CME Swiss Franc Future September 2022
| Trading Metrics calculated at close of trading on 19-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2022 |
19-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0535 |
1.0475 |
-0.0061 |
-0.6% |
1.0653 |
| High |
1.0551 |
1.0490 |
-0.0061 |
-0.6% |
1.0656 |
| Low |
1.0471 |
1.0441 |
-0.0030 |
-0.3% |
1.0441 |
| Close |
1.0478 |
1.0447 |
-0.0031 |
-0.3% |
1.0447 |
| Range |
0.0080 |
0.0050 |
-0.0031 |
-38.1% |
0.0215 |
| ATR |
0.0090 |
0.0087 |
-0.0003 |
-3.2% |
0.0000 |
| Volume |
17,996 |
16,720 |
-1,276 |
-7.1% |
95,140 |
|
| Daily Pivots for day following 19-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0608 |
1.0577 |
1.0474 |
|
| R3 |
1.0558 |
1.0527 |
1.0461 |
|
| R2 |
1.0509 |
1.0509 |
1.0456 |
|
| R1 |
1.0478 |
1.0478 |
1.0452 |
1.0469 |
| PP |
1.0459 |
1.0459 |
1.0459 |
1.0455 |
| S1 |
1.0428 |
1.0428 |
1.0442 |
1.0419 |
| S2 |
1.0410 |
1.0410 |
1.0438 |
|
| S3 |
1.0360 |
1.0379 |
1.0433 |
|
| S4 |
1.0311 |
1.0329 |
1.0420 |
|
|
| Weekly Pivots for week ending 19-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1159 |
1.1018 |
1.0565 |
|
| R3 |
1.0944 |
1.0803 |
1.0506 |
|
| R2 |
1.0729 |
1.0729 |
1.0486 |
|
| R1 |
1.0588 |
1.0588 |
1.0467 |
1.0551 |
| PP |
1.0514 |
1.0514 |
1.0514 |
1.0496 |
| S1 |
1.0373 |
1.0373 |
1.0427 |
1.0336 |
| S2 |
1.0299 |
1.0299 |
1.0408 |
|
| S3 |
1.0084 |
1.0158 |
1.0388 |
|
| S4 |
0.9869 |
0.9943 |
1.0329 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0656 |
1.0441 |
0.0215 |
2.1% |
0.0067 |
0.6% |
3% |
False |
True |
19,028 |
| 10 |
1.0701 |
1.0411 |
0.0291 |
2.8% |
0.0081 |
0.8% |
13% |
False |
False |
21,975 |
| 20 |
1.0701 |
1.0380 |
0.0322 |
3.1% |
0.0087 |
0.8% |
21% |
False |
False |
24,685 |
| 40 |
1.0701 |
1.0165 |
0.0536 |
5.1% |
0.0089 |
0.9% |
53% |
False |
False |
26,089 |
| 60 |
1.0701 |
1.0024 |
0.0678 |
6.5% |
0.0095 |
0.9% |
63% |
False |
False |
23,749 |
| 80 |
1.0701 |
1.0017 |
0.0684 |
6.5% |
0.0093 |
0.9% |
63% |
False |
False |
17,826 |
| 100 |
1.0970 |
1.0017 |
0.0953 |
9.1% |
0.0085 |
0.8% |
45% |
False |
False |
14,265 |
| 120 |
1.1020 |
1.0017 |
0.1003 |
9.6% |
0.0076 |
0.7% |
43% |
False |
False |
11,889 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0700 |
|
2.618 |
1.0620 |
|
1.618 |
1.0570 |
|
1.000 |
1.0540 |
|
0.618 |
1.0521 |
|
HIGH |
1.0490 |
|
0.618 |
1.0471 |
|
0.500 |
1.0465 |
|
0.382 |
1.0459 |
|
LOW |
1.0441 |
|
0.618 |
1.0410 |
|
1.000 |
1.0391 |
|
1.618 |
1.0360 |
|
2.618 |
1.0311 |
|
4.250 |
1.0230 |
|
|
| Fisher Pivots for day following 19-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0465 |
1.0506 |
| PP |
1.0459 |
1.0486 |
| S1 |
1.0453 |
1.0467 |
|