CME Swiss Franc Future December 2022
| Trading Metrics calculated at close of trading on 21-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2022 |
21-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0451 |
1.0453 |
0.0002 |
0.0% |
1.0507 |
| High |
1.0474 |
1.0476 |
0.0002 |
0.0% |
1.0633 |
| Low |
1.0408 |
1.0386 |
-0.0022 |
-0.2% |
1.0434 |
| Close |
1.0454 |
1.0472 |
0.0019 |
0.2% |
1.0445 |
| Range |
0.0066 |
0.0090 |
0.0024 |
35.6% |
0.0199 |
| ATR |
0.0086 |
0.0087 |
0.0000 |
0.3% |
0.0000 |
| Volume |
19,700 |
28,640 |
8,940 |
45.4% |
104,303 |
|
| Daily Pivots for day following 21-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0713 |
1.0682 |
1.0521 |
|
| R3 |
1.0624 |
1.0593 |
1.0497 |
|
| R2 |
1.0534 |
1.0534 |
1.0488 |
|
| R1 |
1.0503 |
1.0503 |
1.0480 |
1.0519 |
| PP |
1.0445 |
1.0445 |
1.0445 |
1.0452 |
| S1 |
1.0414 |
1.0414 |
1.0464 |
1.0429 |
| S2 |
1.0355 |
1.0355 |
1.0456 |
|
| S3 |
1.0266 |
1.0324 |
1.0447 |
|
| S4 |
1.0176 |
1.0235 |
1.0423 |
|
|
| 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 |
1.0386 |
0.0163 |
1.6% |
0.0077 |
0.7% |
53% |
False |
True |
21,542 |
| 10 |
1.0633 |
1.0312 |
0.0321 |
3.1% |
0.0096 |
0.9% |
50% |
False |
False |
18,556 |
| 20 |
1.0633 |
1.0221 |
0.0412 |
3.9% |
0.0089 |
0.8% |
61% |
False |
False |
10,015 |
| 40 |
1.0755 |
1.0221 |
0.0534 |
5.1% |
0.0076 |
0.7% |
47% |
False |
False |
5,043 |
| 60 |
1.0755 |
1.0221 |
0.0534 |
5.1% |
0.0069 |
0.7% |
47% |
False |
False |
3,375 |
| 80 |
1.0755 |
1.0130 |
0.0625 |
6.0% |
0.0069 |
0.7% |
55% |
False |
False |
2,536 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0856 |
|
2.618 |
1.0710 |
|
1.618 |
1.0620 |
|
1.000 |
1.0565 |
|
0.618 |
1.0531 |
|
HIGH |
1.0476 |
|
0.618 |
1.0441 |
|
0.500 |
1.0431 |
|
0.382 |
1.0420 |
|
LOW |
1.0386 |
|
0.618 |
1.0331 |
|
1.000 |
1.0297 |
|
1.618 |
1.0241 |
|
2.618 |
1.0152 |
|
4.250 |
1.0006 |
|
|
| Fisher Pivots for day following 21-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0458 |
1.0458 |
| PP |
1.0445 |
1.0445 |
| S1 |
1.0431 |
1.0431 |
|