CME Swiss Franc Future December 2022
| Trading Metrics calculated at close of trading on 08-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2022 |
08-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0085 |
1.0164 |
0.0079 |
0.8% |
1.0095 |
| High |
1.0173 |
1.0212 |
0.0039 |
0.4% |
1.0141 |
| Low |
1.0069 |
1.0119 |
0.0051 |
0.5% |
0.9901 |
| Close |
1.0169 |
1.0189 |
0.0020 |
0.2% |
1.0104 |
| Range |
0.0105 |
0.0093 |
-0.0012 |
-11.5% |
0.0240 |
| ATR |
0.0118 |
0.0116 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
18,530 |
18,937 |
407 |
2.2% |
115,266 |
|
| Daily Pivots for day following 08-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0451 |
1.0412 |
1.0240 |
|
| R3 |
1.0358 |
1.0320 |
1.0214 |
|
| R2 |
1.0266 |
1.0266 |
1.0206 |
|
| R1 |
1.0227 |
1.0227 |
1.0197 |
1.0247 |
| PP |
1.0173 |
1.0173 |
1.0173 |
1.0183 |
| S1 |
1.0135 |
1.0135 |
1.0181 |
1.0154 |
| S2 |
1.0081 |
1.0081 |
1.0172 |
|
| S3 |
0.9988 |
1.0042 |
1.0164 |
|
| S4 |
0.9896 |
0.9950 |
1.0138 |
|
|
| Weekly Pivots for week ending 04-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0769 |
1.0676 |
1.0236 |
|
| R3 |
1.0529 |
1.0436 |
1.0170 |
|
| R2 |
1.0289 |
1.0289 |
1.0148 |
|
| R1 |
1.0196 |
1.0196 |
1.0126 |
1.0242 |
| PP |
1.0049 |
1.0049 |
1.0049 |
1.0072 |
| S1 |
0.9956 |
0.9956 |
1.0082 |
1.0002 |
| S2 |
0.9809 |
0.9809 |
1.0060 |
|
| S3 |
0.9569 |
0.9716 |
1.0038 |
|
| S4 |
0.9329 |
0.9476 |
0.9972 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0212 |
0.9901 |
0.0311 |
3.0% |
0.0137 |
1.3% |
93% |
True |
False |
22,329 |
| 10 |
1.0215 |
0.9901 |
0.0314 |
3.1% |
0.0117 |
1.1% |
92% |
False |
False |
22,118 |
| 20 |
1.0215 |
0.9901 |
0.0314 |
3.1% |
0.0111 |
1.1% |
92% |
False |
False |
22,098 |
| 40 |
1.0549 |
0.9901 |
0.0648 |
6.4% |
0.0114 |
1.1% |
44% |
False |
False |
24,390 |
| 60 |
1.0680 |
0.9901 |
0.0779 |
7.6% |
0.0103 |
1.0% |
37% |
False |
False |
17,370 |
| 80 |
1.0755 |
0.9901 |
0.0854 |
8.4% |
0.0094 |
0.9% |
34% |
False |
False |
13,042 |
| 100 |
1.0755 |
0.9901 |
0.0854 |
8.4% |
0.0087 |
0.9% |
34% |
False |
False |
10,442 |
| 120 |
1.0755 |
0.9901 |
0.0854 |
8.4% |
0.0083 |
0.8% |
34% |
False |
False |
8,703 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0605 |
|
2.618 |
1.0454 |
|
1.618 |
1.0361 |
|
1.000 |
1.0304 |
|
0.618 |
1.0269 |
|
HIGH |
1.0212 |
|
0.618 |
1.0176 |
|
0.500 |
1.0165 |
|
0.382 |
1.0154 |
|
LOW |
1.0119 |
|
0.618 |
1.0062 |
|
1.000 |
1.0027 |
|
1.618 |
0.9969 |
|
2.618 |
0.9877 |
|
4.250 |
0.9726 |
|
|
| Fisher Pivots for day following 08-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0181 |
1.0145 |
| PP |
1.0173 |
1.0101 |
| S1 |
1.0165 |
1.0057 |
|