CME Swiss Franc Future September 2022
| Trading Metrics calculated at close of trading on 13-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2022 |
13-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0430 |
1.0492 |
0.0062 |
0.6% |
1.0200 |
| High |
1.0521 |
1.0554 |
0.0033 |
0.3% |
1.0480 |
| Low |
1.0412 |
1.0386 |
-0.0026 |
-0.2% |
1.0141 |
| Close |
1.0488 |
1.0412 |
-0.0076 |
-0.7% |
1.0414 |
| Range |
0.0109 |
0.0168 |
0.0059 |
54.1% |
0.0340 |
| ATR |
0.0097 |
0.0102 |
0.0005 |
5.2% |
0.0000 |
| Volume |
32,839 |
36,667 |
3,828 |
11.7% |
128,345 |
|
| Daily Pivots for day following 13-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0955 |
1.0851 |
1.0504 |
|
| R3 |
1.0787 |
1.0683 |
1.0458 |
|
| R2 |
1.0619 |
1.0619 |
1.0443 |
|
| R1 |
1.0515 |
1.0515 |
1.0427 |
1.0483 |
| PP |
1.0451 |
1.0451 |
1.0451 |
1.0435 |
| S1 |
1.0347 |
1.0347 |
1.0397 |
1.0315 |
| S2 |
1.0283 |
1.0283 |
1.0381 |
|
| S3 |
1.0115 |
1.0179 |
1.0366 |
|
| S4 |
0.9947 |
1.0011 |
1.0320 |
|
|
| 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 |
1.0554 |
1.0141 |
0.0414 |
4.0% |
0.0129 |
1.2% |
66% |
True |
False |
32,617 |
| 10 |
1.0554 |
1.0141 |
0.0414 |
4.0% |
0.0113 |
1.1% |
66% |
True |
False |
31,939 |
| 20 |
1.0603 |
1.0141 |
0.0463 |
4.4% |
0.0094 |
0.9% |
59% |
False |
False |
26,563 |
| 40 |
1.0701 |
1.0141 |
0.0561 |
5.4% |
0.0094 |
0.9% |
48% |
False |
False |
26,345 |
| 60 |
1.0701 |
1.0141 |
0.0561 |
5.4% |
0.0094 |
0.9% |
48% |
False |
False |
26,917 |
| 80 |
1.0701 |
1.0024 |
0.0678 |
6.5% |
0.0098 |
0.9% |
57% |
False |
False |
23,513 |
| 100 |
1.0701 |
1.0017 |
0.0684 |
6.6% |
0.0093 |
0.9% |
58% |
False |
False |
18,818 |
| 120 |
1.0970 |
1.0017 |
0.0953 |
9.2% |
0.0085 |
0.8% |
41% |
False |
False |
15,684 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1268 |
|
2.618 |
1.0994 |
|
1.618 |
1.0826 |
|
1.000 |
1.0722 |
|
0.618 |
1.0658 |
|
HIGH |
1.0554 |
|
0.618 |
1.0490 |
|
0.500 |
1.0470 |
|
0.382 |
1.0450 |
|
LOW |
1.0386 |
|
0.618 |
1.0282 |
|
1.000 |
1.0218 |
|
1.618 |
1.0114 |
|
2.618 |
0.9946 |
|
4.250 |
0.9672 |
|
|
| Fisher Pivots for day following 13-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0470 |
1.0432 |
| PP |
1.0451 |
1.0425 |
| S1 |
1.0431 |
1.0419 |
|