CME Swiss Franc Future December 2022
| Trading Metrics calculated at close of trading on 21-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2022 |
21-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0015 |
1.0028 |
0.0013 |
0.1% |
1.0014 |
| High |
1.0065 |
1.0098 |
0.0034 |
0.3% |
1.0146 |
| Low |
0.9991 |
0.9913 |
-0.0078 |
-0.8% |
0.9913 |
| Close |
1.0018 |
1.0063 |
0.0046 |
0.5% |
1.0063 |
| Range |
0.0074 |
0.0186 |
0.0112 |
150.7% |
0.0234 |
| ATR |
0.0107 |
0.0112 |
0.0006 |
5.3% |
0.0000 |
| Volume |
17,850 |
37,882 |
20,032 |
112.2% |
111,819 |
|
| Daily Pivots for day following 21-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0581 |
1.0508 |
1.0165 |
|
| R3 |
1.0396 |
1.0322 |
1.0114 |
|
| R2 |
1.0210 |
1.0210 |
1.0097 |
|
| R1 |
1.0137 |
1.0137 |
1.0080 |
1.0173 |
| PP |
1.0025 |
1.0025 |
1.0025 |
1.0043 |
| S1 |
0.9951 |
0.9951 |
1.0046 |
0.9988 |
| S2 |
0.9839 |
0.9839 |
1.0029 |
|
| S3 |
0.9654 |
0.9766 |
1.0012 |
|
| S4 |
0.9468 |
0.9580 |
0.9961 |
|
|
| Weekly Pivots for week ending 21-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0741 |
1.0636 |
1.0191 |
|
| R3 |
1.0508 |
1.0402 |
1.0127 |
|
| R2 |
1.0274 |
1.0274 |
1.0106 |
|
| R1 |
1.0169 |
1.0169 |
1.0084 |
1.0221 |
| PP |
1.0041 |
1.0041 |
1.0041 |
1.0067 |
| S1 |
0.9935 |
0.9935 |
1.0042 |
0.9988 |
| S2 |
0.9807 |
0.9807 |
1.0020 |
|
| S3 |
0.9574 |
0.9702 |
0.9999 |
|
| S4 |
0.9340 |
0.9468 |
0.9935 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0146 |
0.9913 |
0.0234 |
2.3% |
0.0115 |
1.1% |
64% |
False |
True |
22,363 |
| 10 |
1.0155 |
0.9913 |
0.0243 |
2.4% |
0.0105 |
1.0% |
62% |
False |
True |
22,396 |
| 20 |
1.0344 |
0.9913 |
0.0431 |
4.3% |
0.0121 |
1.2% |
35% |
False |
True |
24,796 |
| 40 |
1.0633 |
0.9913 |
0.0720 |
7.2% |
0.0111 |
1.1% |
21% |
False |
True |
19,523 |
| 60 |
1.0755 |
0.9913 |
0.0843 |
8.4% |
0.0095 |
0.9% |
18% |
False |
True |
13,041 |
| 80 |
1.0755 |
0.9913 |
0.0843 |
8.4% |
0.0085 |
0.8% |
18% |
False |
True |
9,791 |
| 100 |
1.0755 |
0.9913 |
0.0843 |
8.4% |
0.0082 |
0.8% |
18% |
False |
True |
7,837 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0886 |
|
2.618 |
1.0584 |
|
1.618 |
1.0398 |
|
1.000 |
1.0284 |
|
0.618 |
1.0213 |
|
HIGH |
1.0098 |
|
0.618 |
1.0027 |
|
0.500 |
1.0005 |
|
0.382 |
0.9983 |
|
LOW |
0.9913 |
|
0.618 |
0.9798 |
|
1.000 |
0.9727 |
|
1.618 |
0.9612 |
|
2.618 |
0.9427 |
|
4.250 |
0.9124 |
|
|
| Fisher Pivots for day following 21-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0044 |
1.0050 |
| PP |
1.0025 |
1.0037 |
| S1 |
1.0005 |
1.0024 |
|