CME Swiss Franc Future December 2022
| Trading Metrics calculated at close of trading on 12-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2022 |
12-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0390 |
1.0507 |
0.0117 |
1.1% |
1.0266 |
| High |
1.0558 |
1.0599 |
0.0041 |
0.4% |
1.0558 |
| Low |
1.0390 |
1.0491 |
0.0102 |
1.0% |
1.0221 |
| Close |
1.0491 |
1.0566 |
0.0075 |
0.7% |
1.0491 |
| Range |
0.0168 |
0.0108 |
-0.0061 |
-36.0% |
0.0337 |
| ATR |
0.0086 |
0.0088 |
0.0002 |
1.7% |
0.0000 |
| Volume |
10,168 |
15,690 |
5,522 |
54.3% |
26,906 |
|
| Daily Pivots for day following 12-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0874 |
1.0827 |
1.0625 |
|
| R3 |
1.0767 |
1.0720 |
1.0595 |
|
| R2 |
1.0659 |
1.0659 |
1.0585 |
|
| R1 |
1.0612 |
1.0612 |
1.0575 |
1.0636 |
| PP |
1.0552 |
1.0552 |
1.0552 |
1.0563 |
| S1 |
1.0505 |
1.0505 |
1.0556 |
1.0528 |
| S2 |
1.0444 |
1.0444 |
1.0546 |
|
| S3 |
1.0337 |
1.0397 |
1.0536 |
|
| S4 |
1.0229 |
1.0290 |
1.0506 |
|
|
| 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 |
1.0599 |
1.0221 |
0.0378 |
3.6% |
0.0112 |
1.1% |
91% |
True |
False |
8,519 |
| 10 |
1.0599 |
1.0221 |
0.0378 |
3.6% |
0.0097 |
0.9% |
91% |
True |
False |
4,783 |
| 20 |
1.0724 |
1.0221 |
0.0503 |
4.8% |
0.0077 |
0.7% |
68% |
False |
False |
2,480 |
| 40 |
1.0755 |
1.0221 |
0.0534 |
5.1% |
0.0072 |
0.7% |
65% |
False |
False |
1,269 |
| 60 |
1.0755 |
1.0190 |
0.0565 |
5.3% |
0.0072 |
0.7% |
66% |
False |
False |
859 |
| 80 |
1.0755 |
1.0130 |
0.0625 |
5.9% |
0.0066 |
0.6% |
70% |
False |
False |
647 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1055 |
|
2.618 |
1.0880 |
|
1.618 |
1.0772 |
|
1.000 |
1.0706 |
|
0.618 |
1.0665 |
|
HIGH |
1.0599 |
|
0.618 |
1.0557 |
|
0.500 |
1.0545 |
|
0.382 |
1.0532 |
|
LOW |
1.0491 |
|
0.618 |
1.0425 |
|
1.000 |
1.0384 |
|
1.618 |
1.0317 |
|
2.618 |
1.0210 |
|
4.250 |
1.0034 |
|
|
| Fisher Pivots for day following 12-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0559 |
1.0529 |
| PP |
1.0552 |
1.0492 |
| S1 |
1.0545 |
1.0455 |
|