CME Swiss Franc Future December 2022
| Trading Metrics calculated at close of trading on 22-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2022 |
22-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0517 |
1.0462 |
-0.0055 |
-0.5% |
1.0648 |
| High |
1.0523 |
1.0544 |
0.0021 |
0.2% |
1.0728 |
| Low |
1.0450 |
1.0459 |
0.0010 |
0.1% |
1.0497 |
| Close |
1.0454 |
1.0531 |
0.0077 |
0.7% |
1.0520 |
| Range |
0.0074 |
0.0085 |
0.0012 |
15.6% |
0.0231 |
| ATR |
0.0124 |
0.0121 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
10,977 |
11,162 |
185 |
1.7% |
108,161 |
|
| Daily Pivots for day following 22-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0766 |
1.0734 |
1.0578 |
|
| R3 |
1.0681 |
1.0649 |
1.0554 |
|
| R2 |
1.0596 |
1.0596 |
1.0547 |
|
| R1 |
1.0564 |
1.0564 |
1.0539 |
1.0580 |
| PP |
1.0511 |
1.0511 |
1.0511 |
1.0520 |
| S1 |
1.0479 |
1.0479 |
1.0523 |
1.0495 |
| S2 |
1.0426 |
1.0426 |
1.0515 |
|
| S3 |
1.0341 |
1.0394 |
1.0508 |
|
| S4 |
1.0256 |
1.0309 |
1.0484 |
|
|
| 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 |
1.0692 |
1.0450 |
0.0242 |
2.3% |
0.0089 |
0.8% |
34% |
False |
False |
14,316 |
| 10 |
1.0728 |
1.0141 |
0.0587 |
5.6% |
0.0135 |
1.3% |
67% |
False |
False |
22,339 |
| 20 |
1.0728 |
0.9901 |
0.0827 |
7.8% |
0.0126 |
1.2% |
76% |
False |
False |
22,229 |
| 40 |
1.0728 |
0.9901 |
0.0827 |
7.8% |
0.0121 |
1.2% |
76% |
False |
False |
22,887 |
| 60 |
1.0728 |
0.9901 |
0.0827 |
7.8% |
0.0116 |
1.1% |
76% |
False |
False |
21,054 |
| 80 |
1.0755 |
0.9901 |
0.0854 |
8.1% |
0.0103 |
1.0% |
74% |
False |
False |
15,830 |
| 100 |
1.0755 |
0.9901 |
0.0854 |
8.1% |
0.0094 |
0.9% |
74% |
False |
False |
12,670 |
| 120 |
1.0755 |
0.9901 |
0.0854 |
8.1% |
0.0091 |
0.9% |
74% |
False |
False |
10,564 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0905 |
|
2.618 |
1.0767 |
|
1.618 |
1.0682 |
|
1.000 |
1.0629 |
|
0.618 |
1.0597 |
|
HIGH |
1.0544 |
|
0.618 |
1.0512 |
|
0.500 |
1.0502 |
|
0.382 |
1.0491 |
|
LOW |
1.0459 |
|
0.618 |
1.0406 |
|
1.000 |
1.0374 |
|
1.618 |
1.0321 |
|
2.618 |
1.0236 |
|
4.250 |
1.0098 |
|
|
| Fisher Pivots for day following 22-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0521 |
1.0522 |
| PP |
1.0511 |
1.0514 |
| S1 |
1.0502 |
1.0505 |
|