CME Swiss Franc Future December 2022
| Trading Metrics calculated at close of trading on 12-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2022 |
12-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0071 |
1.0102 |
0.0032 |
0.3% |
1.0205 |
| High |
1.0155 |
1.0138 |
-0.0017 |
-0.2% |
1.0298 |
| Low |
1.0047 |
1.0064 |
0.0018 |
0.2% |
1.0114 |
| Close |
1.0095 |
1.0089 |
-0.0007 |
-0.1% |
1.0121 |
| Range |
0.0109 |
0.0074 |
-0.0035 |
-31.8% |
0.0184 |
| ATR |
0.0113 |
0.0110 |
-0.0003 |
-2.5% |
0.0000 |
| Volume |
19,548 |
17,770 |
-1,778 |
-9.1% |
106,432 |
|
| Daily Pivots for day following 12-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0319 |
1.0278 |
1.0129 |
|
| R3 |
1.0245 |
1.0204 |
1.0109 |
|
| R2 |
1.0171 |
1.0171 |
1.0102 |
|
| R1 |
1.0130 |
1.0130 |
1.0095 |
1.0113 |
| PP |
1.0097 |
1.0097 |
1.0097 |
1.0089 |
| S1 |
1.0056 |
1.0056 |
1.0082 |
1.0039 |
| S2 |
1.0023 |
1.0023 |
1.0075 |
|
| S3 |
0.9949 |
0.9982 |
1.0068 |
|
| S4 |
0.9875 |
0.9908 |
1.0048 |
|
|
| 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 |
1.0295 |
1.0047 |
0.0248 |
2.5% |
0.0096 |
0.9% |
17% |
False |
False |
18,898 |
| 10 |
1.0344 |
1.0047 |
0.0297 |
2.9% |
0.0113 |
1.1% |
14% |
False |
False |
23,334 |
| 20 |
1.0549 |
1.0047 |
0.0503 |
5.0% |
0.0117 |
1.2% |
8% |
False |
False |
26,248 |
| 40 |
1.0633 |
1.0047 |
0.0586 |
5.8% |
0.0100 |
1.0% |
7% |
False |
False |
15,445 |
| 60 |
1.0755 |
1.0047 |
0.0709 |
7.0% |
0.0088 |
0.9% |
6% |
False |
False |
10,318 |
| 80 |
1.0755 |
1.0047 |
0.0709 |
7.0% |
0.0081 |
0.8% |
6% |
False |
False |
7,750 |
| 100 |
1.0755 |
1.0047 |
0.0709 |
7.0% |
0.0077 |
0.8% |
6% |
False |
False |
6,202 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0453 |
|
2.618 |
1.0332 |
|
1.618 |
1.0258 |
|
1.000 |
1.0212 |
|
0.618 |
1.0184 |
|
HIGH |
1.0138 |
|
0.618 |
1.0110 |
|
0.500 |
1.0101 |
|
0.382 |
1.0092 |
|
LOW |
1.0064 |
|
0.618 |
1.0018 |
|
1.000 |
0.9990 |
|
1.618 |
0.9944 |
|
2.618 |
0.9870 |
|
4.250 |
0.9750 |
|
|
| Fisher Pivots for day following 12-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0101 |
1.0101 |
| PP |
1.0097 |
1.0097 |
| S1 |
1.0093 |
1.0093 |
|