CME Swiss Franc Future December 2022
| Trading Metrics calculated at close of trading on 03-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2022 |
03-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0328 |
1.0205 |
-0.0123 |
-1.2% |
1.0261 |
| High |
1.0344 |
1.0246 |
-0.0098 |
-0.9% |
1.0344 |
| Low |
1.0199 |
1.0126 |
-0.0074 |
-0.7% |
1.0111 |
| Close |
1.0214 |
1.0147 |
-0.0067 |
-0.7% |
1.0214 |
| Range |
0.0145 |
0.0121 |
-0.0024 |
-16.6% |
0.0233 |
| ATR |
0.0114 |
0.0114 |
0.0000 |
0.4% |
0.0000 |
| Volume |
38,353 |
24,671 |
-13,682 |
-35.7% |
165,536 |
|
| Daily Pivots for day following 03-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0534 |
1.0461 |
1.0213 |
|
| R3 |
1.0414 |
1.0341 |
1.0180 |
|
| R2 |
1.0293 |
1.0293 |
1.0169 |
|
| R1 |
1.0220 |
1.0220 |
1.0158 |
1.0197 |
| PP |
1.0173 |
1.0173 |
1.0173 |
1.0161 |
| S1 |
1.0100 |
1.0100 |
1.0136 |
1.0076 |
| S2 |
1.0052 |
1.0052 |
1.0125 |
|
| S3 |
0.9932 |
0.9979 |
1.0114 |
|
| S4 |
0.9811 |
0.9859 |
1.0081 |
|
|
| Weekly Pivots for week ending 30-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0922 |
1.0801 |
1.0342 |
|
| R3 |
1.0689 |
1.0568 |
1.0278 |
|
| R2 |
1.0456 |
1.0456 |
1.0257 |
|
| R1 |
1.0335 |
1.0335 |
1.0235 |
1.0279 |
| PP |
1.0223 |
1.0223 |
1.0223 |
1.0195 |
| S1 |
1.0102 |
1.0102 |
1.0193 |
1.0046 |
| S2 |
0.9990 |
0.9990 |
1.0171 |
|
| S3 |
0.9757 |
0.9869 |
1.0150 |
|
| S4 |
0.9524 |
0.9636 |
1.0086 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0344 |
1.0111 |
0.0233 |
2.3% |
0.0140 |
1.4% |
16% |
False |
False |
29,949 |
| 10 |
1.0476 |
1.0111 |
0.0365 |
3.6% |
0.0136 |
1.3% |
10% |
False |
False |
32,340 |
| 20 |
1.0633 |
1.0111 |
0.0522 |
5.1% |
0.0119 |
1.2% |
7% |
False |
False |
23,443 |
| 40 |
1.0755 |
1.0111 |
0.0645 |
6.4% |
0.0091 |
0.9% |
6% |
False |
False |
11,910 |
| 60 |
1.0755 |
1.0111 |
0.0645 |
6.4% |
0.0081 |
0.8% |
6% |
False |
False |
7,951 |
| 80 |
1.0755 |
1.0111 |
0.0645 |
6.4% |
0.0080 |
0.8% |
6% |
False |
False |
5,973 |
| 100 |
1.0755 |
1.0111 |
0.0645 |
6.4% |
0.0071 |
0.7% |
6% |
False |
False |
4,780 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0758 |
|
2.618 |
1.0561 |
|
1.618 |
1.0441 |
|
1.000 |
1.0367 |
|
0.618 |
1.0320 |
|
HIGH |
1.0246 |
|
0.618 |
1.0200 |
|
0.500 |
1.0186 |
|
0.382 |
1.0172 |
|
LOW |
1.0126 |
|
0.618 |
1.0051 |
|
1.000 |
1.0005 |
|
1.618 |
0.9931 |
|
2.618 |
0.9810 |
|
4.250 |
0.9613 |
|
|
| Fisher Pivots for day following 03-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0186 |
1.0235 |
| PP |
1.0173 |
1.0205 |
| S1 |
1.0160 |
1.0176 |
|