CME Swiss Franc Future December 2022
| Trading Metrics calculated at close of trading on 17-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2022 |
17-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0055 |
1.0014 |
-0.0041 |
-0.4% |
1.0123 |
| High |
1.0102 |
1.0122 |
0.0020 |
0.2% |
1.0155 |
| Low |
1.0000 |
1.0007 |
0.0007 |
0.1% |
0.9993 |
| Close |
1.0010 |
1.0108 |
0.0098 |
1.0% |
1.0010 |
| Range |
0.0103 |
0.0116 |
0.0013 |
12.7% |
0.0163 |
| ATR |
0.0110 |
0.0111 |
0.0000 |
0.3% |
0.0000 |
| Volume |
21,470 |
18,684 |
-2,786 |
-13.0% |
112,147 |
|
| Daily Pivots for day following 17-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0425 |
1.0382 |
1.0171 |
|
| R3 |
1.0310 |
1.0266 |
1.0139 |
|
| R2 |
1.0194 |
1.0194 |
1.0129 |
|
| R1 |
1.0151 |
1.0151 |
1.0118 |
1.0173 |
| PP |
1.0079 |
1.0079 |
1.0079 |
1.0090 |
| S1 |
1.0035 |
1.0035 |
1.0097 |
1.0057 |
| S2 |
0.9963 |
0.9963 |
1.0086 |
|
| S3 |
0.9848 |
0.9920 |
1.0076 |
|
| S4 |
0.9732 |
0.9804 |
1.0044 |
|
|
| 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% |
0.0103 |
1.0% |
71% |
False |
False |
21,545 |
| 10 |
1.0298 |
0.9993 |
0.0306 |
3.0% |
0.0109 |
1.1% |
38% |
False |
False |
21,259 |
| 20 |
1.0476 |
0.9993 |
0.0483 |
4.8% |
0.0123 |
1.2% |
24% |
False |
False |
26,799 |
| 40 |
1.0633 |
0.9993 |
0.0640 |
6.3% |
0.0106 |
1.1% |
18% |
False |
False |
17,205 |
| 60 |
1.0755 |
0.9993 |
0.0763 |
7.5% |
0.0090 |
0.9% |
15% |
False |
False |
11,490 |
| 80 |
1.0755 |
0.9993 |
0.0763 |
7.5% |
0.0083 |
0.8% |
15% |
False |
False |
8,627 |
| 100 |
1.0755 |
0.9993 |
0.0763 |
7.5% |
0.0078 |
0.8% |
15% |
False |
False |
6,905 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0613 |
|
2.618 |
1.0424 |
|
1.618 |
1.0309 |
|
1.000 |
1.0238 |
|
0.618 |
1.0193 |
|
HIGH |
1.0122 |
|
0.618 |
1.0078 |
|
0.500 |
1.0064 |
|
0.382 |
1.0051 |
|
LOW |
1.0007 |
|
0.618 |
0.9935 |
|
1.000 |
0.9891 |
|
1.618 |
0.9820 |
|
2.618 |
0.9704 |
|
4.250 |
0.9516 |
|
|
| Fisher Pivots for day following 17-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0093 |
1.0091 |
| PP |
1.0079 |
1.0074 |
| S1 |
1.0064 |
1.0057 |
|