CME Swiss Franc Future September 2022
| Trading Metrics calculated at close of trading on 19-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2022 |
19-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0398 |
1.0371 |
-0.0027 |
-0.3% |
1.0430 |
| High |
1.0417 |
1.0387 |
-0.0030 |
-0.3% |
1.0554 |
| Low |
1.0352 |
1.0316 |
-0.0036 |
-0.3% |
1.0352 |
| Close |
1.0363 |
1.0339 |
-0.0024 |
-0.2% |
1.0363 |
| Range |
0.0066 |
0.0072 |
0.0006 |
9.2% |
0.0203 |
| ATR |
0.0096 |
0.0094 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
6,512 |
282 |
-6,230 |
-95.7% |
146,364 |
|
| Daily Pivots for day following 19-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0562 |
1.0522 |
1.0378 |
|
| R3 |
1.0490 |
1.0450 |
1.0359 |
|
| R2 |
1.0419 |
1.0419 |
1.0352 |
|
| R1 |
1.0379 |
1.0379 |
1.0346 |
1.0363 |
| PP |
1.0347 |
1.0347 |
1.0347 |
1.0339 |
| S1 |
1.0307 |
1.0307 |
1.0332 |
1.0292 |
| S2 |
1.0276 |
1.0276 |
1.0326 |
|
| S3 |
1.0204 |
1.0236 |
1.0319 |
|
| S4 |
1.0133 |
1.0164 |
1.0300 |
|
|
| Weekly Pivots for week ending 16-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1030 |
1.0899 |
1.0474 |
|
| R3 |
1.0828 |
1.0697 |
1.0419 |
|
| R2 |
1.0625 |
1.0625 |
1.0400 |
|
| R1 |
1.0494 |
1.0494 |
1.0382 |
1.0459 |
| PP |
1.0423 |
1.0423 |
1.0423 |
1.0405 |
| S1 |
1.0292 |
1.0292 |
1.0344 |
1.0256 |
| S2 |
1.0220 |
1.0220 |
1.0326 |
|
| S3 |
1.0018 |
1.0089 |
1.0307 |
|
| S4 |
0.9815 |
0.9887 |
1.0252 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0554 |
1.0316 |
0.0239 |
2.3% |
0.0090 |
0.9% |
10% |
False |
True |
22,761 |
| 10 |
1.0554 |
1.0141 |
0.0414 |
4.0% |
0.0103 |
1.0% |
48% |
False |
False |
27,499 |
| 20 |
1.0554 |
1.0141 |
0.0414 |
4.0% |
0.0095 |
0.9% |
48% |
False |
False |
26,634 |
| 40 |
1.0701 |
1.0141 |
0.0561 |
5.4% |
0.0091 |
0.9% |
35% |
False |
False |
25,659 |
| 60 |
1.0701 |
1.0141 |
0.0561 |
5.4% |
0.0091 |
0.9% |
35% |
False |
False |
26,271 |
| 80 |
1.0701 |
1.0024 |
0.0678 |
6.6% |
0.0095 |
0.9% |
47% |
False |
False |
24,470 |
| 100 |
1.0701 |
1.0017 |
0.0684 |
6.6% |
0.0093 |
0.9% |
47% |
False |
False |
19,588 |
| 120 |
1.0970 |
1.0017 |
0.0953 |
9.2% |
0.0087 |
0.8% |
34% |
False |
False |
16,327 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0691 |
|
2.618 |
1.0574 |
|
1.618 |
1.0503 |
|
1.000 |
1.0459 |
|
0.618 |
1.0431 |
|
HIGH |
1.0387 |
|
0.618 |
1.0360 |
|
0.500 |
1.0351 |
|
0.382 |
1.0343 |
|
LOW |
1.0316 |
|
0.618 |
1.0271 |
|
1.000 |
1.0244 |
|
1.618 |
1.0200 |
|
2.618 |
1.0128 |
|
4.250 |
1.0012 |
|
|
| Fisher Pivots for day following 19-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0351 |
1.0391 |
| PP |
1.0347 |
1.0373 |
| S1 |
1.0343 |
1.0356 |
|