CME Swiss Franc Future December 2022
| Trading Metrics calculated at close of trading on 14-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2022 |
14-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0567 |
1.0482 |
-0.0086 |
-0.8% |
1.0266 |
| High |
1.0633 |
1.0516 |
-0.0117 |
-1.1% |
1.0558 |
| Low |
1.0467 |
1.0463 |
-0.0004 |
0.0% |
1.0221 |
| Close |
1.0495 |
1.0471 |
-0.0024 |
-0.2% |
1.0491 |
| Range |
0.0166 |
0.0053 |
-0.0113 |
-68.0% |
0.0337 |
| ATR |
0.0094 |
0.0091 |
-0.0003 |
-3.1% |
0.0000 |
| Volume |
17,016 |
26,486 |
9,470 |
55.7% |
26,906 |
|
| Daily Pivots for day following 14-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0642 |
1.0609 |
1.0500 |
|
| R3 |
1.0589 |
1.0556 |
1.0485 |
|
| R2 |
1.0536 |
1.0536 |
1.0480 |
|
| R1 |
1.0503 |
1.0503 |
1.0475 |
1.0493 |
| PP |
1.0483 |
1.0483 |
1.0483 |
1.0478 |
| S1 |
1.0450 |
1.0450 |
1.0466 |
1.0440 |
| S2 |
1.0430 |
1.0430 |
1.0461 |
|
| S3 |
1.0377 |
1.0397 |
1.0456 |
|
| S4 |
1.0324 |
1.0344 |
1.0441 |
|
|
| 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 |
1.0312 |
0.0321 |
3.1% |
0.0114 |
1.1% |
49% |
False |
False |
15,570 |
| 10 |
1.0633 |
1.0221 |
0.0412 |
3.9% |
0.0104 |
1.0% |
61% |
False |
False |
9,010 |
| 20 |
1.0633 |
1.0221 |
0.0412 |
3.9% |
0.0082 |
0.8% |
61% |
False |
False |
4,642 |
| 40 |
1.0755 |
1.0221 |
0.0534 |
5.1% |
0.0073 |
0.7% |
47% |
False |
False |
2,354 |
| 60 |
1.0755 |
1.0221 |
0.0534 |
5.1% |
0.0069 |
0.7% |
47% |
False |
False |
1,584 |
| 80 |
1.0755 |
1.0130 |
0.0625 |
6.0% |
0.0067 |
0.6% |
54% |
False |
False |
1,190 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0741 |
|
2.618 |
1.0655 |
|
1.618 |
1.0602 |
|
1.000 |
1.0569 |
|
0.618 |
1.0549 |
|
HIGH |
1.0516 |
|
0.618 |
1.0496 |
|
0.500 |
1.0490 |
|
0.382 |
1.0483 |
|
LOW |
1.0463 |
|
0.618 |
1.0430 |
|
1.000 |
1.0410 |
|
1.618 |
1.0377 |
|
2.618 |
1.0324 |
|
4.250 |
1.0238 |
|
|
| Fisher Pivots for day following 14-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0490 |
1.0548 |
| PP |
1.0483 |
1.0522 |
| S1 |
1.0477 |
1.0496 |
|