CME Swiss Franc Future December 2022
| Trading Metrics calculated at close of trading on 02-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2022 |
02-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0318 |
1.0286 |
-0.0032 |
-0.3% |
1.0440 |
| High |
1.0337 |
1.0309 |
-0.0028 |
-0.3% |
1.0444 |
| Low |
1.0233 |
1.0233 |
-0.0001 |
0.0% |
1.0233 |
| Close |
1.0272 |
1.0287 |
0.0015 |
0.1% |
1.0287 |
| Range |
0.0104 |
0.0077 |
-0.0028 |
-26.4% |
0.0212 |
| ATR |
0.0075 |
0.0075 |
0.0000 |
0.1% |
0.0000 |
| Volume |
990 |
1,592 |
602 |
60.8% |
5,243 |
|
| Daily Pivots for day following 02-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0506 |
1.0473 |
1.0329 |
|
| R3 |
1.0429 |
1.0396 |
1.0308 |
|
| R2 |
1.0353 |
1.0353 |
1.0301 |
|
| R1 |
1.0320 |
1.0320 |
1.0294 |
1.0336 |
| PP |
1.0276 |
1.0276 |
1.0276 |
1.0284 |
| S1 |
1.0243 |
1.0243 |
1.0280 |
1.0260 |
| S2 |
1.0200 |
1.0200 |
1.0273 |
|
| S3 |
1.0123 |
1.0167 |
1.0266 |
|
| S4 |
1.0047 |
1.0090 |
1.0245 |
|
|
| Weekly Pivots for week ending 02-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0956 |
1.0833 |
1.0403 |
|
| R3 |
1.0744 |
1.0621 |
1.0345 |
|
| R2 |
1.0533 |
1.0533 |
1.0326 |
|
| R1 |
1.0410 |
1.0410 |
1.0306 |
1.0366 |
| PP |
1.0321 |
1.0321 |
1.0321 |
1.0299 |
| S1 |
1.0198 |
1.0198 |
1.0268 |
1.0154 |
| S2 |
1.0110 |
1.0110 |
1.0248 |
|
| S3 |
0.9898 |
0.9987 |
1.0229 |
|
| S4 |
0.9687 |
0.9775 |
1.0171 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0444 |
1.0233 |
0.0212 |
2.1% |
0.0082 |
0.8% |
26% |
False |
True |
1,048 |
| 10 |
1.0548 |
1.0233 |
0.0316 |
3.1% |
0.0079 |
0.8% |
17% |
False |
True |
674 |
| 20 |
1.0755 |
1.0233 |
0.0523 |
5.1% |
0.0064 |
0.6% |
10% |
False |
True |
378 |
| 40 |
1.0755 |
1.0233 |
0.0523 |
5.1% |
0.0063 |
0.6% |
10% |
False |
True |
205 |
| 60 |
1.0755 |
1.0130 |
0.0625 |
6.1% |
0.0067 |
0.7% |
25% |
False |
False |
150 |
| 80 |
1.0755 |
1.0114 |
0.0642 |
6.2% |
0.0059 |
0.6% |
27% |
False |
False |
115 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0634 |
|
2.618 |
1.0509 |
|
1.618 |
1.0433 |
|
1.000 |
1.0386 |
|
0.618 |
1.0356 |
|
HIGH |
1.0309 |
|
0.618 |
1.0280 |
|
0.500 |
1.0271 |
|
0.382 |
1.0262 |
|
LOW |
1.0233 |
|
0.618 |
1.0185 |
|
1.000 |
1.0156 |
|
1.618 |
1.0109 |
|
2.618 |
1.0032 |
|
4.250 |
0.9907 |
|
|
| Fisher Pivots for day following 02-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0282 |
1.0304 |
| PP |
1.0276 |
1.0299 |
| S1 |
1.0271 |
1.0293 |
|