CME Swiss Franc Future December 2022
| Trading Metrics calculated at close of trading on 29-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2022 |
29-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0487 |
1.0440 |
-0.0047 |
-0.4% |
1.0529 |
| High |
1.0544 |
1.0444 |
-0.0100 |
-0.9% |
1.0548 |
| Low |
1.0444 |
1.0398 |
-0.0046 |
-0.4% |
1.0417 |
| Close |
1.0450 |
1.0419 |
-0.0031 |
-0.3% |
1.0450 |
| Range |
0.0101 |
0.0046 |
-0.0055 |
-54.2% |
0.0131 |
| ATR |
0.0071 |
0.0070 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
1,084 |
647 |
-437 |
-40.3% |
1,502 |
|
| Daily Pivots for day following 29-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0558 |
1.0535 |
1.0444 |
|
| R3 |
1.0512 |
1.0489 |
1.0432 |
|
| R2 |
1.0466 |
1.0466 |
1.0427 |
|
| R1 |
1.0443 |
1.0443 |
1.0423 |
1.0432 |
| PP |
1.0420 |
1.0420 |
1.0420 |
1.0415 |
| S1 |
1.0397 |
1.0397 |
1.0415 |
1.0386 |
| S2 |
1.0374 |
1.0374 |
1.0411 |
|
| S3 |
1.0328 |
1.0351 |
1.0406 |
|
| S4 |
1.0282 |
1.0305 |
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 |
1.0544 |
1.0398 |
0.0146 |
1.4% |
0.0068 |
0.7% |
14% |
False |
True |
395 |
| 10 |
1.0680 |
1.0398 |
0.0282 |
2.7% |
0.0056 |
0.5% |
7% |
False |
True |
239 |
| 20 |
1.0755 |
1.0398 |
0.0357 |
3.4% |
0.0064 |
0.6% |
6% |
False |
True |
159 |
| 40 |
1.0755 |
1.0272 |
0.0483 |
4.6% |
0.0061 |
0.6% |
30% |
False |
False |
95 |
| 60 |
1.0755 |
1.0130 |
0.0625 |
6.0% |
0.0065 |
0.6% |
46% |
False |
False |
74 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0640 |
|
2.618 |
1.0564 |
|
1.618 |
1.0518 |
|
1.000 |
1.0490 |
|
0.618 |
1.0472 |
|
HIGH |
1.0444 |
|
0.618 |
1.0426 |
|
0.500 |
1.0421 |
|
0.382 |
1.0416 |
|
LOW |
1.0398 |
|
0.618 |
1.0370 |
|
1.000 |
1.0352 |
|
1.618 |
1.0324 |
|
2.618 |
1.0278 |
|
4.250 |
1.0203 |
|
|
| Fisher Pivots for day following 29-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0421 |
1.0471 |
| PP |
1.0420 |
1.0454 |
| S1 |
1.0420 |
1.0436 |
|