CME Swiss Franc Future December 2022
| Trading Metrics calculated at close of trading on 13-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2022 |
13-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0507 |
1.0567 |
0.0061 |
0.6% |
1.0266 |
| High |
1.0599 |
1.0633 |
0.0034 |
0.3% |
1.0558 |
| Low |
1.0491 |
1.0467 |
-0.0024 |
-0.2% |
1.0221 |
| Close |
1.0566 |
1.0495 |
-0.0071 |
-0.7% |
1.0491 |
| Range |
0.0108 |
0.0166 |
0.0058 |
54.0% |
0.0337 |
| ATR |
0.0088 |
0.0094 |
0.0006 |
6.3% |
0.0000 |
| Volume |
15,690 |
17,016 |
1,326 |
8.5% |
26,906 |
|
| Daily Pivots for day following 13-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1028 |
1.0927 |
1.0586 |
|
| R3 |
1.0862 |
1.0761 |
1.0540 |
|
| R2 |
1.0697 |
1.0697 |
1.0525 |
|
| R1 |
1.0596 |
1.0596 |
1.0510 |
1.0564 |
| PP |
1.0531 |
1.0531 |
1.0531 |
1.0515 |
| S1 |
1.0430 |
1.0430 |
1.0479 |
1.0398 |
| S2 |
1.0366 |
1.0366 |
1.0464 |
|
| S3 |
1.0200 |
1.0265 |
1.0449 |
|
| S4 |
1.0035 |
1.0099 |
1.0403 |
|
|
| 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 |
1.0633 |
1.0221 |
0.0412 |
3.9% |
0.0126 |
1.2% |
66% |
True |
False |
11,195 |
| 10 |
1.0633 |
1.0221 |
0.0412 |
3.9% |
0.0109 |
1.0% |
66% |
True |
False |
6,420 |
| 20 |
1.0680 |
1.0221 |
0.0459 |
4.4% |
0.0082 |
0.8% |
60% |
False |
False |
3,330 |
| 40 |
1.0755 |
1.0221 |
0.0534 |
5.1% |
0.0075 |
0.7% |
51% |
False |
False |
1,694 |
| 60 |
1.0755 |
1.0221 |
0.0534 |
5.1% |
0.0070 |
0.7% |
51% |
False |
False |
1,142 |
| 80 |
1.0755 |
1.0130 |
0.0625 |
6.0% |
0.0067 |
0.6% |
58% |
False |
False |
859 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1336 |
|
2.618 |
1.1066 |
|
1.618 |
1.0900 |
|
1.000 |
1.0798 |
|
0.618 |
1.0735 |
|
HIGH |
1.0633 |
|
0.618 |
1.0569 |
|
0.500 |
1.0550 |
|
0.382 |
1.0530 |
|
LOW |
1.0467 |
|
0.618 |
1.0365 |
|
1.000 |
1.0302 |
|
1.618 |
1.0199 |
|
2.618 |
1.0034 |
|
4.250 |
0.9764 |
|
|
| Fisher Pivots for day following 13-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0550 |
1.0511 |
| PP |
1.0531 |
1.0506 |
| S1 |
1.0513 |
1.0500 |
|