CME Swiss Franc Future December 2022
| Trading Metrics calculated at close of trading on 06-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2022 |
06-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0286 |
1.0245 |
-0.0042 |
-0.4% |
1.0261 |
| High |
1.0296 |
1.0295 |
-0.0002 |
0.0% |
1.0344 |
| Low |
1.0185 |
1.0156 |
-0.0030 |
-0.3% |
1.0111 |
| Close |
1.0252 |
1.0161 |
-0.0092 |
-0.9% |
1.0214 |
| Range |
0.0111 |
0.0139 |
0.0028 |
25.2% |
0.0233 |
| ATR |
0.0118 |
0.0119 |
0.0002 |
1.3% |
0.0000 |
| Volume |
23,017 |
18,346 |
-4,671 |
-20.3% |
165,536 |
|
| Daily Pivots for day following 06-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0621 |
1.0530 |
1.0237 |
|
| R3 |
1.0482 |
1.0391 |
1.0199 |
|
| R2 |
1.0343 |
1.0343 |
1.0186 |
|
| R1 |
1.0252 |
1.0252 |
1.0173 |
1.0228 |
| PP |
1.0204 |
1.0204 |
1.0204 |
1.0192 |
| S1 |
1.0113 |
1.0113 |
1.0148 |
1.0089 |
| S2 |
1.0065 |
1.0065 |
1.0135 |
|
| S3 |
0.9926 |
0.9974 |
1.0122 |
|
| S4 |
0.9787 |
0.9835 |
1.0084 |
|
|
| 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% |
0.0136 |
1.3% |
16% |
False |
False |
25,812 |
| 10 |
1.0344 |
1.0111 |
0.0233 |
2.3% |
0.0138 |
1.4% |
21% |
False |
False |
28,899 |
| 20 |
1.0633 |
1.0111 |
0.0522 |
5.1% |
0.0125 |
1.2% |
10% |
False |
False |
25,908 |
| 40 |
1.0755 |
1.0111 |
0.0645 |
6.3% |
0.0095 |
0.9% |
8% |
False |
False |
13,550 |
| 60 |
1.0755 |
1.0111 |
0.0645 |
6.3% |
0.0087 |
0.9% |
8% |
False |
False |
9,051 |
| 80 |
1.0755 |
1.0111 |
0.0645 |
6.3% |
0.0083 |
0.8% |
8% |
False |
False |
6,798 |
| 100 |
1.0755 |
1.0111 |
0.0645 |
6.3% |
0.0075 |
0.7% |
8% |
False |
False |
5,441 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0885 |
|
2.618 |
1.0658 |
|
1.618 |
1.0519 |
|
1.000 |
1.0434 |
|
0.618 |
1.0380 |
|
HIGH |
1.0295 |
|
0.618 |
1.0241 |
|
0.500 |
1.0225 |
|
0.382 |
1.0209 |
|
LOW |
1.0156 |
|
0.618 |
1.0070 |
|
1.000 |
1.0017 |
|
1.618 |
0.9931 |
|
2.618 |
0.9792 |
|
4.250 |
0.9565 |
|
|
| Fisher Pivots for day following 06-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0225 |
1.0216 |
| PP |
1.0204 |
1.0197 |
| S1 |
1.0182 |
1.0179 |
|