CME Swiss Franc Future December 2022
| Trading Metrics calculated at close of trading on 19-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2022 |
19-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0482 |
1.0446 |
-0.0036 |
-0.3% |
1.0507 |
| High |
1.0499 |
1.0471 |
-0.0029 |
-0.3% |
1.0633 |
| Low |
1.0434 |
1.0396 |
-0.0038 |
-0.4% |
1.0434 |
| Close |
1.0445 |
1.0438 |
-0.0007 |
-0.1% |
1.0445 |
| Range |
0.0066 |
0.0075 |
0.0010 |
14.5% |
0.0199 |
| ATR |
0.0089 |
0.0088 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
24,223 |
14,263 |
-9,960 |
-41.1% |
104,303 |
|
| Daily Pivots for day following 19-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0660 |
1.0624 |
1.0479 |
|
| R3 |
1.0585 |
1.0549 |
1.0458 |
|
| R2 |
1.0510 |
1.0510 |
1.0451 |
|
| R1 |
1.0474 |
1.0474 |
1.0444 |
1.0454 |
| PP |
1.0435 |
1.0435 |
1.0435 |
1.0425 |
| S1 |
1.0399 |
1.0399 |
1.0431 |
1.0379 |
| S2 |
1.0360 |
1.0360 |
1.0424 |
|
| S3 |
1.0285 |
1.0324 |
1.0417 |
|
| S4 |
1.0210 |
1.0249 |
1.0396 |
|
|
| 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 |
1.0396 |
0.0237 |
2.3% |
0.0090 |
0.9% |
18% |
False |
True |
20,575 |
| 10 |
1.0633 |
1.0221 |
0.0412 |
3.9% |
0.0101 |
1.0% |
53% |
False |
False |
14,547 |
| 20 |
1.0633 |
1.0221 |
0.0412 |
3.9% |
0.0090 |
0.9% |
53% |
False |
False |
7,610 |
| 40 |
1.0755 |
1.0221 |
0.0534 |
5.1% |
0.0074 |
0.7% |
41% |
False |
False |
3,836 |
| 60 |
1.0755 |
1.0221 |
0.0534 |
5.1% |
0.0069 |
0.7% |
41% |
False |
False |
2,570 |
| 80 |
1.0755 |
1.0130 |
0.0625 |
6.0% |
0.0067 |
0.6% |
49% |
False |
False |
1,932 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0789 |
|
2.618 |
1.0667 |
|
1.618 |
1.0592 |
|
1.000 |
1.0546 |
|
0.618 |
1.0517 |
|
HIGH |
1.0471 |
|
0.618 |
1.0442 |
|
0.500 |
1.0433 |
|
0.382 |
1.0424 |
|
LOW |
1.0396 |
|
0.618 |
1.0349 |
|
1.000 |
1.0321 |
|
1.618 |
1.0274 |
|
2.618 |
1.0199 |
|
4.250 |
1.0077 |
|
|
| Fisher Pivots for day following 19-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0436 |
1.0472 |
| PP |
1.0435 |
1.0461 |
| S1 |
1.0433 |
1.0449 |
|