CME Swiss Franc Future December 2022
| Trading Metrics calculated at close of trading on 10-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2022 |
10-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0191 |
1.0200 |
0.0009 |
0.1% |
1.0095 |
| High |
1.0244 |
1.0424 |
0.0180 |
1.8% |
1.0141 |
| Low |
1.0169 |
1.0141 |
-0.0028 |
-0.3% |
0.9901 |
| Close |
1.0185 |
1.0388 |
0.0204 |
2.0% |
1.0104 |
| Range |
0.0076 |
0.0284 |
0.0208 |
275.5% |
0.0240 |
| ATR |
0.0113 |
0.0125 |
0.0012 |
10.7% |
0.0000 |
| Volume |
19,954 |
33,172 |
13,218 |
66.2% |
115,266 |
|
| Daily Pivots for day following 10-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1168 |
1.1062 |
1.0544 |
|
| R3 |
1.0885 |
1.0778 |
1.0466 |
|
| R2 |
1.0601 |
1.0601 |
1.0440 |
|
| R1 |
1.0495 |
1.0495 |
1.0414 |
1.0548 |
| PP |
1.0318 |
1.0318 |
1.0318 |
1.0344 |
| S1 |
1.0211 |
1.0211 |
1.0362 |
1.0264 |
| S2 |
1.0034 |
1.0034 |
1.0336 |
|
| S3 |
0.9751 |
0.9928 |
1.0310 |
|
| S4 |
0.9467 |
0.9644 |
1.0232 |
|
|
| 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 |
1.0424 |
0.9903 |
0.0522 |
5.0% |
0.0154 |
1.5% |
93% |
True |
False |
23,602 |
| 10 |
1.0424 |
0.9901 |
0.0523 |
5.0% |
0.0133 |
1.3% |
93% |
True |
False |
22,748 |
| 20 |
1.0424 |
0.9901 |
0.0523 |
5.0% |
0.0119 |
1.1% |
93% |
True |
False |
22,353 |
| 40 |
1.0499 |
0.9901 |
0.0598 |
5.8% |
0.0119 |
1.1% |
81% |
False |
False |
24,534 |
| 60 |
1.0633 |
0.9901 |
0.0732 |
7.0% |
0.0108 |
1.0% |
67% |
False |
False |
18,252 |
| 80 |
1.0755 |
0.9901 |
0.0854 |
8.2% |
0.0097 |
0.9% |
57% |
False |
False |
13,705 |
| 100 |
1.0755 |
0.9901 |
0.0854 |
8.2% |
0.0090 |
0.9% |
57% |
False |
False |
10,973 |
| 120 |
1.0755 |
0.9901 |
0.0854 |
8.2% |
0.0084 |
0.8% |
57% |
False |
False |
9,146 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1629 |
|
2.618 |
1.1166 |
|
1.618 |
1.0883 |
|
1.000 |
1.0708 |
|
0.618 |
1.0599 |
|
HIGH |
1.0424 |
|
0.618 |
1.0316 |
|
0.500 |
1.0282 |
|
0.382 |
1.0249 |
|
LOW |
1.0141 |
|
0.618 |
0.9965 |
|
1.000 |
0.9857 |
|
1.618 |
0.9682 |
|
2.618 |
0.9398 |
|
4.250 |
0.8936 |
|
|
| Fisher Pivots for day following 10-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0353 |
1.0349 |
| PP |
1.0318 |
1.0310 |
| S1 |
1.0282 |
1.0272 |
|