CME Swiss Franc Future September 2022
| Trading Metrics calculated at close of trading on 31-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2022 |
31-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0343 |
1.0277 |
-0.0066 |
-0.6% |
1.0456 |
| High |
1.0360 |
1.0296 |
-0.0065 |
-0.6% |
1.0467 |
| Low |
1.0258 |
1.0211 |
-0.0047 |
-0.5% |
1.0338 |
| Close |
1.0286 |
1.0257 |
-0.0029 |
-0.3% |
1.0366 |
| Range |
0.0102 |
0.0085 |
-0.0018 |
-17.2% |
0.0129 |
| ATR |
0.0086 |
0.0086 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
28,117 |
31,941 |
3,824 |
13.6% |
112,310 |
|
| Daily Pivots for day following 31-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0508 |
1.0467 |
1.0303 |
|
| R3 |
1.0424 |
1.0383 |
1.0280 |
|
| R2 |
1.0339 |
1.0339 |
1.0272 |
|
| R1 |
1.0298 |
1.0298 |
1.0265 |
1.0276 |
| PP |
1.0255 |
1.0255 |
1.0255 |
1.0244 |
| S1 |
1.0214 |
1.0214 |
1.0249 |
1.0192 |
| S2 |
1.0170 |
1.0170 |
1.0242 |
|
| S3 |
1.0086 |
1.0129 |
1.0234 |
|
| S4 |
1.0001 |
1.0045 |
1.0211 |
|
|
| 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 |
1.0457 |
1.0211 |
0.0246 |
2.4% |
0.0080 |
0.8% |
19% |
False |
True |
25,259 |
| 10 |
1.0551 |
1.0211 |
0.0340 |
3.3% |
0.0081 |
0.8% |
14% |
False |
True |
23,092 |
| 20 |
1.0701 |
1.0211 |
0.0490 |
4.8% |
0.0085 |
0.8% |
9% |
False |
True |
22,899 |
| 40 |
1.0701 |
1.0165 |
0.0536 |
5.2% |
0.0086 |
0.8% |
17% |
False |
False |
24,928 |
| 60 |
1.0701 |
1.0024 |
0.0678 |
6.6% |
0.0097 |
1.0% |
34% |
False |
False |
26,781 |
| 80 |
1.0701 |
1.0017 |
0.0684 |
6.7% |
0.0093 |
0.9% |
35% |
False |
False |
20,277 |
| 100 |
1.0860 |
1.0017 |
0.0843 |
8.2% |
0.0088 |
0.9% |
28% |
False |
False |
16,226 |
| 120 |
1.0970 |
1.0017 |
0.0953 |
9.3% |
0.0080 |
0.8% |
25% |
False |
False |
13,524 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0655 |
|
2.618 |
1.0517 |
|
1.618 |
1.0432 |
|
1.000 |
1.0380 |
|
0.618 |
1.0348 |
|
HIGH |
1.0296 |
|
0.618 |
1.0263 |
|
0.500 |
1.0253 |
|
0.382 |
1.0243 |
|
LOW |
1.0211 |
|
0.618 |
1.0159 |
|
1.000 |
1.0127 |
|
1.618 |
1.0074 |
|
2.618 |
0.9990 |
|
4.250 |
0.9852 |
|
|
| Fisher Pivots for day following 31-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0256 |
1.0291 |
| PP |
1.0255 |
1.0279 |
| S1 |
1.0253 |
1.0268 |
|