CME Swiss Franc Future December 2022
| Trading Metrics calculated at close of trading on 11-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2022 |
11-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0200 |
1.0414 |
0.0214 |
2.1% |
1.0085 |
| High |
1.0424 |
1.0682 |
0.0258 |
2.5% |
1.0682 |
| Low |
1.0141 |
1.0368 |
0.0227 |
2.2% |
1.0069 |
| Close |
1.0388 |
1.0670 |
0.0282 |
2.7% |
1.0670 |
| Range |
0.0284 |
0.0315 |
0.0031 |
10.9% |
0.0614 |
| ATR |
0.0125 |
0.0139 |
0.0014 |
10.8% |
0.0000 |
| Volume |
33,172 |
39,973 |
6,801 |
20.5% |
130,566 |
|
| Daily Pivots for day following 11-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1517 |
1.1408 |
1.0843 |
|
| R3 |
1.1202 |
1.1093 |
1.0756 |
|
| R2 |
1.0888 |
1.0888 |
1.0728 |
|
| R1 |
1.0779 |
1.0779 |
1.0699 |
1.0833 |
| PP |
1.0573 |
1.0573 |
1.0573 |
1.0600 |
| S1 |
1.0464 |
1.0464 |
1.0641 |
1.0519 |
| S2 |
1.0259 |
1.0259 |
1.0612 |
|
| S3 |
0.9944 |
1.0150 |
1.0584 |
|
| S4 |
0.9630 |
0.9835 |
1.0497 |
|
|
| Weekly Pivots for week ending 11-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2314 |
1.2106 |
1.1007 |
|
| R3 |
1.1701 |
1.1492 |
1.0839 |
|
| R2 |
1.1087 |
1.1087 |
1.0782 |
|
| R1 |
1.0879 |
1.0879 |
1.0726 |
1.0983 |
| PP |
1.0474 |
1.0474 |
1.0474 |
1.0526 |
| S1 |
1.0265 |
1.0265 |
1.0614 |
1.0369 |
| S2 |
0.9860 |
0.9860 |
1.0558 |
|
| S3 |
0.9247 |
0.9652 |
1.0501 |
|
| S4 |
0.8633 |
0.9038 |
1.0333 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0682 |
1.0069 |
0.0614 |
5.7% |
0.0174 |
1.6% |
98% |
True |
False |
26,113 |
| 10 |
1.0682 |
0.9901 |
0.0781 |
7.3% |
0.0155 |
1.4% |
98% |
True |
False |
24,583 |
| 20 |
1.0682 |
0.9901 |
0.0781 |
7.3% |
0.0130 |
1.2% |
98% |
True |
False |
23,278 |
| 40 |
1.0682 |
0.9901 |
0.0781 |
7.3% |
0.0125 |
1.2% |
98% |
True |
False |
24,928 |
| 60 |
1.0682 |
0.9901 |
0.0781 |
7.3% |
0.0113 |
1.1% |
98% |
True |
False |
18,918 |
| 80 |
1.0755 |
0.9901 |
0.0854 |
8.0% |
0.0100 |
0.9% |
90% |
False |
False |
14,204 |
| 100 |
1.0755 |
0.9901 |
0.0854 |
8.0% |
0.0092 |
0.9% |
90% |
False |
False |
11,370 |
| 120 |
1.0755 |
0.9901 |
0.0854 |
8.0% |
0.0086 |
0.8% |
90% |
False |
False |
9,479 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2019 |
|
2.618 |
1.1505 |
|
1.618 |
1.1191 |
|
1.000 |
1.0997 |
|
0.618 |
1.0876 |
|
HIGH |
1.0682 |
|
0.618 |
1.0562 |
|
0.500 |
1.0525 |
|
0.382 |
1.0488 |
|
LOW |
1.0368 |
|
0.618 |
1.0173 |
|
1.000 |
1.0053 |
|
1.618 |
0.9859 |
|
2.618 |
0.9544 |
|
4.250 |
0.9031 |
|
|
| Fisher Pivots for day following 11-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0622 |
1.0584 |
| PP |
1.0573 |
1.0498 |
| S1 |
1.0525 |
1.0411 |
|