CME Swiss Franc Future December 2022
| Trading Metrics calculated at close of trading on 15-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2022 |
15-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0482 |
1.0475 |
-0.0007 |
-0.1% |
1.0266 |
| High |
1.0516 |
1.0549 |
0.0033 |
0.3% |
1.0558 |
| Low |
1.0463 |
1.0458 |
-0.0005 |
0.0% |
1.0221 |
| Close |
1.0471 |
1.0492 |
0.0022 |
0.2% |
1.0491 |
| Range |
0.0053 |
0.0091 |
0.0038 |
71.7% |
0.0337 |
| ATR |
0.0091 |
0.0091 |
0.0000 |
0.0% |
0.0000 |
| Volume |
26,486 |
20,888 |
-5,598 |
-21.1% |
26,906 |
|
| Daily Pivots for day following 15-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0773 |
1.0723 |
1.0542 |
|
| R3 |
1.0682 |
1.0632 |
1.0517 |
|
| R2 |
1.0591 |
1.0591 |
1.0509 |
|
| R1 |
1.0541 |
1.0541 |
1.0500 |
1.0566 |
| PP |
1.0500 |
1.0500 |
1.0500 |
1.0512 |
| S1 |
1.0450 |
1.0450 |
1.0484 |
1.0475 |
| S2 |
1.0409 |
1.0409 |
1.0475 |
|
| S3 |
1.0318 |
1.0359 |
1.0467 |
|
| S4 |
1.0227 |
1.0268 |
1.0442 |
|
|
| 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 |
1.0390 |
0.0243 |
2.3% |
0.0117 |
1.1% |
42% |
False |
False |
18,049 |
| 10 |
1.0633 |
1.0221 |
0.0412 |
3.9% |
0.0105 |
1.0% |
66% |
False |
False |
10,956 |
| 20 |
1.0633 |
1.0221 |
0.0412 |
3.9% |
0.0085 |
0.8% |
66% |
False |
False |
5,687 |
| 40 |
1.0755 |
1.0221 |
0.0534 |
5.1% |
0.0075 |
0.7% |
51% |
False |
False |
2,876 |
| 60 |
1.0755 |
1.0221 |
0.0534 |
5.1% |
0.0070 |
0.7% |
51% |
False |
False |
1,932 |
| 80 |
1.0755 |
1.0130 |
0.0625 |
6.0% |
0.0067 |
0.6% |
58% |
False |
False |
1,451 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0936 |
|
2.618 |
1.0787 |
|
1.618 |
1.0696 |
|
1.000 |
1.0640 |
|
0.618 |
1.0605 |
|
HIGH |
1.0549 |
|
0.618 |
1.0514 |
|
0.500 |
1.0504 |
|
0.382 |
1.0493 |
|
LOW |
1.0458 |
|
0.618 |
1.0402 |
|
1.000 |
1.0367 |
|
1.618 |
1.0311 |
|
2.618 |
1.0220 |
|
4.250 |
1.0071 |
|
|
| Fisher Pivots for day following 15-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0504 |
1.0545 |
| PP |
1.0500 |
1.0528 |
| S1 |
1.0496 |
1.0510 |
|