CME Swiss Franc Future September 2022
| Trading Metrics calculated at close of trading on 12-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2022 |
12-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0311 |
1.0430 |
0.0119 |
1.2% |
1.0200 |
| High |
1.0480 |
1.0521 |
0.0041 |
0.4% |
1.0480 |
| Low |
1.0310 |
1.0412 |
0.0102 |
1.0% |
1.0141 |
| Close |
1.0414 |
1.0488 |
0.0074 |
0.7% |
1.0414 |
| Range |
0.0170 |
0.0109 |
-0.0061 |
-35.9% |
0.0340 |
| ATR |
0.0096 |
0.0097 |
0.0001 |
0.9% |
0.0000 |
| Volume |
34,688 |
32,839 |
-1,849 |
-5.3% |
128,345 |
|
| Daily Pivots for day following 12-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0801 |
1.0753 |
1.0547 |
|
| R3 |
1.0692 |
1.0644 |
1.0517 |
|
| R2 |
1.0583 |
1.0583 |
1.0507 |
|
| R1 |
1.0535 |
1.0535 |
1.0497 |
1.0559 |
| PP |
1.0474 |
1.0474 |
1.0474 |
1.0485 |
| S1 |
1.0426 |
1.0426 |
1.0478 |
1.0450 |
| S2 |
1.0365 |
1.0365 |
1.0468 |
|
| S3 |
1.0256 |
1.0317 |
1.0458 |
|
| S4 |
1.0147 |
1.0208 |
1.0428 |
|
|
| 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 |
1.0521 |
1.0141 |
0.0381 |
3.6% |
0.0115 |
1.1% |
91% |
True |
False |
32,236 |
| 10 |
1.0521 |
1.0141 |
0.0381 |
3.6% |
0.0102 |
1.0% |
91% |
True |
False |
30,656 |
| 20 |
1.0656 |
1.0141 |
0.0515 |
4.9% |
0.0089 |
0.9% |
67% |
False |
False |
25,700 |
| 40 |
1.0701 |
1.0141 |
0.0561 |
5.3% |
0.0092 |
0.9% |
62% |
False |
False |
25,970 |
| 60 |
1.0701 |
1.0081 |
0.0621 |
5.9% |
0.0097 |
0.9% |
66% |
False |
False |
27,126 |
| 80 |
1.0701 |
1.0024 |
0.0678 |
6.5% |
0.0097 |
0.9% |
68% |
False |
False |
23,055 |
| 100 |
1.0701 |
1.0017 |
0.0684 |
6.5% |
0.0092 |
0.9% |
69% |
False |
False |
18,452 |
| 120 |
1.0970 |
1.0017 |
0.0953 |
9.1% |
0.0084 |
0.8% |
49% |
False |
False |
15,379 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0984 |
|
2.618 |
1.0806 |
|
1.618 |
1.0697 |
|
1.000 |
1.0630 |
|
0.618 |
1.0588 |
|
HIGH |
1.0521 |
|
0.618 |
1.0479 |
|
0.500 |
1.0467 |
|
0.382 |
1.0454 |
|
LOW |
1.0412 |
|
0.618 |
1.0345 |
|
1.000 |
1.0303 |
|
1.618 |
1.0236 |
|
2.618 |
1.0127 |
|
4.250 |
0.9949 |
|
|
| Fisher Pivots for day following 12-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0481 |
1.0450 |
| PP |
1.0474 |
1.0413 |
| S1 |
1.0467 |
1.0376 |
|