CME Swiss Franc Future September 2022
| Trading Metrics calculated at close of trading on 14-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2022 |
14-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0492 |
1.0400 |
-0.0092 |
-0.9% |
1.0200 |
| High |
1.0554 |
1.0433 |
-0.0122 |
-1.2% |
1.0480 |
| Low |
1.0386 |
1.0382 |
-0.0005 |
0.0% |
1.0141 |
| Close |
1.0412 |
1.0389 |
-0.0024 |
-0.2% |
1.0414 |
| Range |
0.0168 |
0.0051 |
-0.0117 |
-69.6% |
0.0340 |
| ATR |
0.0102 |
0.0099 |
-0.0004 |
-3.6% |
0.0000 |
| Volume |
36,667 |
41,941 |
5,274 |
14.4% |
128,345 |
|
| Daily Pivots for day following 14-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0554 |
1.0522 |
1.0417 |
|
| R3 |
1.0503 |
1.0471 |
1.0403 |
|
| R2 |
1.0452 |
1.0452 |
1.0398 |
|
| R1 |
1.0420 |
1.0420 |
1.0393 |
1.0411 |
| PP |
1.0401 |
1.0401 |
1.0401 |
1.0396 |
| S1 |
1.0369 |
1.0369 |
1.0384 |
1.0360 |
| S2 |
1.0350 |
1.0350 |
1.0379 |
|
| S3 |
1.0299 |
1.0318 |
1.0374 |
|
| S4 |
1.0248 |
1.0267 |
1.0360 |
|
|
| 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 |
1.0230 |
0.0324 |
3.1% |
0.0116 |
1.1% |
49% |
False |
False |
35,736 |
| 10 |
1.0554 |
1.0141 |
0.0414 |
4.0% |
0.0108 |
1.0% |
60% |
False |
False |
33,321 |
| 20 |
1.0571 |
1.0141 |
0.0430 |
4.1% |
0.0094 |
0.9% |
58% |
False |
False |
27,632 |
| 40 |
1.0701 |
1.0141 |
0.0561 |
5.4% |
0.0092 |
0.9% |
44% |
False |
False |
26,736 |
| 60 |
1.0701 |
1.0141 |
0.0561 |
5.4% |
0.0093 |
0.9% |
44% |
False |
False |
27,058 |
| 80 |
1.0701 |
1.0024 |
0.0678 |
6.5% |
0.0096 |
0.9% |
54% |
False |
False |
24,035 |
| 100 |
1.0701 |
1.0017 |
0.0684 |
6.6% |
0.0093 |
0.9% |
54% |
False |
False |
19,236 |
| 120 |
1.0970 |
1.0017 |
0.0953 |
9.2% |
0.0086 |
0.8% |
39% |
False |
False |
16,034 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0649 |
|
2.618 |
1.0566 |
|
1.618 |
1.0515 |
|
1.000 |
1.0484 |
|
0.618 |
1.0464 |
|
HIGH |
1.0433 |
|
0.618 |
1.0413 |
|
0.500 |
1.0407 |
|
0.382 |
1.0401 |
|
LOW |
1.0382 |
|
0.618 |
1.0350 |
|
1.000 |
1.0331 |
|
1.618 |
1.0299 |
|
2.618 |
1.0248 |
|
4.250 |
1.0165 |
|
|
| Fisher Pivots for day following 14-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0407 |
1.0468 |
| PP |
1.0401 |
1.0441 |
| S1 |
1.0395 |
1.0415 |
|