CME Swiss Franc Future December 2022
| Trading Metrics calculated at close of trading on 01-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2022 |
01-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0367 |
1.0318 |
-0.0049 |
-0.5% |
1.0529 |
| High |
1.0376 |
1.0337 |
-0.0039 |
-0.4% |
1.0548 |
| Low |
1.0293 |
1.0233 |
-0.0060 |
-0.6% |
1.0417 |
| Close |
1.0338 |
1.0272 |
-0.0066 |
-0.6% |
1.0450 |
| Range |
0.0083 |
0.0104 |
0.0021 |
25.3% |
0.0131 |
| ATR |
0.0073 |
0.0075 |
0.0002 |
3.2% |
0.0000 |
| Volume |
1,421 |
990 |
-431 |
-30.3% |
1,502 |
|
| Daily Pivots for day following 01-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0593 |
1.0536 |
1.0329 |
|
| R3 |
1.0489 |
1.0432 |
1.0301 |
|
| R2 |
1.0385 |
1.0385 |
1.0291 |
|
| R1 |
1.0328 |
1.0328 |
1.0282 |
1.0305 |
| PP |
1.0281 |
1.0281 |
1.0281 |
1.0269 |
| S1 |
1.0224 |
1.0224 |
1.0262 |
1.0201 |
| S2 |
1.0177 |
1.0177 |
1.0253 |
|
| S3 |
1.0073 |
1.0120 |
1.0243 |
|
| S4 |
0.9969 |
1.0016 |
1.0215 |
|
|
| 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 |
1.0233 |
0.0311 |
3.0% |
0.0087 |
0.8% |
13% |
False |
True |
947 |
| 10 |
1.0574 |
1.0233 |
0.0341 |
3.3% |
0.0076 |
0.7% |
11% |
False |
True |
516 |
| 20 |
1.0755 |
1.0233 |
0.0522 |
5.1% |
0.0066 |
0.6% |
7% |
False |
True |
301 |
| 40 |
1.0755 |
1.0233 |
0.0522 |
5.1% |
0.0063 |
0.6% |
7% |
False |
True |
165 |
| 60 |
1.0755 |
1.0130 |
0.0625 |
6.1% |
0.0066 |
0.6% |
23% |
False |
False |
123 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0779 |
|
2.618 |
1.0609 |
|
1.618 |
1.0505 |
|
1.000 |
1.0441 |
|
0.618 |
1.0401 |
|
HIGH |
1.0337 |
|
0.618 |
1.0297 |
|
0.500 |
1.0285 |
|
0.382 |
1.0273 |
|
LOW |
1.0233 |
|
0.618 |
1.0169 |
|
1.000 |
1.0129 |
|
1.618 |
1.0065 |
|
2.618 |
0.9961 |
|
4.250 |
0.9791 |
|
|
| Fisher Pivots for day following 01-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0285 |
1.0337 |
| PP |
1.0281 |
1.0315 |
| S1 |
1.0276 |
1.0294 |
|