CME Swiss Franc Future December 2022
| Trading Metrics calculated at close of trading on 16-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2022 |
16-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0642 |
1.0624 |
-0.0019 |
-0.2% |
1.0085 |
| High |
1.0728 |
1.0692 |
-0.0036 |
-0.3% |
1.0682 |
| Low |
1.0592 |
1.0598 |
0.0007 |
0.1% |
1.0069 |
| Close |
1.0647 |
1.0629 |
-0.0018 |
-0.2% |
1.0670 |
| Range |
0.0136 |
0.0094 |
-0.0043 |
-31.3% |
0.0614 |
| ATR |
0.0136 |
0.0133 |
-0.0003 |
-2.2% |
0.0000 |
| Volume |
28,223 |
18,933 |
-9,290 |
-32.9% |
130,566 |
|
| Daily Pivots for day following 16-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0920 |
1.0868 |
1.0680 |
|
| R3 |
1.0827 |
1.0775 |
1.0655 |
|
| R2 |
1.0733 |
1.0733 |
1.0646 |
|
| R1 |
1.0681 |
1.0681 |
1.0638 |
1.0707 |
| PP |
1.0640 |
1.0640 |
1.0640 |
1.0653 |
| S1 |
1.0588 |
1.0588 |
1.0620 |
1.0614 |
| S2 |
1.0546 |
1.0546 |
1.0612 |
|
| S3 |
1.0453 |
1.0494 |
1.0603 |
|
| S4 |
1.0359 |
1.0401 |
1.0578 |
|
|
| 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% |
0.0184 |
1.7% |
83% |
False |
False |
30,159 |
| 10 |
1.0728 |
0.9901 |
0.0827 |
7.8% |
0.0155 |
1.5% |
88% |
False |
False |
26,379 |
| 20 |
1.0728 |
0.9901 |
0.0827 |
7.8% |
0.0130 |
1.2% |
88% |
False |
False |
24,356 |
| 40 |
1.0728 |
0.9901 |
0.0827 |
7.8% |
0.0128 |
1.2% |
88% |
False |
False |
25,304 |
| 60 |
1.0728 |
0.9901 |
0.0827 |
7.8% |
0.0115 |
1.1% |
88% |
False |
False |
20,208 |
| 80 |
1.0755 |
0.9901 |
0.0854 |
8.0% |
0.0102 |
1.0% |
85% |
False |
False |
15,174 |
| 100 |
1.0755 |
0.9901 |
0.0854 |
8.0% |
0.0092 |
0.9% |
85% |
False |
False |
12,147 |
| 120 |
1.0755 |
0.9901 |
0.0854 |
8.0% |
0.0089 |
0.8% |
85% |
False |
False |
10,126 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1089 |
|
2.618 |
1.0936 |
|
1.618 |
1.0843 |
|
1.000 |
1.0785 |
|
0.618 |
1.0749 |
|
HIGH |
1.0692 |
|
0.618 |
1.0656 |
|
0.500 |
1.0645 |
|
0.382 |
1.0634 |
|
LOW |
1.0598 |
|
0.618 |
1.0540 |
|
1.000 |
1.0505 |
|
1.618 |
1.0447 |
|
2.618 |
1.0353 |
|
4.250 |
1.0201 |
|
|
| Fisher Pivots for day following 16-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0645 |
1.0653 |
| PP |
1.0640 |
1.0645 |
| S1 |
1.0634 |
1.0637 |
|