CME Swiss Franc Future September 2022
| Trading Metrics calculated at close of trading on 08-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2022 |
08-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0168 |
1.0248 |
0.0080 |
0.8% |
1.0370 |
| High |
1.0254 |
1.0314 |
0.0060 |
0.6% |
1.0370 |
| Low |
1.0141 |
1.0230 |
0.0090 |
0.9% |
1.0151 |
| Close |
1.0229 |
1.0299 |
0.0070 |
0.7% |
1.0210 |
| Range |
0.0114 |
0.0084 |
-0.0030 |
-26.0% |
0.0219 |
| ATR |
0.0090 |
0.0090 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
26,344 |
32,549 |
6,205 |
23.6% |
145,383 |
|
| Daily Pivots for day following 08-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0533 |
1.0500 |
1.0345 |
|
| R3 |
1.0449 |
1.0416 |
1.0322 |
|
| R2 |
1.0365 |
1.0365 |
1.0314 |
|
| R1 |
1.0332 |
1.0332 |
1.0306 |
1.0348 |
| PP |
1.0281 |
1.0281 |
1.0281 |
1.0289 |
| S1 |
1.0248 |
1.0248 |
1.0291 |
1.0264 |
| S2 |
1.0197 |
1.0197 |
1.0283 |
|
| S3 |
1.0113 |
1.0164 |
1.0275 |
|
| S4 |
1.0029 |
1.0080 |
1.0252 |
|
|
| 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 |
1.0314 |
1.0141 |
0.0174 |
1.7% |
0.0100 |
1.0% |
91% |
True |
False |
31,027 |
| 10 |
1.0457 |
1.0141 |
0.0317 |
3.1% |
0.0090 |
0.9% |
50% |
False |
False |
28,143 |
| 20 |
1.0701 |
1.0141 |
0.0561 |
5.4% |
0.0082 |
0.8% |
28% |
False |
False |
24,825 |
| 40 |
1.0701 |
1.0141 |
0.0561 |
5.4% |
0.0089 |
0.9% |
28% |
False |
False |
25,538 |
| 60 |
1.0701 |
1.0024 |
0.0678 |
6.6% |
0.0098 |
0.9% |
41% |
False |
False |
27,249 |
| 80 |
1.0701 |
1.0017 |
0.0684 |
6.6% |
0.0095 |
0.9% |
41% |
False |
False |
22,212 |
| 100 |
1.0701 |
1.0017 |
0.0684 |
6.6% |
0.0090 |
0.9% |
41% |
False |
False |
17,777 |
| 120 |
1.0970 |
1.0017 |
0.0953 |
9.3% |
0.0083 |
0.8% |
30% |
False |
False |
14,816 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0671 |
|
2.618 |
1.0534 |
|
1.618 |
1.0450 |
|
1.000 |
1.0398 |
|
0.618 |
1.0366 |
|
HIGH |
1.0314 |
|
0.618 |
1.0282 |
|
0.500 |
1.0272 |
|
0.382 |
1.0262 |
|
LOW |
1.0230 |
|
0.618 |
1.0178 |
|
1.000 |
1.0146 |
|
1.618 |
1.0094 |
|
2.618 |
1.0010 |
|
4.250 |
0.9873 |
|
|
| Fisher Pivots for day following 08-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0290 |
1.0275 |
| PP |
1.0281 |
1.0251 |
| S1 |
1.0272 |
1.0227 |
|