CME Swiss Franc Future December 2022
| Trading Metrics calculated at close of trading on 14-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2022 |
14-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0093 |
1.0055 |
-0.0038 |
-0.4% |
1.0123 |
| High |
1.0108 |
1.0102 |
-0.0006 |
-0.1% |
1.0155 |
| Low |
0.9993 |
1.0000 |
0.0007 |
0.1% |
0.9993 |
| Close |
1.0082 |
1.0010 |
-0.0073 |
-0.7% |
1.0010 |
| Range |
0.0115 |
0.0103 |
-0.0013 |
-10.9% |
0.0163 |
| ATR |
0.0111 |
0.0110 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
30,257 |
21,470 |
-8,787 |
-29.0% |
112,147 |
|
| Daily Pivots for day following 14-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0345 |
1.0280 |
1.0066 |
|
| R3 |
1.0242 |
1.0177 |
1.0038 |
|
| R2 |
1.0140 |
1.0140 |
1.0028 |
|
| R1 |
1.0075 |
1.0075 |
1.0019 |
1.0056 |
| PP |
1.0037 |
1.0037 |
1.0037 |
1.0028 |
| S1 |
0.9972 |
0.9972 |
1.0000 |
0.9953 |
| S2 |
0.9935 |
0.9935 |
0.9991 |
|
| S3 |
0.9832 |
0.9870 |
0.9981 |
|
| S4 |
0.9730 |
0.9767 |
0.9953 |
|
|
| Weekly Pivots for week ending 14-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0540 |
1.0437 |
1.0099 |
|
| R3 |
1.0377 |
1.0275 |
1.0054 |
|
| R2 |
1.0215 |
1.0215 |
1.0039 |
|
| R1 |
1.0112 |
1.0112 |
1.0024 |
1.0082 |
| PP |
1.0052 |
1.0052 |
1.0052 |
1.0037 |
| S1 |
0.9950 |
0.9950 |
0.9995 |
0.9920 |
| S2 |
0.9890 |
0.9890 |
0.9980 |
|
| S3 |
0.9727 |
0.9787 |
0.9965 |
|
| S4 |
0.9565 |
0.9625 |
0.9920 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0155 |
0.9993 |
0.0163 |
1.6% |
0.0096 |
1.0% |
10% |
False |
False |
22,429 |
| 10 |
1.0298 |
0.9993 |
0.0306 |
3.1% |
0.0109 |
1.1% |
6% |
False |
False |
21,857 |
| 20 |
1.0476 |
0.9993 |
0.0483 |
4.8% |
0.0120 |
1.2% |
4% |
False |
False |
26,578 |
| 40 |
1.0633 |
0.9993 |
0.0640 |
6.4% |
0.0105 |
1.0% |
3% |
False |
False |
16,738 |
| 60 |
1.0755 |
0.9993 |
0.0763 |
7.6% |
0.0090 |
0.9% |
2% |
False |
False |
11,180 |
| 80 |
1.0755 |
0.9993 |
0.0763 |
7.6% |
0.0082 |
0.8% |
2% |
False |
False |
8,394 |
| 100 |
1.0755 |
0.9993 |
0.0763 |
7.6% |
0.0078 |
0.8% |
2% |
False |
False |
6,719 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0538 |
|
2.618 |
1.0370 |
|
1.618 |
1.0268 |
|
1.000 |
1.0205 |
|
0.618 |
1.0165 |
|
HIGH |
1.0102 |
|
0.618 |
1.0063 |
|
0.500 |
1.0051 |
|
0.382 |
1.0039 |
|
LOW |
1.0000 |
|
0.618 |
0.9936 |
|
1.000 |
0.9897 |
|
1.618 |
0.9834 |
|
2.618 |
0.9731 |
|
4.250 |
0.9564 |
|
|
| Fisher Pivots for day following 14-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0051 |
1.0065 |
| PP |
1.0037 |
1.0047 |
| S1 |
1.0023 |
1.0028 |
|