CME Swiss Franc Future December 2022
| Trading Metrics calculated at close of trading on 29-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2022 |
29-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0160 |
1.0327 |
0.0167 |
1.6% |
1.0446 |
| High |
1.0340 |
1.0330 |
-0.0010 |
-0.1% |
1.0476 |
| Low |
1.0111 |
1.0221 |
0.0110 |
1.1% |
1.0233 |
| Close |
1.0330 |
1.0300 |
-0.0030 |
-0.3% |
1.0250 |
| Range |
0.0229 |
0.0110 |
-0.0120 |
-52.2% |
0.0243 |
| ATR |
0.0112 |
0.0112 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
34,561 |
28,139 |
-6,422 |
-18.6% |
147,461 |
|
| Daily Pivots for day following 29-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0612 |
1.0566 |
1.0360 |
|
| R3 |
1.0503 |
1.0456 |
1.0330 |
|
| R2 |
1.0393 |
1.0393 |
1.0320 |
|
| R1 |
1.0347 |
1.0347 |
1.0310 |
1.0315 |
| PP |
1.0284 |
1.0284 |
1.0284 |
1.0268 |
| S1 |
1.0237 |
1.0237 |
1.0290 |
1.0206 |
| S2 |
1.0174 |
1.0174 |
1.0280 |
|
| S3 |
1.0065 |
1.0128 |
1.0270 |
|
| S4 |
0.9955 |
1.0018 |
1.0240 |
|
|
| 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 |
1.0340 |
1.0111 |
0.0229 |
2.2% |
0.0141 |
1.4% |
83% |
False |
False |
31,986 |
| 10 |
1.0499 |
1.0111 |
0.0389 |
3.8% |
0.0124 |
1.2% |
49% |
False |
False |
29,886 |
| 20 |
1.0633 |
1.0111 |
0.0522 |
5.1% |
0.0114 |
1.1% |
36% |
False |
False |
20,421 |
| 40 |
1.0755 |
1.0111 |
0.0645 |
6.3% |
0.0089 |
0.9% |
29% |
False |
False |
10,338 |
| 60 |
1.0755 |
1.0111 |
0.0645 |
6.3% |
0.0079 |
0.8% |
29% |
False |
False |
6,903 |
| 80 |
1.0755 |
1.0111 |
0.0645 |
6.3% |
0.0077 |
0.7% |
29% |
False |
False |
5,185 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0795 |
|
2.618 |
1.0617 |
|
1.618 |
1.0507 |
|
1.000 |
1.0440 |
|
0.618 |
1.0398 |
|
HIGH |
1.0330 |
|
0.618 |
1.0288 |
|
0.500 |
1.0275 |
|
0.382 |
1.0262 |
|
LOW |
1.0221 |
|
0.618 |
1.0153 |
|
1.000 |
1.0111 |
|
1.618 |
1.0043 |
|
2.618 |
0.9934 |
|
4.250 |
0.9755 |
|
|
| Fisher Pivots for day following 29-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0292 |
1.0275 |
| PP |
1.0284 |
1.0250 |
| S1 |
1.0275 |
1.0225 |
|