CME Swiss Franc Future December 2022
| Trading Metrics calculated at close of trading on 20-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2022 |
20-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0121 |
1.0015 |
-0.0107 |
-1.1% |
1.0123 |
| High |
1.0135 |
1.0065 |
-0.0070 |
-0.7% |
1.0155 |
| Low |
0.9998 |
0.9991 |
-0.0008 |
-0.1% |
0.9993 |
| Close |
1.0005 |
1.0018 |
0.0013 |
0.1% |
1.0010 |
| Range |
0.0137 |
0.0074 |
-0.0063 |
-45.8% |
0.0163 |
| ATR |
0.0109 |
0.0107 |
-0.0003 |
-2.3% |
0.0000 |
| Volume |
20,359 |
17,850 |
-2,509 |
-12.3% |
112,147 |
|
| Daily Pivots for day following 20-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0246 |
1.0206 |
1.0058 |
|
| R3 |
1.0172 |
1.0132 |
1.0038 |
|
| R2 |
1.0098 |
1.0098 |
1.0031 |
|
| R1 |
1.0058 |
1.0058 |
1.0024 |
1.0078 |
| PP |
1.0024 |
1.0024 |
1.0024 |
1.0034 |
| S1 |
0.9984 |
0.9984 |
1.0011 |
1.0004 |
| S2 |
0.9950 |
0.9950 |
1.0004 |
|
| S3 |
0.9876 |
0.9910 |
0.9997 |
|
| S4 |
0.9802 |
0.9836 |
0.9977 |
|
|
| 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 |
0.9991 |
0.0156 |
1.6% |
0.0098 |
1.0% |
17% |
False |
True |
19,081 |
| 10 |
1.0191 |
0.9991 |
0.0201 |
2.0% |
0.0095 |
0.9% |
13% |
False |
True |
20,180 |
| 20 |
1.0344 |
0.9991 |
0.0353 |
3.5% |
0.0116 |
1.2% |
8% |
False |
True |
24,540 |
| 40 |
1.0633 |
0.9991 |
0.0642 |
6.4% |
0.0107 |
1.1% |
4% |
False |
True |
18,579 |
| 60 |
1.0755 |
0.9991 |
0.0765 |
7.6% |
0.0093 |
0.9% |
4% |
False |
True |
12,410 |
| 80 |
1.0755 |
0.9991 |
0.0765 |
7.6% |
0.0084 |
0.8% |
4% |
False |
True |
9,318 |
| 100 |
1.0755 |
0.9991 |
0.0765 |
7.6% |
0.0080 |
0.8% |
4% |
False |
True |
7,458 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0379 |
|
2.618 |
1.0258 |
|
1.618 |
1.0184 |
|
1.000 |
1.0139 |
|
0.618 |
1.0110 |
|
HIGH |
1.0065 |
|
0.618 |
1.0036 |
|
0.500 |
1.0028 |
|
0.382 |
1.0019 |
|
LOW |
0.9991 |
|
0.618 |
0.9945 |
|
1.000 |
0.9917 |
|
1.618 |
0.9871 |
|
2.618 |
0.9797 |
|
4.250 |
0.9676 |
|
|
| Fisher Pivots for day following 20-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0028 |
1.0068 |
| PP |
1.0024 |
1.0051 |
| S1 |
1.0021 |
1.0034 |
|