CME Swiss Franc Future September 2022
| Trading Metrics calculated at close of trading on 18-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2022 |
18-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0556 |
1.0535 |
-0.0021 |
-0.2% |
1.0426 |
| High |
1.0571 |
1.0551 |
-0.0020 |
-0.2% |
1.0701 |
| Low |
1.0504 |
1.0471 |
-0.0033 |
-0.3% |
1.0411 |
| Close |
1.0537 |
1.0478 |
-0.0059 |
-0.6% |
1.0649 |
| Range |
0.0067 |
0.0080 |
0.0013 |
19.4% |
0.0291 |
| ATR |
0.0090 |
0.0090 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
20,443 |
17,996 |
-2,447 |
-12.0% |
124,613 |
|
| Daily Pivots for day following 18-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0740 |
1.0689 |
1.0522 |
|
| R3 |
1.0660 |
1.0609 |
1.0500 |
|
| R2 |
1.0580 |
1.0580 |
1.0493 |
|
| R1 |
1.0529 |
1.0529 |
1.0485 |
1.0514 |
| PP |
1.0500 |
1.0500 |
1.0500 |
1.0492 |
| S1 |
1.0449 |
1.0449 |
1.0471 |
1.0434 |
| S2 |
1.0420 |
1.0420 |
1.0463 |
|
| S3 |
1.0340 |
1.0369 |
1.0456 |
|
| S4 |
1.0260 |
1.0289 |
1.0434 |
|
|
| 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 |
1.0659 |
1.0471 |
0.0189 |
1.8% |
0.0067 |
0.6% |
4% |
False |
True |
20,270 |
| 10 |
1.0701 |
1.0396 |
0.0306 |
2.9% |
0.0088 |
0.8% |
27% |
False |
False |
22,581 |
| 20 |
1.0701 |
1.0349 |
0.0352 |
3.4% |
0.0090 |
0.9% |
37% |
False |
False |
25,343 |
| 40 |
1.0701 |
1.0165 |
0.0536 |
5.1% |
0.0091 |
0.9% |
58% |
False |
False |
26,334 |
| 60 |
1.0701 |
1.0024 |
0.0678 |
6.5% |
0.0096 |
0.9% |
67% |
False |
False |
23,472 |
| 80 |
1.0701 |
1.0017 |
0.0684 |
6.5% |
0.0093 |
0.9% |
67% |
False |
False |
17,618 |
| 100 |
1.0970 |
1.0017 |
0.0953 |
9.1% |
0.0085 |
0.8% |
48% |
False |
False |
14,098 |
| 120 |
1.1020 |
1.0017 |
0.1003 |
9.6% |
0.0077 |
0.7% |
46% |
False |
False |
11,750 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0891 |
|
2.618 |
1.0760 |
|
1.618 |
1.0680 |
|
1.000 |
1.0631 |
|
0.618 |
1.0600 |
|
HIGH |
1.0551 |
|
0.618 |
1.0520 |
|
0.500 |
1.0511 |
|
0.382 |
1.0501 |
|
LOW |
1.0471 |
|
0.618 |
1.0421 |
|
1.000 |
1.0391 |
|
1.618 |
1.0341 |
|
2.618 |
1.0261 |
|
4.250 |
1.0131 |
|
|
| Fisher Pivots for day following 18-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0511 |
1.0537 |
| PP |
1.0500 |
1.0517 |
| S1 |
1.0489 |
1.0498 |
|