CME Swiss Franc Future December 2022
| Trading Metrics calculated at close of trading on 24-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2022 |
24-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0028 |
1.0100 |
0.0073 |
0.7% |
1.0014 |
| High |
1.0098 |
1.0117 |
0.0019 |
0.2% |
1.0146 |
| Low |
0.9913 |
1.0027 |
0.0115 |
1.2% |
0.9913 |
| Close |
1.0063 |
1.0046 |
-0.0018 |
-0.2% |
1.0063 |
| Range |
0.0186 |
0.0090 |
-0.0096 |
-51.8% |
0.0234 |
| ATR |
0.0112 |
0.0111 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
37,882 |
19,914 |
-17,968 |
-47.4% |
111,819 |
|
| Daily Pivots for day following 24-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0332 |
1.0278 |
1.0095 |
|
| R3 |
1.0242 |
1.0189 |
1.0070 |
|
| R2 |
1.0153 |
1.0153 |
1.0062 |
|
| R1 |
1.0099 |
1.0099 |
1.0054 |
1.0081 |
| PP |
1.0063 |
1.0063 |
1.0063 |
1.0054 |
| S1 |
1.0010 |
1.0010 |
1.0037 |
0.9992 |
| S2 |
0.9974 |
0.9974 |
1.0029 |
|
| S3 |
0.9884 |
0.9920 |
1.0021 |
|
| S4 |
0.9795 |
0.9831 |
0.9996 |
|
|
| 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% |
0.0109 |
1.1% |
57% |
False |
False |
22,609 |
| 10 |
1.0155 |
0.9913 |
0.0243 |
2.4% |
0.0106 |
1.1% |
55% |
False |
False |
22,077 |
| 20 |
1.0344 |
0.9913 |
0.0431 |
4.3% |
0.0117 |
1.2% |
31% |
False |
False |
23,769 |
| 40 |
1.0633 |
0.9913 |
0.0720 |
7.2% |
0.0110 |
1.1% |
18% |
False |
False |
19,994 |
| 60 |
1.0755 |
0.9913 |
0.0843 |
8.4% |
0.0095 |
0.9% |
16% |
False |
False |
13,373 |
| 80 |
1.0755 |
0.9913 |
0.0843 |
8.4% |
0.0086 |
0.9% |
16% |
False |
False |
10,040 |
| 100 |
1.0755 |
0.9913 |
0.0843 |
8.4% |
0.0083 |
0.8% |
16% |
False |
False |
8,036 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0497 |
|
2.618 |
1.0351 |
|
1.618 |
1.0261 |
|
1.000 |
1.0206 |
|
0.618 |
1.0172 |
|
HIGH |
1.0117 |
|
0.618 |
1.0082 |
|
0.500 |
1.0072 |
|
0.382 |
1.0061 |
|
LOW |
1.0027 |
|
0.618 |
0.9972 |
|
1.000 |
0.9938 |
|
1.618 |
0.9882 |
|
2.618 |
0.9793 |
|
4.250 |
0.9647 |
|
|
| Fisher Pivots for day following 24-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0072 |
1.0035 |
| PP |
1.0063 |
1.0025 |
| S1 |
1.0054 |
1.0015 |
|