 |
1.0676 |
1.0820 |
| PP |
1.0587 |
1.0587 |
1.0587 |
1.0615 |
| S1 |
1.0473 |
1.0473 |
1.0622 |
1.0530 |
| S2 |
1.0296 |
1.0296 |
1.0596 |
|
| S3 |
1.0006 |
1.0182 |
1.0569 |
|
| S4 |
0.9715 |
0.9892 |
1.0489 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0701 |
1.0411 |
0.0291 |
2.7% |
0.0096 |
0.9% |
82% |
False |
False |
24,922 |
| 10 |
1.0701 |
1.0396 |
0.0306 |
2.9% |
0.0099 |
0.9% |
83% |
False |
False |
24,832 |
| 20 |
1.0701 |
1.0262 |
0.0440 |
4.1% |
0.0094 |
0.9% |
88% |
False |
False |
26,240 |
| 40 |
1.0701 |
1.0081 |
0.0621 |
5.8% |
0.0102 |
1.0% |
92% |
False |
False |
27,838 |
| 60 |
1.0701 |
1.0024 |
0.0678 |
6.4% |
0.0099 |
0.9% |
92% |
False |
False |
22,173 |
| 80 |
1.0701 |
1.0017 |
0.0684 |
6.4% |
0.0093 |
0.9% |
92% |
False |
False |
16,640 |
| 100 |
1.0970 |
1.0017 |
0.0953 |
8.9% |
0.0083 |
0.8% |
66% |
False |
False |
13,315 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0869 |
|
2.618 |
1.0789 |
|
1.618 |
1.0739 |
|
1.000 |
1.0709 |
|
0.618 |
1.0690 |
|
HIGH |
1.0659 |
|
0.618 |
1.0640 |
|
0.500 |
1.0634 |
|
0.382 |
1.0628 |
|
LOW |
1.0610 |
|
0.618 |
1.0579 |
|
1.000 |
1.0560 |
|
1.618 |
1.0529 |
|
2.618 |
1.0480 |
|
4.250 |
1.0399 |
|
|
| Fisher Pivots for day following 12-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0644 |
1.0634 |
| PP |
1.0639 |
1.0619 |
| S1 |
1.0634 |
1.0605 |
|