CME Swiss Franc Future September 2022
| Trading Metrics calculated at close of trading on 01-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2022 |
01-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0277 |
1.0240 |
-0.0038 |
-0.4% |
1.0456 |
| High |
1.0296 |
1.0274 |
-0.0022 |
-0.2% |
1.0467 |
| Low |
1.0211 |
1.0151 |
-0.0060 |
-0.6% |
1.0338 |
| Close |
1.0257 |
1.0193 |
-0.0065 |
-0.6% |
1.0366 |
| Range |
0.0085 |
0.0123 |
0.0038 |
45.0% |
0.0129 |
| ATR |
0.0086 |
0.0088 |
0.0003 |
3.1% |
0.0000 |
| Volume |
31,941 |
30,516 |
-1,425 |
-4.5% |
112,310 |
|
| Daily Pivots for day following 01-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0573 |
1.0505 |
1.0260 |
|
| R3 |
1.0451 |
1.0383 |
1.0226 |
|
| R2 |
1.0328 |
1.0328 |
1.0215 |
|
| R1 |
1.0260 |
1.0260 |
1.0204 |
1.0233 |
| PP |
1.0206 |
1.0206 |
1.0206 |
1.0192 |
| S1 |
1.0138 |
1.0138 |
1.0181 |
1.0111 |
| S2 |
1.0083 |
1.0083 |
1.0170 |
|
| S3 |
0.9961 |
1.0015 |
1.0159 |
|
| S4 |
0.9838 |
0.9893 |
1.0125 |
|
|
| 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 |
1.0151 |
0.0306 |
3.0% |
0.0092 |
0.9% |
14% |
False |
True |
28,139 |
| 10 |
1.0490 |
1.0151 |
0.0339 |
3.3% |
0.0085 |
0.8% |
12% |
False |
True |
24,344 |
| 20 |
1.0701 |
1.0151 |
0.0550 |
5.4% |
0.0087 |
0.9% |
8% |
False |
True |
23,463 |
| 40 |
1.0701 |
1.0151 |
0.0550 |
5.4% |
0.0087 |
0.9% |
8% |
False |
True |
25,193 |
| 60 |
1.0701 |
1.0024 |
0.0678 |
6.6% |
0.0098 |
1.0% |
25% |
False |
False |
27,067 |
| 80 |
1.0701 |
1.0017 |
0.0684 |
6.7% |
0.0094 |
0.9% |
26% |
False |
False |
20,656 |
| 100 |
1.0860 |
1.0017 |
0.0843 |
8.3% |
0.0089 |
0.9% |
21% |
False |
False |
16,531 |
| 120 |
1.0970 |
1.0017 |
0.0953 |
9.4% |
0.0081 |
0.8% |
18% |
False |
False |
13,778 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0794 |
|
2.618 |
1.0594 |
|
1.618 |
1.0472 |
|
1.000 |
1.0396 |
|
0.618 |
1.0349 |
|
HIGH |
1.0274 |
|
0.618 |
1.0227 |
|
0.500 |
1.0212 |
|
0.382 |
1.0198 |
|
LOW |
1.0151 |
|
0.618 |
1.0075 |
|
1.000 |
1.0029 |
|
1.618 |
0.9953 |
|
2.618 |
0.9830 |
|
4.250 |
0.9630 |
|
|
| Fisher Pivots for day following 01-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0212 |
1.0256 |
| PP |
1.0206 |
1.0235 |
| S1 |
1.0199 |
1.0214 |
|