CME Swiss Franc Future December 2022
| Trading Metrics calculated at close of trading on 15-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2022 |
15-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0648 |
1.0642 |
-0.0006 |
-0.1% |
1.0085 |
| High |
1.0671 |
1.0728 |
0.0057 |
0.5% |
1.0682 |
| Low |
1.0578 |
1.0592 |
0.0014 |
0.1% |
1.0069 |
| Close |
1.0660 |
1.0647 |
-0.0013 |
-0.1% |
1.0670 |
| Range |
0.0093 |
0.0136 |
0.0043 |
46.2% |
0.0614 |
| ATR |
0.0136 |
0.0136 |
0.0000 |
0.0% |
0.0000 |
| Volume |
30,497 |
28,223 |
-2,274 |
-7.5% |
130,566 |
|
| Daily Pivots for day following 15-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1063 |
1.0991 |
1.0722 |
|
| R3 |
1.0927 |
1.0855 |
1.0684 |
|
| R2 |
1.0791 |
1.0791 |
1.0672 |
|
| R1 |
1.0719 |
1.0719 |
1.0659 |
1.0755 |
| PP |
1.0655 |
1.0655 |
1.0655 |
1.0673 |
| S1 |
1.0583 |
1.0583 |
1.0635 |
1.0619 |
| S2 |
1.0519 |
1.0519 |
1.0622 |
|
| S3 |
1.0383 |
1.0447 |
1.0610 |
|
| S4 |
1.0247 |
1.0311 |
1.0572 |
|
|
| 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 |
1.0728 |
1.0141 |
0.0587 |
5.5% |
0.0181 |
1.7% |
86% |
True |
False |
30,363 |
| 10 |
1.0728 |
0.9901 |
0.0827 |
7.8% |
0.0159 |
1.5% |
90% |
True |
False |
26,346 |
| 20 |
1.0728 |
0.9901 |
0.0827 |
7.8% |
0.0133 |
1.2% |
90% |
True |
False |
24,427 |
| 40 |
1.0728 |
0.9901 |
0.0827 |
7.8% |
0.0127 |
1.2% |
90% |
True |
False |
25,547 |
| 60 |
1.0728 |
0.9901 |
0.0827 |
7.8% |
0.0115 |
1.1% |
90% |
True |
False |
19,894 |
| 80 |
1.0755 |
0.9901 |
0.0854 |
8.0% |
0.0101 |
1.0% |
87% |
False |
False |
14,937 |
| 100 |
1.0755 |
0.9901 |
0.0854 |
8.0% |
0.0092 |
0.9% |
87% |
False |
False |
11,957 |
| 120 |
1.0755 |
0.9901 |
0.0854 |
8.0% |
0.0088 |
0.8% |
87% |
False |
False |
9,968 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1306 |
|
2.618 |
1.1084 |
|
1.618 |
1.0948 |
|
1.000 |
1.0864 |
|
0.618 |
1.0812 |
|
HIGH |
1.0728 |
|
0.618 |
1.0676 |
|
0.500 |
1.0660 |
|
0.382 |
1.0643 |
|
LOW |
1.0592 |
|
0.618 |
1.0507 |
|
1.000 |
1.0456 |
|
1.618 |
1.0371 |
|
2.618 |
1.0235 |
|
4.250 |
1.0014 |
|
|
| Fisher Pivots for day following 15-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0660 |
1.0614 |
| PP |
1.0655 |
1.0581 |
| S1 |
1.0651 |
1.0548 |
|