CME Swiss Franc Future December 2022
| Trading Metrics calculated at close of trading on 09-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2022 |
09-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0327 |
1.0390 |
0.0064 |
0.6% |
1.0266 |
| High |
1.0390 |
1.0558 |
0.0168 |
1.6% |
1.0558 |
| Low |
1.0312 |
1.0390 |
0.0078 |
0.8% |
1.0221 |
| Close |
1.0376 |
1.0491 |
0.0116 |
1.1% |
1.0491 |
| Range |
0.0078 |
0.0168 |
0.0090 |
115.4% |
0.0337 |
| ATR |
0.0079 |
0.0086 |
0.0007 |
9.3% |
0.0000 |
| Volume |
8,493 |
10,168 |
1,675 |
19.7% |
26,906 |
|
| Daily Pivots for day following 09-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0983 |
1.0905 |
1.0583 |
|
| R3 |
1.0815 |
1.0737 |
1.0537 |
|
| R2 |
1.0647 |
1.0647 |
1.0522 |
|
| R1 |
1.0569 |
1.0569 |
1.0506 |
1.0608 |
| PP |
1.0479 |
1.0479 |
1.0479 |
1.0499 |
| S1 |
1.0401 |
1.0401 |
1.0476 |
1.0440 |
| S2 |
1.0311 |
1.0311 |
1.0460 |
|
| S3 |
1.0143 |
1.0233 |
1.0445 |
|
| S4 |
0.9975 |
1.0065 |
1.0399 |
|
|
| Weekly Pivots for week ending 09-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1433 |
1.1298 |
1.0676 |
|
| R3 |
1.1096 |
1.0962 |
1.0584 |
|
| R2 |
1.0760 |
1.0760 |
1.0553 |
|
| R1 |
1.0625 |
1.0625 |
1.0522 |
1.0693 |
| PP |
1.0423 |
1.0423 |
1.0423 |
1.0457 |
| S1 |
1.0289 |
1.0289 |
1.0460 |
1.0356 |
| S2 |
1.0087 |
1.0087 |
1.0429 |
|
| S3 |
0.9750 |
0.9952 |
1.0398 |
|
| S4 |
0.9414 |
0.9616 |
1.0306 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0558 |
1.0221 |
0.0337 |
3.2% |
0.0106 |
1.0% |
80% |
True |
False |
5,699 |
| 10 |
1.0558 |
1.0221 |
0.0337 |
3.2% |
0.0096 |
0.9% |
80% |
True |
False |
3,323 |
| 20 |
1.0738 |
1.0221 |
0.0517 |
4.9% |
0.0073 |
0.7% |
52% |
False |
False |
1,695 |
| 40 |
1.0755 |
1.0221 |
0.0534 |
5.1% |
0.0071 |
0.7% |
51% |
False |
False |
877 |
| 60 |
1.0755 |
1.0134 |
0.0621 |
5.9% |
0.0071 |
0.7% |
57% |
False |
False |
597 |
| 80 |
1.0755 |
1.0130 |
0.0625 |
6.0% |
0.0064 |
0.6% |
58% |
False |
False |
451 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1272 |
|
2.618 |
1.0997 |
|
1.618 |
1.0829 |
|
1.000 |
1.0726 |
|
0.618 |
1.0661 |
|
HIGH |
1.0558 |
|
0.618 |
1.0493 |
|
0.500 |
1.0474 |
|
0.382 |
1.0454 |
|
LOW |
1.0390 |
|
0.618 |
1.0286 |
|
1.000 |
1.0222 |
|
1.618 |
1.0118 |
|
2.618 |
0.9950 |
|
4.250 |
0.9676 |
|
|
| Fisher Pivots for day following 09-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0485 |
1.0457 |
| PP |
1.0479 |
1.0423 |
| S1 |
1.0474 |
1.0389 |
|