CME Swiss Franc Future December 2022
| Trading Metrics calculated at close of trading on 06-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2022 |
06-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0286 |
1.0266 |
-0.0021 |
-0.2% |
1.0440 |
| High |
1.0309 |
1.0325 |
0.0016 |
0.2% |
1.0444 |
| Low |
1.0233 |
1.0229 |
-0.0004 |
0.0% |
1.0233 |
| Close |
1.0287 |
1.0243 |
-0.0045 |
-0.4% |
1.0287 |
| Range |
0.0077 |
0.0096 |
0.0020 |
25.5% |
0.0212 |
| ATR |
0.0075 |
0.0077 |
0.0001 |
2.0% |
0.0000 |
| Volume |
1,592 |
3,636 |
2,044 |
128.4% |
5,243 |
|
| Daily Pivots for day following 06-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0553 |
1.0494 |
1.0295 |
|
| R3 |
1.0457 |
1.0398 |
1.0269 |
|
| R2 |
1.0361 |
1.0361 |
1.0260 |
|
| R1 |
1.0302 |
1.0302 |
1.0251 |
1.0284 |
| PP |
1.0265 |
1.0265 |
1.0265 |
1.0256 |
| S1 |
1.0206 |
1.0206 |
1.0234 |
1.0188 |
| S2 |
1.0169 |
1.0169 |
1.0225 |
|
| S3 |
1.0073 |
1.0110 |
1.0216 |
|
| S4 |
0.9977 |
1.0014 |
1.0190 |
|
|
| 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 |
1.0441 |
1.0229 |
0.0213 |
2.1% |
0.0092 |
0.9% |
7% |
False |
True |
1,646 |
| 10 |
1.0544 |
1.0229 |
0.0316 |
3.1% |
0.0080 |
0.8% |
4% |
False |
True |
1,020 |
| 20 |
1.0755 |
1.0229 |
0.0527 |
5.1% |
0.0064 |
0.6% |
3% |
False |
True |
539 |
| 40 |
1.0755 |
1.0229 |
0.0527 |
5.1% |
0.0065 |
0.6% |
3% |
False |
True |
295 |
| 60 |
1.0755 |
1.0130 |
0.0625 |
6.1% |
0.0068 |
0.7% |
18% |
False |
False |
210 |
| 80 |
1.0755 |
1.0114 |
0.0642 |
6.3% |
0.0060 |
0.6% |
20% |
False |
False |
160 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0733 |
|
2.618 |
1.0576 |
|
1.618 |
1.0480 |
|
1.000 |
1.0421 |
|
0.618 |
1.0384 |
|
HIGH |
1.0325 |
|
0.618 |
1.0288 |
|
0.500 |
1.0277 |
|
0.382 |
1.0265 |
|
LOW |
1.0229 |
|
0.618 |
1.0169 |
|
1.000 |
1.0133 |
|
1.618 |
1.0073 |
|
2.618 |
0.9977 |
|
4.250 |
0.9821 |
|
|
| Fisher Pivots for day following 06-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0277 |
1.0283 |
| PP |
1.0265 |
1.0269 |
| S1 |
1.0254 |
1.0256 |
|