CME Swiss Franc Future December 2022
| Trading Metrics calculated at close of trading on 25-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2022 |
25-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0100 |
1.0051 |
-0.0050 |
-0.5% |
1.0014 |
| High |
1.0117 |
1.0119 |
0.0003 |
0.0% |
1.0146 |
| Low |
1.0027 |
1.0026 |
-0.0002 |
0.0% |
0.9913 |
| Close |
1.0046 |
1.0101 |
0.0055 |
0.5% |
1.0063 |
| Range |
0.0090 |
0.0094 |
0.0004 |
4.5% |
0.0234 |
| ATR |
0.0111 |
0.0109 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
19,914 |
19,548 |
-366 |
-1.8% |
111,819 |
|
| Daily Pivots for day following 25-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0362 |
1.0325 |
1.0152 |
|
| R3 |
1.0269 |
1.0231 |
1.0126 |
|
| R2 |
1.0175 |
1.0175 |
1.0118 |
|
| R1 |
1.0138 |
1.0138 |
1.0109 |
1.0157 |
| PP |
1.0082 |
1.0082 |
1.0082 |
1.0091 |
| S1 |
1.0044 |
1.0044 |
1.0092 |
1.0063 |
| S2 |
0.9988 |
0.9988 |
1.0083 |
|
| S3 |
0.9895 |
0.9951 |
1.0075 |
|
| S4 |
0.9801 |
0.9857 |
1.0049 |
|
|
| 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 |
1.0135 |
0.9913 |
0.0222 |
2.2% |
0.0116 |
1.1% |
85% |
False |
False |
23,110 |
| 10 |
1.0146 |
0.9913 |
0.0234 |
2.3% |
0.0105 |
1.0% |
81% |
False |
False |
22,077 |
| 20 |
1.0344 |
0.9913 |
0.0431 |
4.3% |
0.0117 |
1.2% |
44% |
False |
False |
23,545 |
| 40 |
1.0633 |
0.9913 |
0.0720 |
7.1% |
0.0112 |
1.1% |
26% |
False |
False |
20,466 |
| 60 |
1.0755 |
0.9913 |
0.0843 |
8.3% |
0.0096 |
0.9% |
22% |
False |
False |
13,697 |
| 80 |
1.0755 |
0.9913 |
0.0843 |
8.3% |
0.0086 |
0.9% |
22% |
False |
False |
10,281 |
| 100 |
1.0755 |
0.9913 |
0.0843 |
8.3% |
0.0084 |
0.8% |
22% |
False |
False |
8,231 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0516 |
|
2.618 |
1.0364 |
|
1.618 |
1.0270 |
|
1.000 |
1.0213 |
|
0.618 |
1.0177 |
|
HIGH |
1.0119 |
|
0.618 |
1.0083 |
|
0.500 |
1.0072 |
|
0.382 |
1.0061 |
|
LOW |
1.0026 |
|
0.618 |
0.9968 |
|
1.000 |
0.9932 |
|
1.618 |
0.9874 |
|
2.618 |
0.9781 |
|
4.250 |
0.9628 |
|
|
| Fisher Pivots for day following 25-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0091 |
1.0072 |
| PP |
1.0082 |
1.0044 |
| S1 |
1.0072 |
1.0016 |
|