CME Swiss Franc Future December 2022
| Trading Metrics calculated at close of trading on 03-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2022 |
03-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0047 |
1.0012 |
-0.0035 |
-0.3% |
1.0100 |
| High |
1.0141 |
1.0044 |
-0.0097 |
-1.0% |
1.0215 |
| Low |
1.0010 |
0.9901 |
-0.0109 |
-1.1% |
1.0026 |
| Close |
1.0070 |
0.9924 |
-0.0146 |
-1.4% |
1.0090 |
| Range |
0.0131 |
0.0143 |
0.0012 |
9.2% |
0.0190 |
| ATR |
0.0107 |
0.0112 |
0.0004 |
4.1% |
0.0000 |
| Volume |
18,603 |
28,154 |
9,551 |
51.3% |
107,912 |
|
| Daily Pivots for day following 03-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0385 |
1.0298 |
1.0003 |
|
| R3 |
1.0242 |
1.0155 |
0.9963 |
|
| R2 |
1.0099 |
1.0099 |
0.9950 |
|
| R1 |
1.0012 |
1.0012 |
0.9937 |
0.9984 |
| PP |
0.9956 |
0.9956 |
0.9956 |
0.9943 |
| S1 |
0.9869 |
0.9869 |
0.9911 |
0.9841 |
| S2 |
0.9813 |
0.9813 |
0.9898 |
|
| S3 |
0.9670 |
0.9726 |
0.9885 |
|
| S4 |
0.9527 |
0.9583 |
0.9845 |
|
|
| 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 |
1.0172 |
0.9901 |
0.0271 |
2.7% |
0.0112 |
1.1% |
9% |
False |
True |
21,893 |
| 10 |
1.0215 |
0.9901 |
0.0314 |
3.2% |
0.0113 |
1.1% |
7% |
False |
True |
23,363 |
| 20 |
1.0215 |
0.9901 |
0.0314 |
3.2% |
0.0104 |
1.0% |
7% |
False |
True |
21,772 |
| 40 |
1.0633 |
0.9901 |
0.0732 |
7.4% |
0.0114 |
1.2% |
3% |
False |
True |
23,840 |
| 60 |
1.0755 |
0.9901 |
0.0854 |
8.6% |
0.0098 |
1.0% |
3% |
False |
True |
16,290 |
| 80 |
1.0755 |
0.9901 |
0.0854 |
8.6% |
0.0091 |
0.9% |
3% |
False |
True |
12,231 |
| 100 |
1.0755 |
0.9901 |
0.0854 |
8.6% |
0.0087 |
0.9% |
3% |
False |
True |
9,793 |
| 120 |
1.0755 |
0.9901 |
0.0854 |
8.6% |
0.0080 |
0.8% |
3% |
False |
True |
8,163 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0652 |
|
2.618 |
1.0418 |
|
1.618 |
1.0275 |
|
1.000 |
1.0187 |
|
0.618 |
1.0132 |
|
HIGH |
1.0044 |
|
0.618 |
0.9989 |
|
0.500 |
0.9973 |
|
0.382 |
0.9956 |
|
LOW |
0.9901 |
|
0.618 |
0.9813 |
|
1.000 |
0.9758 |
|
1.618 |
0.9670 |
|
2.618 |
0.9527 |
|
4.250 |
0.9293 |
|
|
| Fisher Pivots for day following 03-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.9973 |
1.0021 |
| PP |
0.9956 |
0.9989 |
| S1 |
0.9940 |
0.9956 |
|