CME Swiss Franc Future September 2022
| Trading Metrics calculated at close of trading on 09-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2022 |
09-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0248 |
1.0311 |
0.0063 |
0.6% |
1.0200 |
| High |
1.0314 |
1.0480 |
0.0166 |
1.6% |
1.0480 |
| Low |
1.0230 |
1.0310 |
0.0080 |
0.8% |
1.0141 |
| Close |
1.0299 |
1.0414 |
0.0116 |
1.1% |
1.0414 |
| Range |
0.0084 |
0.0170 |
0.0086 |
102.4% |
0.0340 |
| ATR |
0.0090 |
0.0096 |
0.0007 |
7.3% |
0.0000 |
| Volume |
32,549 |
34,688 |
2,139 |
6.6% |
128,345 |
|
| Daily Pivots for day following 09-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0911 |
1.0833 |
1.0508 |
|
| R3 |
1.0741 |
1.0663 |
1.0461 |
|
| R2 |
1.0571 |
1.0571 |
1.0445 |
|
| R1 |
1.0493 |
1.0493 |
1.0430 |
1.0532 |
| PP |
1.0401 |
1.0401 |
1.0401 |
1.0421 |
| S1 |
1.0323 |
1.0323 |
1.0398 |
1.0362 |
| S2 |
1.0231 |
1.0231 |
1.0383 |
|
| S3 |
1.0061 |
1.0153 |
1.0367 |
|
| S4 |
0.9891 |
0.9983 |
1.0321 |
|
|
| Weekly Pivots for week ending 09-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1363 |
1.1228 |
1.0601 |
|
| R3 |
1.1024 |
1.0889 |
1.0507 |
|
| R2 |
1.0684 |
1.0684 |
1.0476 |
|
| R1 |
1.0549 |
1.0549 |
1.0445 |
1.0617 |
| PP |
1.0345 |
1.0345 |
1.0345 |
1.0379 |
| S1 |
1.0210 |
1.0210 |
1.0383 |
1.0277 |
| S2 |
1.0005 |
1.0005 |
1.0352 |
|
| S3 |
0.9666 |
0.9870 |
1.0321 |
|
| S4 |
0.9326 |
0.9531 |
1.0227 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0480 |
1.0141 |
0.0340 |
3.3% |
0.0109 |
1.0% |
81% |
True |
False |
31,862 |
| 10 |
1.0480 |
1.0141 |
0.0340 |
3.3% |
0.0101 |
1.0% |
81% |
True |
False |
30,000 |
| 20 |
1.0659 |
1.0141 |
0.0519 |
5.0% |
0.0086 |
0.8% |
53% |
False |
False |
25,205 |
| 40 |
1.0701 |
1.0141 |
0.0561 |
5.4% |
0.0091 |
0.9% |
49% |
False |
False |
25,687 |
| 60 |
1.0701 |
1.0024 |
0.0678 |
6.5% |
0.0098 |
0.9% |
58% |
False |
False |
27,206 |
| 80 |
1.0701 |
1.0024 |
0.0678 |
6.5% |
0.0097 |
0.9% |
58% |
False |
False |
22,645 |
| 100 |
1.0701 |
1.0017 |
0.0684 |
6.6% |
0.0092 |
0.9% |
58% |
False |
False |
18,124 |
| 120 |
1.0970 |
1.0017 |
0.0953 |
9.2% |
0.0084 |
0.8% |
42% |
False |
False |
15,105 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1203 |
|
2.618 |
1.0925 |
|
1.618 |
1.0755 |
|
1.000 |
1.0650 |
|
0.618 |
1.0585 |
|
HIGH |
1.0480 |
|
0.618 |
1.0415 |
|
0.500 |
1.0395 |
|
0.382 |
1.0375 |
|
LOW |
1.0310 |
|
0.618 |
1.0205 |
|
1.000 |
1.0140 |
|
1.618 |
1.0035 |
|
2.618 |
0.9865 |
|
4.250 |
0.9588 |
|
|
| Fisher Pivots for day following 09-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0408 |
1.0379 |
| PP |
1.0401 |
1.0345 |
| S1 |
1.0395 |
1.0310 |
|