CME Swiss Franc Future September 2022
| Trading Metrics calculated at close of trading on 15-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2022 |
15-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0651 |
1.0653 |
0.0002 |
0.0% |
1.0426 |
| High |
1.0659 |
1.0656 |
-0.0004 |
0.0% |
1.0701 |
| Low |
1.0610 |
1.0584 |
-0.0026 |
-0.2% |
1.0411 |
| Close |
1.0649 |
1.0588 |
-0.0062 |
-0.6% |
1.0649 |
| Range |
0.0050 |
0.0072 |
0.0022 |
44.4% |
0.0291 |
| ATR |
0.0096 |
0.0094 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
22,931 |
19,422 |
-3,509 |
-15.3% |
124,613 |
|
| Daily Pivots for day following 15-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0824 |
1.0777 |
1.0627 |
|
| R3 |
1.0752 |
1.0706 |
1.0607 |
|
| R2 |
1.0681 |
1.0681 |
1.0601 |
|
| R1 |
1.0634 |
1.0634 |
1.0594 |
1.0622 |
| PP |
1.0609 |
1.0609 |
1.0609 |
1.0603 |
| S1 |
1.0563 |
1.0563 |
1.0581 |
1.0550 |
| S2 |
1.0538 |
1.0538 |
1.0574 |
|
| S3 |
1.0466 |
1.0491 |
1.0568 |
|
| S4 |
1.0395 |
1.0420 |
1.0548 |
|
|
| 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 |
1.0496 |
0.0205 |
1.9% |
0.0085 |
0.8% |
45% |
False |
False |
23,943 |
| 10 |
1.0701 |
1.0396 |
0.0306 |
2.9% |
0.0100 |
0.9% |
63% |
False |
False |
24,481 |
| 20 |
1.0701 |
1.0264 |
0.0438 |
4.1% |
0.0094 |
0.9% |
74% |
False |
False |
26,127 |
| 40 |
1.0701 |
1.0165 |
0.0536 |
5.1% |
0.0094 |
0.9% |
79% |
False |
False |
27,095 |
| 60 |
1.0701 |
1.0024 |
0.0678 |
6.4% |
0.0099 |
0.9% |
83% |
False |
False |
22,496 |
| 80 |
1.0701 |
1.0017 |
0.0684 |
6.5% |
0.0093 |
0.9% |
83% |
False |
False |
16,882 |
| 100 |
1.0970 |
1.0017 |
0.0953 |
9.0% |
0.0084 |
0.8% |
60% |
False |
False |
13,508 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0959 |
|
2.618 |
1.0843 |
|
1.618 |
1.0771 |
|
1.000 |
1.0727 |
|
0.618 |
1.0700 |
|
HIGH |
1.0656 |
|
0.618 |
1.0628 |
|
0.500 |
1.0620 |
|
0.382 |
1.0611 |
|
LOW |
1.0584 |
|
0.618 |
1.0540 |
|
1.000 |
1.0513 |
|
1.618 |
1.0468 |
|
2.618 |
1.0397 |
|
4.250 |
1.0280 |
|
|
| Fisher Pivots for day following 15-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0620 |
1.0643 |
| PP |
1.0609 |
1.0624 |
| S1 |
1.0598 |
1.0606 |
|