CME Swiss Franc Future December 2022
| Trading Metrics calculated at close of trading on 15-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2022 |
15-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0715 |
1.0724 |
0.0009 |
0.1% |
1.0513 |
| High |
1.0738 |
1.0724 |
-0.0014 |
-0.1% |
1.0755 |
| Low |
1.0702 |
1.0674 |
-0.0028 |
-0.3% |
1.0513 |
| Close |
1.0736 |
1.0674 |
-0.0062 |
-0.6% |
1.0736 |
| Range |
0.0037 |
0.0050 |
0.0014 |
37.0% |
0.0243 |
| ATR |
0.0073 |
0.0072 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
5 |
15 |
10 |
200.0% |
555 |
|
| Daily Pivots for day following 15-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0841 |
1.0807 |
1.0702 |
|
| R3 |
1.0791 |
1.0757 |
1.0688 |
|
| R2 |
1.0741 |
1.0741 |
1.0683 |
|
| R1 |
1.0707 |
1.0707 |
1.0679 |
1.0699 |
| PP |
1.0691 |
1.0691 |
1.0691 |
1.0687 |
| S1 |
1.0657 |
1.0657 |
1.0669 |
1.0649 |
| S2 |
1.0641 |
1.0641 |
1.0665 |
|
| S3 |
1.0591 |
1.0607 |
1.0660 |
|
| S4 |
1.0541 |
1.0557 |
1.0647 |
|
|
| Weekly Pivots for week ending 12-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1395 |
1.1308 |
1.0869 |
|
| R3 |
1.1153 |
1.1066 |
1.0803 |
|
| R2 |
1.0910 |
1.0910 |
1.0780 |
|
| R1 |
1.0823 |
1.0823 |
1.0758 |
1.0867 |
| PP |
1.0668 |
1.0668 |
1.0668 |
1.0690 |
| S1 |
1.0581 |
1.0581 |
1.0714 |
1.0624 |
| S2 |
1.0425 |
1.0425 |
1.0692 |
|
| S3 |
1.0183 |
1.0338 |
1.0669 |
|
| S4 |
0.9940 |
1.0096 |
1.0603 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0755 |
1.0602 |
0.0153 |
1.4% |
0.0054 |
0.5% |
47% |
False |
False |
33 |
| 10 |
1.0755 |
1.0476 |
0.0279 |
2.6% |
0.0072 |
0.7% |
71% |
False |
False |
80 |
| 20 |
1.0755 |
1.0352 |
0.0403 |
3.8% |
0.0068 |
0.6% |
80% |
False |
False |
58 |
| 40 |
1.0755 |
1.0272 |
0.0483 |
4.5% |
0.0063 |
0.6% |
83% |
False |
False |
49 |
| 60 |
1.0755 |
1.0130 |
0.0625 |
5.9% |
0.0062 |
0.6% |
87% |
False |
False |
36 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0937 |
|
2.618 |
1.0855 |
|
1.618 |
1.0805 |
|
1.000 |
1.0774 |
|
0.618 |
1.0755 |
|
HIGH |
1.0724 |
|
0.618 |
1.0705 |
|
0.500 |
1.0699 |
|
0.382 |
1.0693 |
|
LOW |
1.0674 |
|
0.618 |
1.0643 |
|
1.000 |
1.0624 |
|
1.618 |
1.0593 |
|
2.618 |
1.0543 |
|
4.250 |
1.0462 |
|
|
| Fisher Pivots for day following 15-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0699 |
1.0715 |
| PP |
1.0691 |
1.0701 |
| S1 |
1.0682 |
1.0688 |
|