CME Swiss Franc Future December 2022
| Trading Metrics calculated at close of trading on 23-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2022 |
23-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0462 |
1.0535 |
0.0073 |
0.7% |
1.0648 |
| High |
1.0544 |
1.0653 |
0.0109 |
1.0% |
1.0728 |
| Low |
1.0459 |
1.0518 |
0.0059 |
0.6% |
1.0497 |
| Close |
1.0531 |
1.0646 |
0.0115 |
1.1% |
1.0520 |
| Range |
0.0085 |
0.0135 |
0.0050 |
58.8% |
0.0231 |
| ATR |
0.0121 |
0.0122 |
0.0001 |
0.8% |
0.0000 |
| Volume |
11,162 |
15,399 |
4,237 |
38.0% |
108,161 |
|
| Daily Pivots for day following 23-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1011 |
1.0963 |
1.0720 |
|
| R3 |
1.0876 |
1.0828 |
1.0683 |
|
| R2 |
1.0741 |
1.0741 |
1.0670 |
|
| R1 |
1.0693 |
1.0693 |
1.0658 |
1.0717 |
| PP |
1.0606 |
1.0606 |
1.0606 |
1.0617 |
| S1 |
1.0558 |
1.0558 |
1.0633 |
1.0582 |
| S2 |
1.0471 |
1.0471 |
1.0621 |
|
| S3 |
1.0336 |
1.0423 |
1.0608 |
|
| S4 |
1.0201 |
1.0288 |
1.0571 |
|
|
| 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 |
1.0653 |
1.0450 |
0.0204 |
1.9% |
0.0098 |
0.9% |
96% |
True |
False |
13,609 |
| 10 |
1.0728 |
1.0141 |
0.0587 |
5.5% |
0.0141 |
1.3% |
86% |
False |
False |
21,884 |
| 20 |
1.0728 |
0.9901 |
0.0827 |
7.8% |
0.0127 |
1.2% |
90% |
False |
False |
21,797 |
| 40 |
1.0728 |
0.9901 |
0.0827 |
7.8% |
0.0119 |
1.1% |
90% |
False |
False |
22,408 |
| 60 |
1.0728 |
0.9901 |
0.0827 |
7.8% |
0.0117 |
1.1% |
90% |
False |
False |
21,300 |
| 80 |
1.0755 |
0.9901 |
0.0854 |
8.0% |
0.0104 |
1.0% |
87% |
False |
False |
16,022 |
| 100 |
1.0755 |
0.9901 |
0.0854 |
8.0% |
0.0094 |
0.9% |
87% |
False |
False |
12,824 |
| 120 |
1.0755 |
0.9901 |
0.0854 |
8.0% |
0.0091 |
0.9% |
87% |
False |
False |
10,692 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1227 |
|
2.618 |
1.1006 |
|
1.618 |
1.0871 |
|
1.000 |
1.0788 |
|
0.618 |
1.0736 |
|
HIGH |
1.0653 |
|
0.618 |
1.0601 |
|
0.500 |
1.0586 |
|
0.382 |
1.0570 |
|
LOW |
1.0518 |
|
0.618 |
1.0435 |
|
1.000 |
1.0383 |
|
1.618 |
1.0300 |
|
2.618 |
1.0165 |
|
4.250 |
0.9944 |
|
|
| Fisher Pivots for day following 23-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0626 |
1.0614 |
| PP |
1.0606 |
1.0583 |
| S1 |
1.0586 |
1.0551 |
|