CME Swiss Franc Future September 2022
| Trading Metrics calculated at close of trading on 25-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2022 |
25-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0391 |
1.0365 |
-0.0027 |
-0.3% |
1.0653 |
| High |
1.0428 |
1.0420 |
-0.0008 |
-0.1% |
1.0656 |
| Low |
1.0342 |
1.0357 |
0.0015 |
0.1% |
1.0441 |
| Close |
1.0360 |
1.0396 |
0.0036 |
0.3% |
1.0447 |
| Range |
0.0086 |
0.0063 |
-0.0023 |
-26.9% |
0.0215 |
| ATR |
0.0088 |
0.0086 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
22,461 |
16,116 |
-6,345 |
-28.2% |
95,140 |
|
| Daily Pivots for day following 25-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0578 |
1.0549 |
1.0430 |
|
| R3 |
1.0516 |
1.0487 |
1.0413 |
|
| R2 |
1.0453 |
1.0453 |
1.0407 |
|
| R1 |
1.0424 |
1.0424 |
1.0401 |
1.0439 |
| PP |
1.0391 |
1.0391 |
1.0391 |
1.0398 |
| S1 |
1.0362 |
1.0362 |
1.0390 |
1.0376 |
| S2 |
1.0328 |
1.0328 |
1.0384 |
|
| S3 |
1.0266 |
1.0299 |
1.0378 |
|
| S4 |
1.0203 |
1.0237 |
1.0361 |
|
|
| 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 |
1.0490 |
1.0338 |
0.0153 |
1.5% |
0.0077 |
0.7% |
38% |
False |
False |
20,550 |
| 10 |
1.0659 |
1.0338 |
0.0322 |
3.1% |
0.0072 |
0.7% |
18% |
False |
False |
20,410 |
| 20 |
1.0701 |
1.0338 |
0.0364 |
3.5% |
0.0088 |
0.9% |
16% |
False |
False |
23,258 |
| 40 |
1.0701 |
1.0165 |
0.0536 |
5.2% |
0.0088 |
0.9% |
43% |
False |
False |
25,417 |
| 60 |
1.0701 |
1.0024 |
0.0678 |
6.5% |
0.0098 |
0.9% |
55% |
False |
False |
25,121 |
| 80 |
1.0701 |
1.0017 |
0.0684 |
6.6% |
0.0094 |
0.9% |
55% |
False |
False |
18,901 |
| 100 |
1.0920 |
1.0017 |
0.0903 |
8.7% |
0.0086 |
0.8% |
42% |
False |
False |
15,124 |
| 120 |
1.0970 |
1.0017 |
0.0953 |
9.2% |
0.0078 |
0.8% |
40% |
False |
False |
12,606 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0685 |
|
2.618 |
1.0583 |
|
1.618 |
1.0521 |
|
1.000 |
1.0482 |
|
0.618 |
1.0458 |
|
HIGH |
1.0420 |
|
0.618 |
1.0396 |
|
0.500 |
1.0388 |
|
0.382 |
1.0381 |
|
LOW |
1.0357 |
|
0.618 |
1.0318 |
|
1.000 |
1.0295 |
|
1.618 |
1.0256 |
|
2.618 |
1.0193 |
|
4.250 |
1.0091 |
|
|
| Fisher Pivots for day following 25-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0393 |
1.0392 |
| PP |
1.0391 |
1.0389 |
| S1 |
1.0388 |
1.0386 |
|