CME Swiss Franc Future December 2022
| Trading Metrics calculated at close of trading on 27-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2022 |
27-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0261 |
1.0143 |
-0.0118 |
-1.1% |
1.0446 |
| High |
1.0295 |
1.0232 |
-0.0063 |
-0.6% |
1.0476 |
| Low |
1.0114 |
1.0136 |
0.0023 |
0.2% |
1.0233 |
| Close |
1.0130 |
1.0167 |
0.0037 |
0.4% |
1.0250 |
| Range |
0.0182 |
0.0096 |
-0.0086 |
-47.1% |
0.0243 |
| ATR |
0.0103 |
0.0103 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
40,460 |
24,023 |
-16,437 |
-40.6% |
147,461 |
|
| Daily Pivots for day following 27-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0466 |
1.0413 |
1.0220 |
|
| R3 |
1.0370 |
1.0317 |
1.0193 |
|
| R2 |
1.0274 |
1.0274 |
1.0185 |
|
| R1 |
1.0221 |
1.0221 |
1.0176 |
1.0248 |
| PP |
1.0178 |
1.0178 |
1.0178 |
1.0192 |
| S1 |
1.0125 |
1.0125 |
1.0158 |
1.0152 |
| S2 |
1.0082 |
1.0082 |
1.0149 |
|
| S3 |
0.9986 |
1.0029 |
1.0141 |
|
| S4 |
0.9890 |
0.9933 |
1.0114 |
|
|
| 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 |
1.0114 |
0.0362 |
3.6% |
0.0139 |
1.4% |
15% |
False |
False |
35,596 |
| 10 |
1.0549 |
1.0114 |
0.0436 |
4.3% |
0.0104 |
1.0% |
12% |
False |
False |
28,354 |
| 20 |
1.0633 |
1.0114 |
0.0519 |
5.1% |
0.0107 |
1.0% |
10% |
False |
False |
17,387 |
| 40 |
1.0755 |
1.0114 |
0.0642 |
6.3% |
0.0085 |
0.8% |
8% |
False |
False |
8,773 |
| 60 |
1.0755 |
1.0114 |
0.0642 |
6.3% |
0.0076 |
0.7% |
8% |
False |
False |
5,859 |
| 80 |
1.0755 |
1.0114 |
0.0642 |
6.3% |
0.0075 |
0.7% |
8% |
False |
False |
4,402 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0640 |
|
2.618 |
1.0483 |
|
1.618 |
1.0387 |
|
1.000 |
1.0328 |
|
0.618 |
1.0291 |
|
HIGH |
1.0232 |
|
0.618 |
1.0195 |
|
0.500 |
1.0184 |
|
0.382 |
1.0173 |
|
LOW |
1.0136 |
|
0.618 |
1.0077 |
|
1.000 |
1.0040 |
|
1.618 |
0.9981 |
|
2.618 |
0.9885 |
|
4.250 |
0.9728 |
|
|
| Fisher Pivots for day following 27-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0184 |
1.0222 |
| PP |
1.0178 |
1.0204 |
| S1 |
1.0173 |
1.0185 |
|