CME Swiss Franc Future December 2022
| Trading Metrics calculated at close of trading on 28-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2022 |
28-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0143 |
1.0160 |
0.0017 |
0.2% |
1.0446 |
| High |
1.0232 |
1.0340 |
0.0108 |
1.1% |
1.0476 |
| Low |
1.0136 |
1.0111 |
-0.0026 |
-0.3% |
1.0233 |
| Close |
1.0167 |
1.0330 |
0.0163 |
1.6% |
1.0250 |
| Range |
0.0096 |
0.0229 |
0.0133 |
138.5% |
0.0243 |
| ATR |
0.0103 |
0.0112 |
0.0009 |
8.8% |
0.0000 |
| Volume |
24,023 |
34,561 |
10,538 |
43.9% |
147,461 |
|
| Daily Pivots for day following 28-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0947 |
1.0868 |
1.0456 |
|
| R3 |
1.0718 |
1.0639 |
1.0393 |
|
| R2 |
1.0489 |
1.0489 |
1.0372 |
|
| R1 |
1.0410 |
1.0410 |
1.0351 |
1.0449 |
| PP |
1.0260 |
1.0260 |
1.0260 |
1.0280 |
| S1 |
1.0181 |
1.0181 |
1.0309 |
1.0220 |
| S2 |
1.0031 |
1.0031 |
1.0288 |
|
| S3 |
0.9802 |
0.9952 |
1.0267 |
|
| S4 |
0.9573 |
0.9723 |
1.0204 |
|
|
| 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 |
1.0470 |
1.0111 |
0.0360 |
3.5% |
0.0166 |
1.6% |
61% |
False |
True |
36,780 |
| 10 |
1.0549 |
1.0111 |
0.0439 |
4.2% |
0.0122 |
1.2% |
50% |
False |
True |
29,161 |
| 20 |
1.0633 |
1.0111 |
0.0522 |
5.1% |
0.0113 |
1.1% |
42% |
False |
True |
19,085 |
| 40 |
1.0755 |
1.0111 |
0.0645 |
6.2% |
0.0088 |
0.9% |
34% |
False |
True |
9,635 |
| 60 |
1.0755 |
1.0111 |
0.0645 |
6.2% |
0.0077 |
0.8% |
34% |
False |
True |
6,434 |
| 80 |
1.0755 |
1.0111 |
0.0645 |
6.2% |
0.0077 |
0.7% |
34% |
False |
True |
4,834 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1313 |
|
2.618 |
1.0939 |
|
1.618 |
1.0710 |
|
1.000 |
1.0569 |
|
0.618 |
1.0481 |
|
HIGH |
1.0340 |
|
0.618 |
1.0252 |
|
0.500 |
1.0225 |
|
0.382 |
1.0198 |
|
LOW |
1.0111 |
|
0.618 |
0.9969 |
|
1.000 |
0.9882 |
|
1.618 |
0.9740 |
|
2.618 |
0.9511 |
|
4.250 |
0.9137 |
|
|
| Fisher Pivots for day following 28-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0295 |
1.0295 |
| PP |
1.0260 |
1.0260 |
| S1 |
1.0225 |
1.0225 |
|