CME Swiss Franc Future September 2022
| Trading Metrics calculated at close of trading on 07-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2022 |
07-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0200 |
1.0168 |
-0.0032 |
-0.3% |
1.0370 |
| High |
1.0250 |
1.0254 |
0.0005 |
0.0% |
1.0370 |
| Low |
1.0150 |
1.0141 |
-0.0009 |
-0.1% |
1.0151 |
| Close |
1.0164 |
1.0229 |
0.0065 |
0.6% |
1.0210 |
| Range |
0.0100 |
0.0114 |
0.0014 |
13.5% |
0.0219 |
| ATR |
0.0088 |
0.0090 |
0.0002 |
2.0% |
0.0000 |
| Volume |
34,764 |
26,344 |
-8,420 |
-24.2% |
145,383 |
|
| Daily Pivots for day following 07-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0548 |
1.0502 |
1.0291 |
|
| R3 |
1.0435 |
1.0388 |
1.0260 |
|
| R2 |
1.0321 |
1.0321 |
1.0249 |
|
| R1 |
1.0275 |
1.0275 |
1.0239 |
1.0298 |
| PP |
1.0208 |
1.0208 |
1.0208 |
1.0219 |
| S1 |
1.0161 |
1.0161 |
1.0218 |
1.0185 |
| S2 |
1.0094 |
1.0094 |
1.0208 |
|
| S3 |
0.9981 |
1.0048 |
1.0197 |
|
| S4 |
0.9867 |
0.9934 |
1.0166 |
|
|
| Weekly Pivots for week ending 02-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0901 |
1.0774 |
1.0330 |
|
| R3 |
1.0682 |
1.0555 |
1.0270 |
|
| R2 |
1.0463 |
1.0463 |
1.0250 |
|
| R1 |
1.0336 |
1.0336 |
1.0230 |
1.0290 |
| PP |
1.0244 |
1.0244 |
1.0244 |
1.0220 |
| S1 |
1.0117 |
1.0117 |
1.0189 |
1.0071 |
| S2 |
1.0025 |
1.0025 |
1.0169 |
|
| S3 |
0.9806 |
0.9898 |
1.0149 |
|
| S4 |
0.9587 |
0.9679 |
1.0089 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0296 |
1.0141 |
0.0155 |
1.5% |
0.0100 |
1.0% |
57% |
False |
True |
30,906 |
| 10 |
1.0457 |
1.0141 |
0.0317 |
3.1% |
0.0090 |
0.9% |
28% |
False |
True |
27,134 |
| 20 |
1.0701 |
1.0141 |
0.0561 |
5.5% |
0.0086 |
0.8% |
16% |
False |
True |
24,830 |
| 40 |
1.0701 |
1.0141 |
0.0561 |
5.5% |
0.0089 |
0.9% |
16% |
False |
True |
25,572 |
| 60 |
1.0701 |
1.0024 |
0.0678 |
6.6% |
0.0098 |
1.0% |
30% |
False |
False |
27,206 |
| 80 |
1.0701 |
1.0017 |
0.0684 |
6.7% |
0.0095 |
0.9% |
31% |
False |
False |
21,805 |
| 100 |
1.0816 |
1.0017 |
0.0799 |
7.8% |
0.0091 |
0.9% |
26% |
False |
False |
17,451 |
| 120 |
1.0970 |
1.0017 |
0.0953 |
9.3% |
0.0083 |
0.8% |
22% |
False |
False |
14,545 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0736 |
|
2.618 |
1.0551 |
|
1.618 |
1.0438 |
|
1.000 |
1.0368 |
|
0.618 |
1.0324 |
|
HIGH |
1.0254 |
|
0.618 |
1.0211 |
|
0.500 |
1.0197 |
|
0.382 |
1.0184 |
|
LOW |
1.0141 |
|
0.618 |
1.0070 |
|
1.000 |
1.0027 |
|
1.618 |
0.9957 |
|
2.618 |
0.9843 |
|
4.250 |
0.9658 |
|
|
| Fisher Pivots for day following 07-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0218 |
1.0218 |
| PP |
1.0208 |
1.0208 |
| S1 |
1.0197 |
1.0197 |
|