CME Swiss Franc Future December 2022
| Trading Metrics calculated at close of trading on 23-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2022 |
23-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0427 |
1.0314 |
-0.0113 |
-1.1% |
1.0446 |
| High |
1.0470 |
1.0331 |
-0.0139 |
-1.3% |
1.0476 |
| Low |
1.0233 |
1.0243 |
0.0011 |
0.1% |
1.0233 |
| Close |
1.0293 |
1.0250 |
-0.0044 |
-0.4% |
1.0250 |
| Range |
0.0238 |
0.0088 |
-0.0150 |
-62.9% |
0.0243 |
| ATR |
0.0097 |
0.0097 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
52,108 |
32,750 |
-19,358 |
-37.1% |
147,461 |
|
| Daily Pivots for day following 23-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0539 |
1.0482 |
1.0298 |
|
| R3 |
1.0451 |
1.0394 |
1.0274 |
|
| R2 |
1.0363 |
1.0363 |
1.0266 |
|
| R1 |
1.0306 |
1.0306 |
1.0258 |
1.0290 |
| PP |
1.0275 |
1.0275 |
1.0275 |
1.0267 |
| S1 |
1.0218 |
1.0218 |
1.0241 |
1.0202 |
| S2 |
1.0187 |
1.0187 |
1.0233 |
|
| S3 |
1.0099 |
1.0130 |
1.0225 |
|
| S4 |
1.0011 |
1.0042 |
1.0201 |
|
|
| Weekly Pivots for week ending 23-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1048 |
1.0892 |
1.0383 |
|
| R3 |
1.0805 |
1.0649 |
1.0316 |
|
| R2 |
1.0562 |
1.0562 |
1.0294 |
|
| R1 |
1.0406 |
1.0406 |
1.0272 |
1.0363 |
| PP |
1.0319 |
1.0319 |
1.0319 |
1.0298 |
| S1 |
1.0163 |
1.0163 |
1.0227 |
1.0120 |
| S2 |
1.0076 |
1.0076 |
1.0205 |
|
| S3 |
0.9833 |
0.9920 |
1.0183 |
|
| S4 |
0.9590 |
0.9677 |
1.0116 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0476 |
1.0233 |
0.0243 |
2.4% |
0.0111 |
1.1% |
7% |
False |
False |
29,492 |
| 10 |
1.0633 |
1.0233 |
0.0400 |
3.9% |
0.0104 |
1.0% |
4% |
False |
False |
25,176 |
| 20 |
1.0633 |
1.0221 |
0.0412 |
4.0% |
0.0100 |
1.0% |
7% |
False |
False |
14,249 |
| 40 |
1.0755 |
1.0221 |
0.0534 |
5.2% |
0.0082 |
0.8% |
5% |
False |
False |
7,163 |
| 60 |
1.0755 |
1.0221 |
0.0534 |
5.2% |
0.0073 |
0.7% |
5% |
False |
False |
4,789 |
| 80 |
1.0755 |
1.0130 |
0.0625 |
6.1% |
0.0072 |
0.7% |
19% |
False |
False |
3,597 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0705 |
|
2.618 |
1.0561 |
|
1.618 |
1.0473 |
|
1.000 |
1.0419 |
|
0.618 |
1.0385 |
|
HIGH |
1.0331 |
|
0.618 |
1.0297 |
|
0.500 |
1.0287 |
|
0.382 |
1.0277 |
|
LOW |
1.0243 |
|
0.618 |
1.0189 |
|
1.000 |
1.0155 |
|
1.618 |
1.0101 |
|
2.618 |
1.0013 |
|
4.250 |
0.9869 |
|
|
| Fisher Pivots for day following 23-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0287 |
1.0354 |
| PP |
1.0275 |
1.0319 |
| S1 |
1.0262 |
1.0284 |
|