CME Swiss Franc Future December 2022
| Trading Metrics calculated at close of trading on 28-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2022 |
28-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0198 |
1.0146 |
-0.0052 |
-0.5% |
1.0100 |
| High |
1.0215 |
1.0172 |
-0.0044 |
-0.4% |
1.0215 |
| Low |
1.0126 |
1.0073 |
-0.0053 |
-0.5% |
1.0026 |
| Close |
1.0135 |
1.0090 |
-0.0046 |
-0.4% |
1.0090 |
| Range |
0.0089 |
0.0099 |
0.0010 |
10.7% |
0.0190 |
| ATR |
0.0108 |
0.0107 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
22,796 |
21,623 |
-1,173 |
-5.1% |
107,912 |
|
| Daily Pivots for day following 28-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0407 |
1.0347 |
1.0144 |
|
| R3 |
1.0308 |
1.0248 |
1.0117 |
|
| R2 |
1.0210 |
1.0210 |
1.0108 |
|
| R1 |
1.0150 |
1.0150 |
1.0099 |
1.0131 |
| PP |
1.0111 |
1.0111 |
1.0111 |
1.0102 |
| S1 |
1.0051 |
1.0051 |
1.0080 |
1.0032 |
| S2 |
1.0013 |
1.0013 |
1.0071 |
|
| S3 |
0.9914 |
0.9953 |
1.0062 |
|
| S4 |
0.9816 |
0.9854 |
1.0035 |
|
|
| Weekly Pivots for week ending 28-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0679 |
1.0574 |
1.0194 |
|
| R3 |
1.0489 |
1.0384 |
1.0142 |
|
| R2 |
1.0300 |
1.0300 |
1.0124 |
|
| R1 |
1.0195 |
1.0195 |
1.0107 |
1.0152 |
| PP |
1.0110 |
1.0110 |
1.0110 |
1.0089 |
| S1 |
1.0005 |
1.0005 |
1.0072 |
0.9963 |
| S2 |
0.9921 |
0.9921 |
1.0055 |
|
| S3 |
0.9731 |
0.9816 |
1.0037 |
|
| S4 |
0.9542 |
0.9626 |
0.9985 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0215 |
1.0026 |
0.0190 |
1.9% |
0.0096 |
1.0% |
34% |
False |
False |
21,582 |
| 10 |
1.0215 |
0.9913 |
0.0303 |
3.0% |
0.0105 |
1.0% |
59% |
False |
False |
21,973 |
| 20 |
1.0298 |
0.9913 |
0.0386 |
3.8% |
0.0107 |
1.1% |
46% |
False |
False |
21,915 |
| 40 |
1.0633 |
0.9913 |
0.0720 |
7.1% |
0.0112 |
1.1% |
25% |
False |
False |
22,102 |
| 60 |
1.0755 |
0.9913 |
0.0843 |
8.4% |
0.0097 |
1.0% |
21% |
False |
False |
14,835 |
| 80 |
1.0755 |
0.9913 |
0.0843 |
8.4% |
0.0087 |
0.9% |
21% |
False |
False |
11,134 |
| 100 |
1.0755 |
0.9913 |
0.0843 |
8.4% |
0.0084 |
0.8% |
21% |
False |
False |
8,915 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0590 |
|
2.618 |
1.0429 |
|
1.618 |
1.0331 |
|
1.000 |
1.0270 |
|
0.618 |
1.0232 |
|
HIGH |
1.0172 |
|
0.618 |
1.0134 |
|
0.500 |
1.0122 |
|
0.382 |
1.0111 |
|
LOW |
1.0073 |
|
0.618 |
1.0012 |
|
1.000 |
0.9975 |
|
1.618 |
0.9914 |
|
2.618 |
0.9815 |
|
4.250 |
0.9654 |
|
|
| Fisher Pivots for day following 28-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0122 |
1.0144 |
| PP |
1.0111 |
1.0126 |
| S1 |
1.0100 |
1.0108 |
|