CME Swiss Franc Future December 2022
| Trading Metrics calculated at close of trading on 20-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2022 |
20-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0446 |
1.0451 |
0.0006 |
0.1% |
1.0507 |
| High |
1.0471 |
1.0474 |
0.0004 |
0.0% |
1.0633 |
| Low |
1.0396 |
1.0408 |
0.0013 |
0.1% |
1.0434 |
| Close |
1.0438 |
1.0454 |
0.0016 |
0.2% |
1.0445 |
| Range |
0.0075 |
0.0066 |
-0.0009 |
-12.0% |
0.0199 |
| ATR |
0.0088 |
0.0086 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
14,263 |
19,700 |
5,437 |
38.1% |
104,303 |
|
| Daily Pivots for day following 20-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0643 |
1.0614 |
1.0490 |
|
| R3 |
1.0577 |
1.0548 |
1.0472 |
|
| R2 |
1.0511 |
1.0511 |
1.0466 |
|
| R1 |
1.0482 |
1.0482 |
1.0460 |
1.0497 |
| PP |
1.0445 |
1.0445 |
1.0445 |
1.0452 |
| S1 |
1.0416 |
1.0416 |
1.0447 |
1.0431 |
| S2 |
1.0379 |
1.0379 |
1.0441 |
|
| S3 |
1.0313 |
1.0350 |
1.0435 |
|
| S4 |
1.0247 |
1.0284 |
1.0417 |
|
|
| 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 |
1.0549 |
1.0396 |
0.0154 |
1.5% |
0.0070 |
0.7% |
38% |
False |
False |
21,112 |
| 10 |
1.0633 |
1.0221 |
0.0412 |
3.9% |
0.0098 |
0.9% |
57% |
False |
False |
16,153 |
| 20 |
1.0633 |
1.0221 |
0.0412 |
3.9% |
0.0089 |
0.9% |
57% |
False |
False |
8,587 |
| 40 |
1.0755 |
1.0221 |
0.0534 |
5.1% |
0.0075 |
0.7% |
44% |
False |
False |
4,328 |
| 60 |
1.0755 |
1.0221 |
0.0534 |
5.1% |
0.0069 |
0.7% |
44% |
False |
False |
2,898 |
| 80 |
1.0755 |
1.0130 |
0.0625 |
6.0% |
0.0068 |
0.7% |
52% |
False |
False |
2,178 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0755 |
|
2.618 |
1.0647 |
|
1.618 |
1.0581 |
|
1.000 |
1.0540 |
|
0.618 |
1.0515 |
|
HIGH |
1.0474 |
|
0.618 |
1.0449 |
|
0.500 |
1.0441 |
|
0.382 |
1.0433 |
|
LOW |
1.0408 |
|
0.618 |
1.0367 |
|
1.000 |
1.0342 |
|
1.618 |
1.0301 |
|
2.618 |
1.0235 |
|
4.250 |
1.0128 |
|
|
| Fisher Pivots for day following 20-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0449 |
1.0451 |
| PP |
1.0445 |
1.0449 |
| S1 |
1.0441 |
1.0447 |
|