CME Swiss Franc Future December 2022
| Trading Metrics calculated at close of trading on 08-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2022 |
08-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0239 |
1.0327 |
0.0088 |
0.9% |
1.0440 |
| High |
1.0331 |
1.0390 |
0.0059 |
0.6% |
1.0444 |
| Low |
1.0221 |
1.0312 |
0.0091 |
0.9% |
1.0233 |
| Close |
1.0309 |
1.0376 |
0.0067 |
0.6% |
1.0287 |
| Range |
0.0110 |
0.0078 |
-0.0032 |
-29.1% |
0.0212 |
| ATR |
0.0079 |
0.0079 |
0.0000 |
0.2% |
0.0000 |
| Volume |
4,609 |
8,493 |
3,884 |
84.3% |
5,243 |
|
| Daily Pivots for day following 08-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0593 |
1.0562 |
1.0418 |
|
| R3 |
1.0515 |
1.0484 |
1.0397 |
|
| R2 |
1.0437 |
1.0437 |
1.0390 |
|
| R1 |
1.0406 |
1.0406 |
1.0383 |
1.0422 |
| PP |
1.0359 |
1.0359 |
1.0359 |
1.0367 |
| S1 |
1.0328 |
1.0328 |
1.0368 |
1.0344 |
| S2 |
1.0281 |
1.0281 |
1.0361 |
|
| S3 |
1.0203 |
1.0250 |
1.0354 |
|
| S4 |
1.0125 |
1.0172 |
1.0333 |
|
|
| 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 |
1.0390 |
1.0221 |
0.0169 |
1.6% |
0.0093 |
0.9% |
91% |
True |
False |
3,864 |
| 10 |
1.0544 |
1.0221 |
0.0323 |
3.1% |
0.0083 |
0.8% |
48% |
False |
False |
2,319 |
| 20 |
1.0755 |
1.0221 |
0.0534 |
5.1% |
0.0066 |
0.6% |
29% |
False |
False |
1,191 |
| 40 |
1.0755 |
1.0221 |
0.0534 |
5.1% |
0.0068 |
0.7% |
29% |
False |
False |
623 |
| 60 |
1.0755 |
1.0130 |
0.0625 |
6.0% |
0.0069 |
0.7% |
39% |
False |
False |
428 |
| 80 |
1.0755 |
1.0130 |
0.0625 |
6.0% |
0.0062 |
0.6% |
39% |
False |
False |
324 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0722 |
|
2.618 |
1.0594 |
|
1.618 |
1.0516 |
|
1.000 |
1.0468 |
|
0.618 |
1.0438 |
|
HIGH |
1.0390 |
|
0.618 |
1.0360 |
|
0.500 |
1.0351 |
|
0.382 |
1.0342 |
|
LOW |
1.0312 |
|
0.618 |
1.0264 |
|
1.000 |
1.0234 |
|
1.618 |
1.0186 |
|
2.618 |
1.0108 |
|
4.250 |
0.9981 |
|
|
| Fisher Pivots for day following 08-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0367 |
1.0352 |
| PP |
1.0359 |
1.0329 |
| S1 |
1.0351 |
1.0306 |
|