CME Swiss Franc Future December 2022
| Trading Metrics calculated at close of trading on 25-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2022 |
25-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0535 |
1.0642 |
0.0107 |
1.0% |
1.0517 |
| High |
1.0653 |
1.0679 |
0.0026 |
0.2% |
1.0679 |
| Low |
1.0518 |
1.0551 |
0.0033 |
0.3% |
1.0450 |
| Close |
1.0646 |
1.0604 |
-0.0042 |
-0.4% |
1.0604 |
| Range |
0.0135 |
0.0128 |
-0.0008 |
-5.6% |
0.0229 |
| ATR |
0.0122 |
0.0123 |
0.0000 |
0.3% |
0.0000 |
| Volume |
15,399 |
20,557 |
5,158 |
33.5% |
58,095 |
|
| Daily Pivots for day following 25-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0994 |
1.0926 |
1.0674 |
|
| R3 |
1.0866 |
1.0799 |
1.0639 |
|
| R2 |
1.0739 |
1.0739 |
1.0627 |
|
| R1 |
1.0671 |
1.0671 |
1.0616 |
1.0641 |
| PP |
1.0611 |
1.0611 |
1.0611 |
1.0596 |
| S1 |
1.0544 |
1.0544 |
1.0592 |
1.0514 |
| S2 |
1.0484 |
1.0484 |
1.0581 |
|
| S3 |
1.0356 |
1.0416 |
1.0569 |
|
| S4 |
1.0229 |
1.0289 |
1.0534 |
|
|
| Weekly Pivots for week ending 25-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1264 |
1.1163 |
1.0730 |
|
| R3 |
1.1035 |
1.0934 |
1.0667 |
|
| R2 |
1.0806 |
1.0806 |
1.0646 |
|
| R1 |
1.0705 |
1.0705 |
1.0625 |
1.0756 |
| PP |
1.0577 |
1.0577 |
1.0577 |
1.0603 |
| S1 |
1.0476 |
1.0476 |
1.0583 |
1.0527 |
| S2 |
1.0348 |
1.0348 |
1.0562 |
|
| S3 |
1.0119 |
1.0247 |
1.0541 |
|
| S4 |
0.9890 |
1.0018 |
1.0478 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0679 |
1.0450 |
0.0229 |
2.2% |
0.0096 |
0.9% |
67% |
True |
False |
13,997 |
| 10 |
1.0728 |
1.0368 |
0.0360 |
3.4% |
0.0125 |
1.2% |
66% |
False |
False |
20,622 |
| 20 |
1.0728 |
0.9901 |
0.0827 |
7.8% |
0.0129 |
1.2% |
85% |
False |
False |
21,685 |
| 40 |
1.0728 |
0.9901 |
0.0827 |
7.8% |
0.0119 |
1.1% |
85% |
False |
False |
22,218 |
| 60 |
1.0728 |
0.9901 |
0.0827 |
7.8% |
0.0118 |
1.1% |
85% |
False |
False |
21,619 |
| 80 |
1.0755 |
0.9901 |
0.0854 |
8.1% |
0.0104 |
1.0% |
82% |
False |
False |
16,278 |
| 100 |
1.0755 |
0.9901 |
0.0854 |
8.1% |
0.0095 |
0.9% |
82% |
False |
False |
13,029 |
| 120 |
1.0755 |
0.9901 |
0.0854 |
8.1% |
0.0091 |
0.9% |
82% |
False |
False |
10,863 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1220 |
|
2.618 |
1.1012 |
|
1.618 |
1.0885 |
|
1.000 |
1.0806 |
|
0.618 |
1.0757 |
|
HIGH |
1.0679 |
|
0.618 |
1.0630 |
|
0.500 |
1.0615 |
|
0.382 |
1.0600 |
|
LOW |
1.0551 |
|
0.618 |
1.0472 |
|
1.000 |
1.0424 |
|
1.618 |
1.0345 |
|
2.618 |
1.0217 |
|
4.250 |
1.0009 |
|
|
| Fisher Pivots for day following 25-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0615 |
1.0592 |
| PP |
1.0611 |
1.0581 |
| S1 |
1.0608 |
1.0569 |
|