CME Swiss Franc Future December 2022
| Trading Metrics calculated at close of trading on 18-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2022 |
18-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0620 |
1.0536 |
-0.0084 |
-0.8% |
1.0648 |
| High |
1.0635 |
1.0561 |
-0.0074 |
-0.7% |
1.0728 |
| Low |
1.0497 |
1.0505 |
0.0008 |
0.1% |
1.0497 |
| Close |
1.0539 |
1.0520 |
-0.0019 |
-0.2% |
1.0520 |
| Range |
0.0138 |
0.0057 |
-0.0081 |
-58.9% |
0.0231 |
| ATR |
0.0133 |
0.0128 |
-0.0005 |
-4.1% |
0.0000 |
| Volume |
18,615 |
11,893 |
-6,722 |
-36.1% |
108,161 |
|
| Daily Pivots for day following 18-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0698 |
1.0665 |
1.0551 |
|
| R3 |
1.0641 |
1.0609 |
1.0535 |
|
| R2 |
1.0585 |
1.0585 |
1.0530 |
|
| R1 |
1.0552 |
1.0552 |
1.0525 |
1.0540 |
| PP |
1.0528 |
1.0528 |
1.0528 |
1.0522 |
| S1 |
1.0496 |
1.0496 |
1.0514 |
1.0484 |
| S2 |
1.0472 |
1.0472 |
1.0509 |
|
| S3 |
1.0415 |
1.0439 |
1.0504 |
|
| S4 |
1.0359 |
1.0383 |
1.0488 |
|
|
| Weekly Pivots for week ending 18-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1273 |
1.1127 |
1.0646 |
|
| R3 |
1.1042 |
1.0896 |
1.0583 |
|
| R2 |
1.0812 |
1.0812 |
1.0562 |
|
| R1 |
1.0666 |
1.0666 |
1.0541 |
1.0624 |
| PP |
1.0581 |
1.0581 |
1.0581 |
1.0560 |
| S1 |
1.0435 |
1.0435 |
1.0498 |
1.0393 |
| S2 |
1.0351 |
1.0351 |
1.0477 |
|
| S3 |
1.0120 |
1.0205 |
1.0456 |
|
| S4 |
0.9890 |
0.9974 |
1.0393 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0728 |
1.0497 |
0.0231 |
2.2% |
0.0103 |
1.0% |
10% |
False |
False |
21,632 |
| 10 |
1.0728 |
1.0069 |
0.0659 |
6.3% |
0.0139 |
1.3% |
68% |
False |
False |
23,872 |
| 20 |
1.0728 |
0.9901 |
0.0827 |
7.9% |
0.0127 |
1.2% |
75% |
False |
False |
23,095 |
| 40 |
1.0728 |
0.9901 |
0.0827 |
7.9% |
0.0124 |
1.2% |
75% |
False |
False |
23,945 |
| 60 |
1.0728 |
0.9901 |
0.0827 |
7.9% |
0.0116 |
1.1% |
75% |
False |
False |
20,713 |
| 80 |
1.0755 |
0.9901 |
0.0854 |
8.1% |
0.0103 |
1.0% |
72% |
False |
False |
15,554 |
| 100 |
1.0755 |
0.9901 |
0.0854 |
8.1% |
0.0094 |
0.9% |
72% |
False |
False |
12,452 |
| 120 |
1.0755 |
0.9901 |
0.0854 |
8.1% |
0.0090 |
0.9% |
72% |
False |
False |
10,380 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0801 |
|
2.618 |
1.0709 |
|
1.618 |
1.0652 |
|
1.000 |
1.0618 |
|
0.618 |
1.0596 |
|
HIGH |
1.0561 |
|
0.618 |
1.0539 |
|
0.500 |
1.0533 |
|
0.382 |
1.0526 |
|
LOW |
1.0505 |
|
0.618 |
1.0470 |
|
1.000 |
1.0448 |
|
1.618 |
1.0413 |
|
2.618 |
1.0357 |
|
4.250 |
1.0264 |
|
|
| Fisher Pivots for day following 18-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0533 |
1.0594 |
| PP |
1.0528 |
1.0569 |
| S1 |
1.0524 |
1.0544 |
|