CME Swiss Franc Future December 2022
| Trading Metrics calculated at close of trading on 17-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2022 |
17-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0624 |
1.0620 |
-0.0004 |
0.0% |
1.0085 |
| High |
1.0692 |
1.0635 |
-0.0057 |
-0.5% |
1.0682 |
| Low |
1.0598 |
1.0497 |
-0.0101 |
-1.0% |
1.0069 |
| Close |
1.0629 |
1.0539 |
-0.0091 |
-0.9% |
1.0670 |
| Range |
0.0094 |
0.0138 |
0.0044 |
47.1% |
0.0614 |
| ATR |
0.0133 |
0.0133 |
0.0000 |
0.3% |
0.0000 |
| Volume |
18,933 |
18,615 |
-318 |
-1.7% |
130,566 |
|
| Daily Pivots for day following 17-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0969 |
1.0891 |
1.0614 |
|
| R3 |
1.0832 |
1.0754 |
1.0576 |
|
| R2 |
1.0694 |
1.0694 |
1.0564 |
|
| R1 |
1.0616 |
1.0616 |
1.0551 |
1.0587 |
| PP |
1.0557 |
1.0557 |
1.0557 |
1.0542 |
| S1 |
1.0479 |
1.0479 |
1.0526 |
1.0449 |
| S2 |
1.0419 |
1.0419 |
1.0513 |
|
| S3 |
1.0282 |
1.0341 |
1.0501 |
|
| S4 |
1.0144 |
1.0204 |
1.0463 |
|
|
| 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 |
1.0368 |
0.0360 |
3.4% |
0.0155 |
1.5% |
48% |
False |
False |
27,248 |
| 10 |
1.0728 |
0.9903 |
0.0825 |
7.8% |
0.0154 |
1.5% |
77% |
False |
False |
25,425 |
| 20 |
1.0728 |
0.9901 |
0.0827 |
7.8% |
0.0134 |
1.3% |
77% |
False |
False |
24,394 |
| 40 |
1.0728 |
0.9901 |
0.0827 |
7.8% |
0.0125 |
1.2% |
77% |
False |
False |
24,467 |
| 60 |
1.0728 |
0.9901 |
0.0827 |
7.8% |
0.0116 |
1.1% |
77% |
False |
False |
20,517 |
| 80 |
1.0755 |
0.9901 |
0.0854 |
8.1% |
0.0103 |
1.0% |
75% |
False |
False |
15,406 |
| 100 |
1.0755 |
0.9901 |
0.0854 |
8.1% |
0.0094 |
0.9% |
75% |
False |
False |
12,333 |
| 120 |
1.0755 |
0.9901 |
0.0854 |
8.1% |
0.0089 |
0.8% |
75% |
False |
False |
10,281 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1219 |
|
2.618 |
1.0994 |
|
1.618 |
1.0857 |
|
1.000 |
1.0772 |
|
0.618 |
1.0719 |
|
HIGH |
1.0635 |
|
0.618 |
1.0582 |
|
0.500 |
1.0566 |
|
0.382 |
1.0550 |
|
LOW |
1.0497 |
|
0.618 |
1.0412 |
|
1.000 |
1.0360 |
|
1.618 |
1.0275 |
|
2.618 |
1.0137 |
|
4.250 |
0.9913 |
|
|
| Fisher Pivots for day following 17-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0566 |
1.0612 |
| PP |
1.0557 |
1.0588 |
| S1 |
1.0548 |
1.0563 |
|