CME Swiss Franc Future December 2022
| Trading Metrics calculated at close of trading on 21-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2022 |
21-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0536 |
1.0517 |
-0.0019 |
-0.2% |
1.0648 |
| High |
1.0561 |
1.0523 |
-0.0038 |
-0.4% |
1.0728 |
| Low |
1.0505 |
1.0450 |
-0.0055 |
-0.5% |
1.0497 |
| Close |
1.0520 |
1.0454 |
-0.0066 |
-0.6% |
1.0520 |
| Range |
0.0057 |
0.0074 |
0.0017 |
30.1% |
0.0231 |
| ATR |
0.0128 |
0.0124 |
-0.0004 |
-3.0% |
0.0000 |
| Volume |
11,893 |
10,977 |
-916 |
-7.7% |
108,161 |
|
| Daily Pivots for day following 21-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0696 |
1.0649 |
1.0494 |
|
| R3 |
1.0623 |
1.0575 |
1.0474 |
|
| R2 |
1.0549 |
1.0549 |
1.0467 |
|
| R1 |
1.0502 |
1.0502 |
1.0461 |
1.0489 |
| PP |
1.0476 |
1.0476 |
1.0476 |
1.0469 |
| S1 |
1.0428 |
1.0428 |
1.0447 |
1.0415 |
| S2 |
1.0402 |
1.0402 |
1.0441 |
|
| S3 |
1.0329 |
1.0355 |
1.0434 |
|
| S4 |
1.0255 |
1.0281 |
1.0414 |
|
|
| 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 |
1.0450 |
0.0278 |
2.7% |
0.0099 |
1.0% |
2% |
False |
True |
17,728 |
| 10 |
1.0728 |
1.0119 |
0.0609 |
5.8% |
0.0136 |
1.3% |
55% |
False |
False |
23,117 |
| 20 |
1.0728 |
0.9901 |
0.0827 |
7.9% |
0.0126 |
1.2% |
67% |
False |
False |
22,648 |
| 40 |
1.0728 |
0.9901 |
0.0827 |
7.9% |
0.0122 |
1.2% |
67% |
False |
False |
23,208 |
| 60 |
1.0728 |
0.9901 |
0.0827 |
7.9% |
0.0116 |
1.1% |
67% |
False |
False |
20,878 |
| 80 |
1.0755 |
0.9901 |
0.0854 |
8.2% |
0.0103 |
1.0% |
65% |
False |
False |
15,691 |
| 100 |
1.0755 |
0.9901 |
0.0854 |
8.2% |
0.0094 |
0.9% |
65% |
False |
False |
12,561 |
| 120 |
1.0755 |
0.9901 |
0.0854 |
8.2% |
0.0090 |
0.9% |
65% |
False |
False |
10,471 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0835 |
|
2.618 |
1.0715 |
|
1.618 |
1.0642 |
|
1.000 |
1.0597 |
|
0.618 |
1.0568 |
|
HIGH |
1.0523 |
|
0.618 |
1.0495 |
|
0.500 |
1.0486 |
|
0.382 |
1.0478 |
|
LOW |
1.0450 |
|
0.618 |
1.0404 |
|
1.000 |
1.0376 |
|
1.618 |
1.0331 |
|
2.618 |
1.0257 |
|
4.250 |
1.0137 |
|
|
| Fisher Pivots for day following 21-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0486 |
1.0542 |
| PP |
1.0476 |
1.0513 |
| S1 |
1.0465 |
1.0483 |
|