CME Swiss Franc Future December 2022
| Trading Metrics calculated at close of trading on 11-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2022 |
11-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0123 |
1.0071 |
-0.0052 |
-0.5% |
1.0205 |
| High |
1.0137 |
1.0155 |
0.0019 |
0.2% |
1.0298 |
| Low |
1.0056 |
1.0047 |
-0.0010 |
-0.1% |
1.0114 |
| Close |
1.0072 |
1.0095 |
0.0024 |
0.2% |
1.0121 |
| Range |
0.0081 |
0.0109 |
0.0028 |
34.8% |
0.0184 |
| ATR |
0.0114 |
0.0113 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
23,102 |
19,548 |
-3,554 |
-15.4% |
106,432 |
|
| Daily Pivots for day following 11-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0424 |
1.0368 |
1.0155 |
|
| R3 |
1.0316 |
1.0260 |
1.0125 |
|
| R2 |
1.0207 |
1.0207 |
1.0115 |
|
| R1 |
1.0151 |
1.0151 |
1.0105 |
1.0179 |
| PP |
1.0099 |
1.0099 |
1.0099 |
1.0113 |
| S1 |
1.0043 |
1.0043 |
1.0085 |
1.0071 |
| S2 |
0.9990 |
0.9990 |
1.0075 |
|
| S3 |
0.9882 |
0.9934 |
1.0065 |
|
| S4 |
0.9773 |
0.9826 |
1.0035 |
|
|
| 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 |
1.0296 |
1.0047 |
0.0250 |
2.5% |
0.0103 |
1.0% |
19% |
False |
True |
19,947 |
| 10 |
1.0344 |
1.0047 |
0.0297 |
2.9% |
0.0128 |
1.3% |
16% |
False |
True |
25,013 |
| 20 |
1.0549 |
1.0047 |
0.0503 |
5.0% |
0.0116 |
1.2% |
10% |
False |
True |
26,683 |
| 40 |
1.0680 |
1.0047 |
0.0634 |
6.3% |
0.0099 |
1.0% |
8% |
False |
True |
15,006 |
| 60 |
1.0755 |
1.0047 |
0.0709 |
7.0% |
0.0089 |
0.9% |
7% |
False |
True |
10,024 |
| 80 |
1.0755 |
1.0047 |
0.0709 |
7.0% |
0.0081 |
0.8% |
7% |
False |
True |
7,528 |
| 100 |
1.0755 |
1.0047 |
0.0709 |
7.0% |
0.0077 |
0.8% |
7% |
False |
True |
6,024 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0616 |
|
2.618 |
1.0439 |
|
1.618 |
1.0331 |
|
1.000 |
1.0264 |
|
0.618 |
1.0222 |
|
HIGH |
1.0155 |
|
0.618 |
1.0114 |
|
0.500 |
1.0101 |
|
0.382 |
1.0088 |
|
LOW |
1.0047 |
|
0.618 |
0.9979 |
|
1.000 |
0.9938 |
|
1.618 |
0.9871 |
|
2.618 |
0.9762 |
|
4.250 |
0.9585 |
|
|
| Fisher Pivots for day following 11-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0101 |
1.0119 |
| PP |
1.0099 |
1.0111 |
| S1 |
1.0097 |
1.0103 |
|