CME Swiss Franc Future December 2022
| Trading Metrics calculated at close of trading on 14-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2022 |
14-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0414 |
1.0648 |
0.0234 |
2.2% |
1.0085 |
| High |
1.0682 |
1.0671 |
-0.0011 |
-0.1% |
1.0682 |
| Low |
1.0368 |
1.0578 |
0.0211 |
2.0% |
1.0069 |
| Close |
1.0670 |
1.0660 |
-0.0011 |
-0.1% |
1.0670 |
| Range |
0.0315 |
0.0093 |
-0.0222 |
-70.4% |
0.0614 |
| ATR |
0.0139 |
0.0136 |
-0.0003 |
-2.4% |
0.0000 |
| Volume |
39,973 |
30,497 |
-9,476 |
-23.7% |
130,566 |
|
| Daily Pivots for day following 14-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0915 |
1.0880 |
1.0711 |
|
| R3 |
1.0822 |
1.0787 |
1.0685 |
|
| R2 |
1.0729 |
1.0729 |
1.0677 |
|
| R1 |
1.0694 |
1.0694 |
1.0668 |
1.0712 |
| PP |
1.0636 |
1.0636 |
1.0636 |
1.0645 |
| S1 |
1.0601 |
1.0601 |
1.0651 |
1.0619 |
| S2 |
1.0543 |
1.0543 |
1.0642 |
|
| S3 |
1.0450 |
1.0508 |
1.0634 |
|
| S4 |
1.0357 |
1.0415 |
1.0608 |
|
|
| 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 |
1.0119 |
0.0563 |
5.3% |
0.0172 |
1.6% |
96% |
False |
False |
28,506 |
| 10 |
1.0682 |
0.9901 |
0.0781 |
7.3% |
0.0156 |
1.5% |
97% |
False |
False |
25,647 |
| 20 |
1.0682 |
0.9901 |
0.0781 |
7.3% |
0.0129 |
1.2% |
97% |
False |
False |
23,868 |
| 40 |
1.0682 |
0.9901 |
0.0781 |
7.3% |
0.0126 |
1.2% |
97% |
False |
False |
25,334 |
| 60 |
1.0682 |
0.9901 |
0.0781 |
7.3% |
0.0114 |
1.1% |
97% |
False |
False |
19,426 |
| 80 |
1.0755 |
0.9901 |
0.0854 |
8.0% |
0.0100 |
0.9% |
89% |
False |
False |
14,585 |
| 100 |
1.0755 |
0.9901 |
0.0854 |
8.0% |
0.0092 |
0.9% |
89% |
False |
False |
11,675 |
| 120 |
1.0755 |
0.9901 |
0.0854 |
8.0% |
0.0087 |
0.8% |
89% |
False |
False |
9,733 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1066 |
|
2.618 |
1.0914 |
|
1.618 |
1.0821 |
|
1.000 |
1.0764 |
|
0.618 |
1.0728 |
|
HIGH |
1.0671 |
|
0.618 |
1.0635 |
|
0.500 |
1.0625 |
|
0.382 |
1.0614 |
|
LOW |
1.0578 |
|
0.618 |
1.0521 |
|
1.000 |
1.0485 |
|
1.618 |
1.0428 |
|
2.618 |
1.0335 |
|
4.250 |
1.0183 |
|
|
| Fisher Pivots for day following 14-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0648 |
1.0577 |
| PP |
1.0636 |
1.0494 |
| S1 |
1.0625 |
1.0411 |
|