CME Swiss Franc Future September 2022
| Trading Metrics calculated at close of trading on 26-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2022 |
26-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0365 |
1.0397 |
0.0032 |
0.3% |
1.0456 |
| High |
1.0420 |
1.0457 |
0.0038 |
0.4% |
1.0467 |
| Low |
1.0357 |
1.0359 |
0.0002 |
0.0% |
1.0338 |
| Close |
1.0396 |
1.0366 |
-0.0030 |
-0.3% |
1.0366 |
| Range |
0.0063 |
0.0099 |
0.0036 |
57.6% |
0.0129 |
| ATR |
0.0086 |
0.0087 |
0.0001 |
1.1% |
0.0000 |
| Volume |
16,116 |
26,280 |
10,164 |
63.1% |
112,310 |
|
| Daily Pivots for day following 26-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0689 |
1.0626 |
1.0420 |
|
| R3 |
1.0591 |
1.0528 |
1.0393 |
|
| R2 |
1.0492 |
1.0492 |
1.0384 |
|
| R1 |
1.0429 |
1.0429 |
1.0375 |
1.0412 |
| PP |
1.0394 |
1.0394 |
1.0394 |
1.0385 |
| S1 |
1.0331 |
1.0331 |
1.0357 |
1.0313 |
| S2 |
1.0295 |
1.0295 |
1.0348 |
|
| S3 |
1.0197 |
1.0232 |
1.0339 |
|
| S4 |
1.0098 |
1.0134 |
1.0312 |
|
|
| Weekly Pivots for week ending 26-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0777 |
1.0701 |
1.0437 |
|
| R3 |
1.0648 |
1.0572 |
1.0401 |
|
| R2 |
1.0519 |
1.0519 |
1.0390 |
|
| R1 |
1.0443 |
1.0443 |
1.0378 |
1.0416 |
| PP |
1.0390 |
1.0390 |
1.0390 |
1.0377 |
| S1 |
1.0314 |
1.0314 |
1.0354 |
1.0287 |
| S2 |
1.0261 |
1.0261 |
1.0342 |
|
| S3 |
1.0132 |
1.0185 |
1.0331 |
|
| S4 |
1.0003 |
1.0056 |
1.0295 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0467 |
1.0338 |
0.0129 |
1.2% |
0.0087 |
0.8% |
22% |
False |
False |
22,462 |
| 10 |
1.0656 |
1.0338 |
0.0318 |
3.1% |
0.0077 |
0.7% |
9% |
False |
False |
20,745 |
| 20 |
1.0701 |
1.0338 |
0.0364 |
3.5% |
0.0088 |
0.9% |
8% |
False |
False |
22,788 |
| 40 |
1.0701 |
1.0165 |
0.0536 |
5.2% |
0.0089 |
0.9% |
38% |
False |
False |
25,124 |
| 60 |
1.0701 |
1.0024 |
0.0678 |
6.5% |
0.0098 |
0.9% |
51% |
False |
False |
25,549 |
| 80 |
1.0701 |
1.0017 |
0.0684 |
6.6% |
0.0094 |
0.9% |
51% |
False |
False |
19,229 |
| 100 |
1.0920 |
1.0017 |
0.0903 |
8.7% |
0.0087 |
0.8% |
39% |
False |
False |
15,387 |
| 120 |
1.0970 |
1.0017 |
0.0953 |
9.2% |
0.0079 |
0.8% |
37% |
False |
False |
12,825 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0876 |
|
2.618 |
1.0715 |
|
1.618 |
1.0616 |
|
1.000 |
1.0556 |
|
0.618 |
1.0518 |
|
HIGH |
1.0457 |
|
0.618 |
1.0419 |
|
0.500 |
1.0408 |
|
0.382 |
1.0396 |
|
LOW |
1.0359 |
|
0.618 |
1.0298 |
|
1.000 |
1.0260 |
|
1.618 |
1.0199 |
|
2.618 |
1.0101 |
|
4.250 |
0.9940 |
|
|
| Fisher Pivots for day following 26-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0408 |
1.0400 |
| PP |
1.0394 |
1.0388 |
| S1 |
1.0380 |
1.0377 |
|