CME Swiss Franc Future December 2022
| Trading Metrics calculated at close of trading on 31-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2022 |
31-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0441 |
1.0367 |
-0.0074 |
-0.7% |
1.0529 |
| High |
1.0441 |
1.0376 |
-0.0065 |
-0.6% |
1.0548 |
| Low |
1.0340 |
1.0293 |
-0.0047 |
-0.5% |
1.0417 |
| Close |
1.0368 |
1.0338 |
-0.0030 |
-0.3% |
1.0450 |
| Range |
0.0101 |
0.0083 |
-0.0018 |
-17.8% |
0.0131 |
| ATR |
0.0072 |
0.0073 |
0.0001 |
1.1% |
0.0000 |
| Volume |
593 |
1,421 |
828 |
139.6% |
1,502 |
|
| Daily Pivots for day following 31-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0585 |
1.0544 |
1.0384 |
|
| R3 |
1.0502 |
1.0461 |
1.0361 |
|
| R2 |
1.0419 |
1.0419 |
1.0353 |
|
| R1 |
1.0378 |
1.0378 |
1.0346 |
1.0357 |
| PP |
1.0336 |
1.0336 |
1.0336 |
1.0325 |
| S1 |
1.0295 |
1.0295 |
1.0330 |
1.0274 |
| S2 |
1.0253 |
1.0253 |
1.0323 |
|
| S3 |
1.0170 |
1.0212 |
1.0315 |
|
| S4 |
1.0087 |
1.0129 |
1.0292 |
|
|
| 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 |
1.0293 |
0.0251 |
2.4% |
0.0074 |
0.7% |
18% |
False |
True |
774 |
| 10 |
1.0574 |
1.0293 |
0.0281 |
2.7% |
0.0066 |
0.6% |
16% |
False |
True |
417 |
| 20 |
1.0755 |
1.0293 |
0.0462 |
4.5% |
0.0063 |
0.6% |
10% |
False |
True |
255 |
| 40 |
1.0755 |
1.0272 |
0.0483 |
4.7% |
0.0062 |
0.6% |
14% |
False |
False |
145 |
| 60 |
1.0755 |
1.0130 |
0.0625 |
6.0% |
0.0065 |
0.6% |
33% |
False |
False |
107 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0729 |
|
2.618 |
1.0593 |
|
1.618 |
1.0510 |
|
1.000 |
1.0459 |
|
0.618 |
1.0427 |
|
HIGH |
1.0376 |
|
0.618 |
1.0344 |
|
0.500 |
1.0335 |
|
0.382 |
1.0325 |
|
LOW |
1.0293 |
|
0.618 |
1.0242 |
|
1.000 |
1.0210 |
|
1.618 |
1.0159 |
|
2.618 |
1.0076 |
|
4.250 |
0.9940 |
|
|
| Fisher Pivots for day following 31-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0337 |
1.0369 |
| PP |
1.0336 |
1.0358 |
| S1 |
1.0335 |
1.0348 |
|