CME Swiss Franc Future December 2022
| Trading Metrics calculated at close of trading on 07-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2022 |
07-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0245 |
1.0169 |
-0.0076 |
-0.7% |
1.0205 |
| High |
1.0295 |
1.0191 |
-0.0104 |
-1.0% |
1.0298 |
| Low |
1.0156 |
1.0114 |
-0.0042 |
-0.4% |
1.0114 |
| Close |
1.0161 |
1.0121 |
-0.0040 |
-0.4% |
1.0121 |
| Range |
0.0139 |
0.0077 |
-0.0062 |
-44.6% |
0.0184 |
| ATR |
0.0119 |
0.0116 |
-0.0003 |
-2.5% |
0.0000 |
| Volume |
18,346 |
15,724 |
-2,622 |
-14.3% |
106,432 |
|
| Daily Pivots for day following 07-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0373 |
1.0324 |
1.0163 |
|
| R3 |
1.0296 |
1.0247 |
1.0142 |
|
| R2 |
1.0219 |
1.0219 |
1.0135 |
|
| R1 |
1.0170 |
1.0170 |
1.0128 |
1.0156 |
| PP |
1.0142 |
1.0142 |
1.0142 |
1.0135 |
| S1 |
1.0093 |
1.0093 |
1.0114 |
1.0079 |
| S2 |
1.0065 |
1.0065 |
1.0107 |
|
| S3 |
0.9988 |
1.0016 |
1.0100 |
|
| S4 |
0.9911 |
0.9939 |
1.0079 |
|
|
| Weekly Pivots for week ending 07-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0730 |
1.0609 |
1.0222 |
|
| R3 |
1.0546 |
1.0425 |
1.0172 |
|
| R2 |
1.0362 |
1.0362 |
1.0155 |
|
| R1 |
1.0241 |
1.0241 |
1.0138 |
1.0210 |
| PP |
1.0178 |
1.0178 |
1.0178 |
1.0162 |
| S1 |
1.0057 |
1.0057 |
1.0104 |
1.0026 |
| S2 |
0.9994 |
0.9994 |
1.0087 |
|
| S3 |
0.9810 |
0.9873 |
1.0070 |
|
| S4 |
0.9626 |
0.9689 |
1.0020 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0298 |
1.0114 |
0.0184 |
1.8% |
0.0123 |
1.2% |
4% |
False |
True |
21,286 |
| 10 |
1.0344 |
1.0111 |
0.0233 |
2.3% |
0.0137 |
1.4% |
5% |
False |
False |
27,196 |
| 20 |
1.0633 |
1.0111 |
0.0522 |
5.2% |
0.0121 |
1.2% |
2% |
False |
False |
26,186 |
| 40 |
1.0738 |
1.0111 |
0.0628 |
6.2% |
0.0097 |
1.0% |
2% |
False |
False |
13,941 |
| 60 |
1.0755 |
1.0111 |
0.0645 |
6.4% |
0.0088 |
0.9% |
2% |
False |
False |
9,313 |
| 80 |
1.0755 |
1.0111 |
0.0645 |
6.4% |
0.0084 |
0.8% |
2% |
False |
False |
6,995 |
| 100 |
1.0755 |
1.0111 |
0.0645 |
6.4% |
0.0076 |
0.7% |
2% |
False |
False |
5,598 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0518 |
|
2.618 |
1.0393 |
|
1.618 |
1.0316 |
|
1.000 |
1.0268 |
|
0.618 |
1.0239 |
|
HIGH |
1.0191 |
|
0.618 |
1.0162 |
|
0.500 |
1.0153 |
|
0.382 |
1.0143 |
|
LOW |
1.0114 |
|
0.618 |
1.0066 |
|
1.000 |
1.0037 |
|
1.618 |
0.9989 |
|
2.618 |
0.9912 |
|
4.250 |
0.9787 |
|
|
| Fisher Pivots for day following 07-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0153 |
1.0205 |
| PP |
1.0142 |
1.0177 |
| S1 |
1.0132 |
1.0149 |
|