CME Swiss Franc Future December 2022
Trading Metrics calculated at close of trading on 19-Aug-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2022 |
19-Aug-2022 |
Change |
Change % |
Previous Week |
Open |
1.0565 |
1.0550 |
-0.0015 |
-0.1% |
1.0724 |
High |
1.0565 |
1.0574 |
0.0009 |
0.1% |
1.0724 |
Low |
1.0565 |
1.0526 |
-0.0039 |
-0.4% |
1.0526 |
Close |
1.0565 |
1.0533 |
-0.0032 |
-0.3% |
1.0533 |
Range |
0.0000 |
0.0048 |
0.0048 |
|
0.0199 |
ATR |
0.0068 |
0.0067 |
-0.0001 |
-2.1% |
0.0000 |
Volume |
0 |
10 |
10 |
|
261 |
|
Daily Pivots for day following 19-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0688 |
1.0658 |
1.0559 |
|
R3 |
1.0640 |
1.0610 |
1.0546 |
|
R2 |
1.0592 |
1.0592 |
1.0541 |
|
R1 |
1.0562 |
1.0562 |
1.0537 |
1.0553 |
PP |
1.0544 |
1.0544 |
1.0544 |
1.0539 |
S1 |
1.0514 |
1.0514 |
1.0528 |
1.0505 |
S2 |
1.0496 |
1.0496 |
1.0524 |
|
S3 |
1.0448 |
1.0466 |
1.0519 |
|
S4 |
1.0400 |
1.0418 |
1.0506 |
|
|
Weekly Pivots for week ending 19-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1190 |
1.1060 |
1.0642 |
|
R3 |
1.0991 |
1.0861 |
1.0587 |
|
R2 |
1.0793 |
1.0793 |
1.0569 |
|
R1 |
1.0663 |
1.0663 |
1.0551 |
1.0628 |
PP |
1.0594 |
1.0594 |
1.0594 |
1.0577 |
S1 |
1.0464 |
1.0464 |
1.0514 |
1.0430 |
S2 |
1.0396 |
1.0396 |
1.0496 |
|
S3 |
1.0197 |
1.0266 |
1.0478 |
|
S4 |
0.9999 |
1.0067 |
1.0423 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0724 |
1.0526 |
0.0199 |
1.9% |
0.0036 |
0.3% |
4% |
False |
True |
52 |
10 |
1.0755 |
1.0513 |
0.0243 |
2.3% |
0.0050 |
0.5% |
8% |
False |
False |
81 |
20 |
1.0755 |
1.0476 |
0.0280 |
2.7% |
0.0058 |
0.6% |
20% |
False |
False |
61 |
40 |
1.0755 |
1.0272 |
0.0483 |
4.6% |
0.0059 |
0.6% |
54% |
False |
False |
49 |
60 |
1.0755 |
1.0130 |
0.0625 |
5.9% |
0.0060 |
0.6% |
64% |
False |
False |
39 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0778 |
2.618 |
1.0699 |
1.618 |
1.0651 |
1.000 |
1.0622 |
0.618 |
1.0603 |
HIGH |
1.0574 |
0.618 |
1.0555 |
0.500 |
1.0550 |
0.382 |
1.0544 |
LOW |
1.0526 |
0.618 |
1.0496 |
1.000 |
1.0478 |
1.618 |
1.0448 |
2.618 |
1.0400 |
4.250 |
1.0322 |
|
|
Fisher Pivots for day following 19-Aug-2022 |
Pivot |
1 day |
3 day |
R1 |
1.0550 |
1.0575 |
PP |
1.0544 |
1.0561 |
S1 |
1.0538 |
1.0547 |
|