CME Swiss Franc Future December 2022
| Trading Metrics calculated at close of trading on 01-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2022 |
01-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0095 |
1.0039 |
-0.0057 |
-0.6% |
1.0100 |
| High |
1.0099 |
1.0139 |
0.0040 |
0.4% |
1.0215 |
| Low |
1.0021 |
1.0030 |
0.0010 |
0.1% |
1.0026 |
| Close |
1.0041 |
1.0053 |
0.0013 |
0.1% |
1.0090 |
| Range |
0.0079 |
0.0109 |
0.0030 |
38.2% |
0.0190 |
| ATR |
0.0105 |
0.0106 |
0.0000 |
0.2% |
0.0000 |
| Volume |
19,850 |
21,238 |
1,388 |
7.0% |
107,912 |
|
| Daily Pivots for day following 01-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0399 |
1.0335 |
1.0113 |
|
| R3 |
1.0291 |
1.0226 |
1.0083 |
|
| R2 |
1.0182 |
1.0182 |
1.0073 |
|
| R1 |
1.0118 |
1.0118 |
1.0063 |
1.0150 |
| PP |
1.0074 |
1.0074 |
1.0074 |
1.0090 |
| S1 |
1.0009 |
1.0009 |
1.0043 |
1.0042 |
| S2 |
0.9965 |
0.9965 |
1.0033 |
|
| S3 |
0.9857 |
0.9901 |
1.0023 |
|
| S4 |
0.9748 |
0.9792 |
0.9993 |
|
|
| 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 |
1.0021 |
0.0195 |
1.9% |
0.0097 |
1.0% |
17% |
False |
False |
21,907 |
| 10 |
1.0215 |
0.9913 |
0.0303 |
3.0% |
0.0106 |
1.1% |
46% |
False |
False |
22,509 |
| 20 |
1.0296 |
0.9913 |
0.0384 |
3.8% |
0.0102 |
1.0% |
37% |
False |
False |
21,502 |
| 40 |
1.0633 |
0.9913 |
0.0720 |
7.2% |
0.0112 |
1.1% |
20% |
False |
False |
22,999 |
| 60 |
1.0755 |
0.9913 |
0.0843 |
8.4% |
0.0096 |
1.0% |
17% |
False |
False |
15,512 |
| 80 |
1.0755 |
0.9913 |
0.0843 |
8.4% |
0.0089 |
0.9% |
17% |
False |
False |
11,647 |
| 100 |
1.0755 |
0.9913 |
0.0843 |
8.4% |
0.0085 |
0.8% |
17% |
False |
False |
9,325 |
| 120 |
1.0755 |
0.9913 |
0.0843 |
8.4% |
0.0077 |
0.8% |
17% |
False |
False |
7,773 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0600 |
|
2.618 |
1.0423 |
|
1.618 |
1.0314 |
|
1.000 |
1.0247 |
|
0.618 |
1.0206 |
|
HIGH |
1.0139 |
|
0.618 |
1.0097 |
|
0.500 |
1.0084 |
|
0.382 |
1.0071 |
|
LOW |
1.0030 |
|
0.618 |
0.9963 |
|
1.000 |
0.9922 |
|
1.618 |
0.9854 |
|
2.618 |
0.9746 |
|
4.250 |
0.9569 |
|
|
| Fisher Pivots for day following 01-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0084 |
1.0096 |
| PP |
1.0074 |
1.0082 |
| S1 |
1.0063 |
1.0067 |
|