CME Swiss Franc Future December 2022
| Trading Metrics calculated at close of trading on 26-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2022 |
26-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0475 |
1.0487 |
0.0012 |
0.1% |
1.0529 |
| High |
1.0504 |
1.0544 |
0.0041 |
0.4% |
1.0548 |
| Low |
1.0467 |
1.0444 |
-0.0023 |
-0.2% |
1.0417 |
| Close |
1.0482 |
1.0450 |
-0.0032 |
-0.3% |
1.0450 |
| Range |
0.0037 |
0.0101 |
0.0064 |
171.6% |
0.0131 |
| ATR |
0.0069 |
0.0071 |
0.0002 |
3.3% |
0.0000 |
| Volume |
127 |
1,084 |
957 |
753.5% |
1,502 |
|
| Daily Pivots for day following 26-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0781 |
1.0716 |
1.0505 |
|
| R3 |
1.0680 |
1.0615 |
1.0477 |
|
| R2 |
1.0580 |
1.0580 |
1.0468 |
|
| R1 |
1.0515 |
1.0515 |
1.0459 |
1.0497 |
| PP |
1.0479 |
1.0479 |
1.0479 |
1.0470 |
| S1 |
1.0414 |
1.0414 |
1.0440 |
1.0396 |
| S2 |
1.0379 |
1.0379 |
1.0431 |
|
| S3 |
1.0278 |
1.0314 |
1.0422 |
|
| S4 |
1.0178 |
1.0213 |
1.0394 |
|
|
| Weekly Pivots for week ending 26-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0865 |
1.0788 |
1.0522 |
|
| R3 |
1.0734 |
1.0657 |
1.0486 |
|
| R2 |
1.0603 |
1.0603 |
1.0474 |
|
| R1 |
1.0526 |
1.0526 |
1.0462 |
1.0499 |
| PP |
1.0472 |
1.0472 |
1.0472 |
1.0458 |
| S1 |
1.0395 |
1.0395 |
1.0437 |
1.0368 |
| S2 |
1.0341 |
1.0341 |
1.0425 |
|
| S3 |
1.0210 |
1.0264 |
1.0413 |
|
| S4 |
1.0079 |
1.0133 |
1.0377 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0548 |
1.0417 |
0.0131 |
1.3% |
0.0076 |
0.7% |
25% |
False |
False |
300 |
| 10 |
1.0724 |
1.0417 |
0.0307 |
2.9% |
0.0056 |
0.5% |
11% |
False |
False |
176 |
| 20 |
1.0755 |
1.0417 |
0.0338 |
3.2% |
0.0064 |
0.6% |
10% |
False |
False |
131 |
| 40 |
1.0755 |
1.0272 |
0.0483 |
4.6% |
0.0061 |
0.6% |
37% |
False |
False |
86 |
| 60 |
1.0755 |
1.0130 |
0.0625 |
6.0% |
0.0065 |
0.6% |
51% |
False |
False |
64 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0971 |
|
2.618 |
1.0807 |
|
1.618 |
1.0707 |
|
1.000 |
1.0645 |
|
0.618 |
1.0606 |
|
HIGH |
1.0544 |
|
0.618 |
1.0506 |
|
0.500 |
1.0494 |
|
0.382 |
1.0482 |
|
LOW |
1.0444 |
|
0.618 |
1.0381 |
|
1.000 |
1.0343 |
|
1.618 |
1.0281 |
|
2.618 |
1.0180 |
|
4.250 |
1.0016 |
|
|
| Fisher Pivots for day following 26-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0494 |
1.0489 |
| PP |
1.0479 |
1.0476 |
| S1 |
1.0464 |
1.0463 |
|