CME Swiss Franc Future December 2022
| Trading Metrics calculated at close of trading on 13-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2022 |
13-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0102 |
1.0093 |
-0.0010 |
-0.1% |
1.0205 |
| High |
1.0138 |
1.0108 |
-0.0031 |
-0.3% |
1.0298 |
| Low |
1.0064 |
0.9993 |
-0.0072 |
-0.7% |
1.0114 |
| Close |
1.0089 |
1.0082 |
-0.0007 |
-0.1% |
1.0121 |
| Range |
0.0074 |
0.0115 |
0.0041 |
55.4% |
0.0184 |
| ATR |
0.0110 |
0.0111 |
0.0000 |
0.3% |
0.0000 |
| Volume |
17,770 |
30,257 |
12,487 |
70.3% |
106,432 |
|
| Daily Pivots for day following 13-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0406 |
1.0359 |
1.0145 |
|
| R3 |
1.0291 |
1.0244 |
1.0114 |
|
| R2 |
1.0176 |
1.0176 |
1.0103 |
|
| R1 |
1.0129 |
1.0129 |
1.0093 |
1.0095 |
| PP |
1.0061 |
1.0061 |
1.0061 |
1.0044 |
| S1 |
1.0014 |
1.0014 |
1.0071 |
0.9980 |
| S2 |
0.9946 |
0.9946 |
1.0061 |
|
| S3 |
0.9831 |
0.9899 |
1.0050 |
|
| S4 |
0.9716 |
0.9784 |
1.0019 |
|
|
| 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 |
1.0191 |
0.9993 |
0.0199 |
2.0% |
0.0091 |
0.9% |
45% |
False |
True |
21,280 |
| 10 |
1.0344 |
0.9993 |
0.0351 |
3.5% |
0.0114 |
1.1% |
25% |
False |
True |
23,546 |
| 20 |
1.0499 |
0.9993 |
0.0507 |
5.0% |
0.0119 |
1.2% |
18% |
False |
True |
26,716 |
| 40 |
1.0633 |
0.9993 |
0.0640 |
6.3% |
0.0102 |
1.0% |
14% |
False |
True |
16,201 |
| 60 |
1.0755 |
0.9993 |
0.0763 |
7.6% |
0.0089 |
0.9% |
12% |
False |
True |
10,823 |
| 80 |
1.0755 |
0.9993 |
0.0763 |
7.6% |
0.0082 |
0.8% |
12% |
False |
True |
8,128 |
| 100 |
1.0755 |
0.9993 |
0.0763 |
7.6% |
0.0077 |
0.8% |
12% |
False |
True |
6,504 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0596 |
|
2.618 |
1.0409 |
|
1.618 |
1.0294 |
|
1.000 |
1.0223 |
|
0.618 |
1.0179 |
|
HIGH |
1.0108 |
|
0.618 |
1.0064 |
|
0.500 |
1.0050 |
|
0.382 |
1.0036 |
|
LOW |
0.9993 |
|
0.618 |
0.9921 |
|
1.000 |
0.9878 |
|
1.618 |
0.9806 |
|
2.618 |
0.9691 |
|
4.250 |
0.9504 |
|
|
| Fisher Pivots for day following 13-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0071 |
1.0079 |
| PP |
1.0061 |
1.0077 |
| S1 |
1.0050 |
1.0074 |
|