CME Swiss Franc Future December 2022
| Trading Metrics calculated at close of trading on 16-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2022 |
16-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0475 |
1.0482 |
0.0007 |
0.1% |
1.0507 |
| High |
1.0549 |
1.0499 |
-0.0050 |
-0.5% |
1.0633 |
| Low |
1.0458 |
1.0434 |
-0.0025 |
-0.2% |
1.0434 |
| Close |
1.0492 |
1.0445 |
-0.0048 |
-0.5% |
1.0445 |
| Range |
0.0091 |
0.0066 |
-0.0026 |
-28.0% |
0.0199 |
| ATR |
0.0091 |
0.0089 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
20,888 |
24,223 |
3,335 |
16.0% |
104,303 |
|
| Daily Pivots for day following 16-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0656 |
1.0616 |
1.0481 |
|
| R3 |
1.0590 |
1.0550 |
1.0463 |
|
| R2 |
1.0525 |
1.0525 |
1.0457 |
|
| R1 |
1.0485 |
1.0485 |
1.0451 |
1.0472 |
| PP |
1.0459 |
1.0459 |
1.0459 |
1.0453 |
| S1 |
1.0419 |
1.0419 |
1.0438 |
1.0406 |
| S2 |
1.0394 |
1.0394 |
1.0432 |
|
| S3 |
1.0328 |
1.0354 |
1.0426 |
|
| S4 |
1.0263 |
1.0288 |
1.0408 |
|
|
| Weekly Pivots for week ending 16-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1101 |
1.0972 |
1.0554 |
|
| R3 |
1.0902 |
1.0773 |
1.0499 |
|
| R2 |
1.0703 |
1.0703 |
1.0481 |
|
| R1 |
1.0574 |
1.0574 |
1.0463 |
1.0539 |
| PP |
1.0504 |
1.0504 |
1.0504 |
1.0486 |
| S1 |
1.0375 |
1.0375 |
1.0426 |
1.0340 |
| S2 |
1.0305 |
1.0305 |
1.0408 |
|
| S3 |
1.0106 |
1.0176 |
1.0390 |
|
| S4 |
0.9907 |
0.9977 |
1.0335 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0633 |
1.0434 |
0.0199 |
1.9% |
0.0097 |
0.9% |
6% |
False |
True |
20,860 |
| 10 |
1.0633 |
1.0221 |
0.0412 |
3.9% |
0.0101 |
1.0% |
54% |
False |
False |
13,280 |
| 20 |
1.0633 |
1.0221 |
0.0412 |
3.9% |
0.0089 |
0.8% |
54% |
False |
False |
6,898 |
| 40 |
1.0755 |
1.0221 |
0.0534 |
5.1% |
0.0075 |
0.7% |
42% |
False |
False |
3,481 |
| 60 |
1.0755 |
1.0221 |
0.0534 |
5.1% |
0.0069 |
0.7% |
42% |
False |
False |
2,332 |
| 80 |
1.0755 |
1.0130 |
0.0625 |
6.0% |
0.0067 |
0.6% |
50% |
False |
False |
1,754 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0777 |
|
2.618 |
1.0670 |
|
1.618 |
1.0605 |
|
1.000 |
1.0565 |
|
0.618 |
1.0539 |
|
HIGH |
1.0499 |
|
0.618 |
1.0474 |
|
0.500 |
1.0466 |
|
0.382 |
1.0459 |
|
LOW |
1.0434 |
|
0.618 |
1.0393 |
|
1.000 |
1.0368 |
|
1.618 |
1.0328 |
|
2.618 |
1.0262 |
|
4.250 |
1.0155 |
|
|
| Fisher Pivots for day following 16-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0466 |
1.0491 |
| PP |
1.0459 |
1.0476 |
| S1 |
1.0452 |
1.0460 |
|