CME Swiss Franc Future December 2022
| Trading Metrics calculated at close of trading on 24-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2022 |
24-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0477 |
1.0457 |
-0.0021 |
-0.2% |
1.0724 |
| High |
1.0508 |
1.0499 |
-0.0010 |
-0.1% |
1.0724 |
| Low |
1.0417 |
1.0433 |
0.0016 |
0.2% |
1.0526 |
| Close |
1.0472 |
1.0445 |
-0.0027 |
-0.3% |
1.0533 |
| Range |
0.0091 |
0.0066 |
-0.0026 |
-28.0% |
0.0199 |
| ATR |
0.0070 |
0.0070 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
75 |
44 |
-31 |
-41.3% |
261 |
|
| Daily Pivots for day following 24-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0655 |
1.0616 |
1.0481 |
|
| R3 |
1.0590 |
1.0550 |
1.0463 |
|
| R2 |
1.0524 |
1.0524 |
1.0457 |
|
| R1 |
1.0485 |
1.0485 |
1.0451 |
1.0472 |
| PP |
1.0459 |
1.0459 |
1.0459 |
1.0452 |
| S1 |
1.0419 |
1.0419 |
1.0439 |
1.0406 |
| S2 |
1.0393 |
1.0393 |
1.0433 |
|
| S3 |
1.0328 |
1.0354 |
1.0427 |
|
| S4 |
1.0262 |
1.0288 |
1.0409 |
|
|
| 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 |
1.0574 |
1.0417 |
0.0157 |
1.5% |
0.0058 |
0.6% |
18% |
False |
False |
60 |
| 10 |
1.0755 |
1.0417 |
0.0338 |
3.2% |
0.0048 |
0.5% |
8% |
False |
False |
63 |
| 20 |
1.0755 |
1.0417 |
0.0338 |
3.2% |
0.0066 |
0.6% |
8% |
False |
False |
72 |
| 40 |
1.0755 |
1.0272 |
0.0483 |
4.6% |
0.0060 |
0.6% |
36% |
False |
False |
56 |
| 60 |
1.0755 |
1.0130 |
0.0625 |
6.0% |
0.0063 |
0.6% |
50% |
False |
False |
44 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0777 |
|
2.618 |
1.0670 |
|
1.618 |
1.0604 |
|
1.000 |
1.0564 |
|
0.618 |
1.0539 |
|
HIGH |
1.0499 |
|
0.618 |
1.0473 |
|
0.500 |
1.0466 |
|
0.382 |
1.0458 |
|
LOW |
1.0433 |
|
0.618 |
1.0393 |
|
1.000 |
1.0368 |
|
1.618 |
1.0327 |
|
2.618 |
1.0262 |
|
4.250 |
1.0155 |
|
|
| Fisher Pivots for day following 24-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0466 |
1.0483 |
| PP |
1.0459 |
1.0470 |
| S1 |
1.0452 |
1.0458 |
|