CME Swiss Franc Future December 2022
| Trading Metrics calculated at close of trading on 05-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2022 |
05-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0151 |
1.0286 |
0.0135 |
1.3% |
1.0261 |
| High |
1.0298 |
1.0296 |
-0.0002 |
0.0% |
1.0344 |
| Low |
1.0133 |
1.0185 |
0.0052 |
0.5% |
1.0111 |
| Close |
1.0295 |
1.0252 |
-0.0043 |
-0.4% |
1.0214 |
| Range |
0.0165 |
0.0111 |
-0.0054 |
-32.7% |
0.0233 |
| ATR |
0.0118 |
0.0118 |
-0.0001 |
-0.4% |
0.0000 |
| Volume |
24,674 |
23,017 |
-1,657 |
-6.7% |
165,536 |
|
| Daily Pivots for day following 05-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0577 |
1.0526 |
1.0313 |
|
| R3 |
1.0466 |
1.0415 |
1.0283 |
|
| R2 |
1.0355 |
1.0355 |
1.0272 |
|
| R1 |
1.0304 |
1.0304 |
1.0262 |
1.0274 |
| PP |
1.0244 |
1.0244 |
1.0244 |
1.0230 |
| S1 |
1.0193 |
1.0193 |
1.0242 |
1.0163 |
| S2 |
1.0133 |
1.0133 |
1.0232 |
|
| S3 |
1.0022 |
1.0082 |
1.0221 |
|
| S4 |
0.9911 |
0.9971 |
1.0191 |
|
|
| 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 |
1.0126 |
0.0218 |
2.1% |
0.0130 |
1.3% |
58% |
False |
False |
27,770 |
| 10 |
1.0470 |
1.0111 |
0.0360 |
3.5% |
0.0148 |
1.4% |
39% |
False |
False |
32,275 |
| 20 |
1.0633 |
1.0111 |
0.0522 |
5.1% |
0.0122 |
1.2% |
27% |
False |
False |
25,416 |
| 40 |
1.0755 |
1.0111 |
0.0645 |
6.3% |
0.0095 |
0.9% |
22% |
False |
False |
13,092 |
| 60 |
1.0755 |
1.0111 |
0.0645 |
6.3% |
0.0085 |
0.8% |
22% |
False |
False |
8,746 |
| 80 |
1.0755 |
1.0111 |
0.0645 |
6.3% |
0.0081 |
0.8% |
22% |
False |
False |
6,569 |
| 100 |
1.0755 |
1.0111 |
0.0645 |
6.3% |
0.0074 |
0.7% |
22% |
False |
False |
5,257 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0768 |
|
2.618 |
1.0587 |
|
1.618 |
1.0476 |
|
1.000 |
1.0407 |
|
0.618 |
1.0365 |
|
HIGH |
1.0296 |
|
0.618 |
1.0254 |
|
0.500 |
1.0241 |
|
0.382 |
1.0227 |
|
LOW |
1.0185 |
|
0.618 |
1.0116 |
|
1.000 |
1.0074 |
|
1.618 |
1.0005 |
|
2.618 |
0.9894 |
|
4.250 |
0.9713 |
|
|
| Fisher Pivots for day following 05-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0248 |
1.0239 |
| PP |
1.0244 |
1.0225 |
| S1 |
1.0241 |
1.0212 |
|