CME Swiss Franc Future December 2022
| Trading Metrics calculated at close of trading on 26-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2022 |
26-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0051 |
1.0111 |
0.0061 |
0.6% |
1.0014 |
| High |
1.0119 |
1.0206 |
0.0087 |
0.9% |
1.0146 |
| Low |
1.0026 |
1.0096 |
0.0070 |
0.7% |
0.9913 |
| Close |
1.0101 |
1.0195 |
0.0095 |
0.9% |
1.0063 |
| Range |
0.0094 |
0.0111 |
0.0017 |
18.2% |
0.0234 |
| ATR |
0.0109 |
0.0109 |
0.0000 |
0.1% |
0.0000 |
| Volume |
19,548 |
24,031 |
4,483 |
22.9% |
111,819 |
|
| Daily Pivots for day following 26-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0497 |
1.0457 |
1.0256 |
|
| R3 |
1.0387 |
1.0346 |
1.0225 |
|
| R2 |
1.0276 |
1.0276 |
1.0215 |
|
| R1 |
1.0236 |
1.0236 |
1.0205 |
1.0256 |
| PP |
1.0166 |
1.0166 |
1.0166 |
1.0176 |
| S1 |
1.0125 |
1.0125 |
1.0185 |
1.0145 |
| S2 |
1.0055 |
1.0055 |
1.0175 |
|
| S3 |
0.9945 |
1.0015 |
1.0165 |
|
| S4 |
0.9834 |
0.9904 |
1.0134 |
|
|
| 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 |
1.0206 |
0.9913 |
0.0294 |
2.9% |
0.0111 |
1.1% |
96% |
True |
False |
23,845 |
| 10 |
1.0206 |
0.9913 |
0.0294 |
2.9% |
0.0108 |
1.1% |
96% |
True |
False |
22,703 |
| 20 |
1.0344 |
0.9913 |
0.0431 |
4.2% |
0.0111 |
1.1% |
66% |
False |
False |
23,019 |
| 40 |
1.0633 |
0.9913 |
0.0720 |
7.1% |
0.0112 |
1.1% |
39% |
False |
False |
21,052 |
| 60 |
1.0755 |
0.9913 |
0.0843 |
8.3% |
0.0096 |
0.9% |
34% |
False |
False |
14,096 |
| 80 |
1.0755 |
0.9913 |
0.0843 |
8.3% |
0.0086 |
0.8% |
34% |
False |
False |
10,581 |
| 100 |
1.0755 |
0.9913 |
0.0843 |
8.3% |
0.0084 |
0.8% |
34% |
False |
False |
8,471 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0676 |
|
2.618 |
1.0495 |
|
1.618 |
1.0385 |
|
1.000 |
1.0317 |
|
0.618 |
1.0274 |
|
HIGH |
1.0206 |
|
0.618 |
1.0164 |
|
0.500 |
1.0151 |
|
0.382 |
1.0138 |
|
LOW |
1.0096 |
|
0.618 |
1.0027 |
|
1.000 |
0.9985 |
|
1.618 |
0.9917 |
|
2.618 |
0.9806 |
|
4.250 |
0.9626 |
|
|
| Fisher Pivots for day following 26-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0180 |
1.0169 |
| PP |
1.0166 |
1.0142 |
| S1 |
1.0151 |
1.0116 |
|