CME Swiss Franc Future December 2022
| Trading Metrics calculated at close of trading on 19-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2022 |
19-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0108 |
1.0121 |
0.0013 |
0.1% |
1.0123 |
| High |
1.0146 |
1.0135 |
-0.0012 |
-0.1% |
1.0155 |
| Low |
1.0085 |
0.9998 |
-0.0087 |
-0.9% |
0.9993 |
| Close |
1.0114 |
1.0005 |
-0.0109 |
-1.1% |
1.0010 |
| Range |
0.0062 |
0.0137 |
0.0075 |
122.0% |
0.0163 |
| ATR |
0.0107 |
0.0109 |
0.0002 |
2.0% |
0.0000 |
| Volume |
17,044 |
20,359 |
3,315 |
19.4% |
112,147 |
|
| Daily Pivots for day following 19-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0455 |
1.0366 |
1.0080 |
|
| R3 |
1.0319 |
1.0230 |
1.0042 |
|
| R2 |
1.0182 |
1.0182 |
1.0030 |
|
| R1 |
1.0093 |
1.0093 |
1.0017 |
1.0070 |
| PP |
1.0046 |
1.0046 |
1.0046 |
1.0034 |
| S1 |
0.9957 |
0.9957 |
0.9992 |
0.9933 |
| S2 |
0.9909 |
0.9909 |
0.9979 |
|
| S3 |
0.9773 |
0.9820 |
0.9967 |
|
| S4 |
0.9636 |
0.9684 |
0.9929 |
|
|
| 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 |
1.0146 |
0.9993 |
0.0154 |
1.5% |
0.0106 |
1.1% |
8% |
False |
False |
21,562 |
| 10 |
1.0295 |
0.9993 |
0.0302 |
3.0% |
0.0101 |
1.0% |
4% |
False |
False |
20,230 |
| 20 |
1.0470 |
0.9993 |
0.0478 |
4.8% |
0.0125 |
1.2% |
3% |
False |
False |
26,253 |
| 40 |
1.0633 |
0.9993 |
0.0640 |
6.4% |
0.0107 |
1.1% |
2% |
False |
False |
18,134 |
| 60 |
1.0755 |
0.9993 |
0.0763 |
7.6% |
0.0093 |
0.9% |
2% |
False |
False |
12,113 |
| 80 |
1.0755 |
0.9993 |
0.0763 |
7.6% |
0.0083 |
0.8% |
2% |
False |
False |
9,094 |
| 100 |
1.0755 |
0.9993 |
0.0763 |
7.6% |
0.0080 |
0.8% |
2% |
False |
False |
7,279 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0715 |
|
2.618 |
1.0492 |
|
1.618 |
1.0355 |
|
1.000 |
1.0271 |
|
0.618 |
1.0219 |
|
HIGH |
1.0135 |
|
0.618 |
1.0082 |
|
0.500 |
1.0066 |
|
0.382 |
1.0050 |
|
LOW |
0.9998 |
|
0.618 |
0.9914 |
|
1.000 |
0.9862 |
|
1.618 |
0.9777 |
|
2.618 |
0.9641 |
|
4.250 |
0.9418 |
|
|
| Fisher Pivots for day following 19-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0066 |
1.0072 |
| PP |
1.0046 |
1.0050 |
| S1 |
1.0025 |
1.0027 |
|