CME Swiss Franc Future December 2022
| Trading Metrics calculated at close of trading on 29-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2022 |
29-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0589 |
1.0560 |
-0.0029 |
-0.3% |
1.0517 |
| High |
1.0657 |
1.0593 |
-0.0065 |
-0.6% |
1.0679 |
| Low |
1.0553 |
1.0499 |
-0.0054 |
-0.5% |
1.0450 |
| Close |
1.0557 |
1.0507 |
-0.0050 |
-0.5% |
1.0604 |
| Range |
0.0104 |
0.0094 |
-0.0011 |
-10.1% |
0.0229 |
| ATR |
0.0121 |
0.0119 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
15,320 |
15,927 |
607 |
4.0% |
58,095 |
|
| Daily Pivots for day following 29-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0813 |
1.0753 |
1.0558 |
|
| R3 |
1.0720 |
1.0660 |
1.0532 |
|
| R2 |
1.0626 |
1.0626 |
1.0524 |
|
| R1 |
1.0566 |
1.0566 |
1.0515 |
1.0550 |
| PP |
1.0533 |
1.0533 |
1.0533 |
1.0524 |
| S1 |
1.0473 |
1.0473 |
1.0498 |
1.0456 |
| S2 |
1.0439 |
1.0439 |
1.0489 |
|
| S3 |
1.0346 |
1.0379 |
1.0481 |
|
| S4 |
1.0252 |
1.0286 |
1.0455 |
|
|
| 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 |
1.0459 |
0.0220 |
2.1% |
0.0109 |
1.0% |
22% |
False |
False |
15,673 |
| 10 |
1.0728 |
1.0450 |
0.0278 |
2.6% |
0.0104 |
1.0% |
21% |
False |
False |
16,700 |
| 20 |
1.0728 |
0.9901 |
0.0827 |
7.9% |
0.0130 |
1.2% |
73% |
False |
False |
21,174 |
| 40 |
1.0728 |
0.9901 |
0.0827 |
7.9% |
0.0118 |
1.1% |
73% |
False |
False |
21,424 |
| 60 |
1.0728 |
0.9901 |
0.0827 |
7.9% |
0.0118 |
1.1% |
73% |
False |
False |
22,097 |
| 80 |
1.0755 |
0.9901 |
0.0854 |
8.1% |
0.0105 |
1.0% |
71% |
False |
False |
16,667 |
| 100 |
1.0755 |
0.9901 |
0.0854 |
8.1% |
0.0096 |
0.9% |
71% |
False |
False |
13,340 |
| 120 |
1.0755 |
0.9901 |
0.0854 |
8.1% |
0.0093 |
0.9% |
71% |
False |
False |
11,123 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0990 |
|
2.618 |
1.0837 |
|
1.618 |
1.0744 |
|
1.000 |
1.0686 |
|
0.618 |
1.0650 |
|
HIGH |
1.0593 |
|
0.618 |
1.0557 |
|
0.500 |
1.0546 |
|
0.382 |
1.0535 |
|
LOW |
1.0499 |
|
0.618 |
1.0441 |
|
1.000 |
1.0406 |
|
1.618 |
1.0348 |
|
2.618 |
1.0254 |
|
4.250 |
1.0102 |
|
|
| Fisher Pivots for day following 29-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0546 |
1.0589 |
| PP |
1.0533 |
1.0561 |
| S1 |
1.0520 |
1.0534 |
|