CME Swiss Franc Future December 2022
| Trading Metrics calculated at close of trading on 30-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2022 |
30-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0560 |
1.0507 |
-0.0053 |
-0.5% |
1.0517 |
| High |
1.0593 |
1.0624 |
0.0032 |
0.3% |
1.0679 |
| Low |
1.0499 |
1.0495 |
-0.0004 |
0.0% |
1.0450 |
| Close |
1.0507 |
1.0603 |
0.0096 |
0.9% |
1.0604 |
| Range |
0.0094 |
0.0129 |
0.0036 |
38.0% |
0.0229 |
| ATR |
0.0119 |
0.0120 |
0.0001 |
0.6% |
0.0000 |
| Volume |
15,927 |
27,134 |
11,207 |
70.4% |
58,095 |
|
| Daily Pivots for day following 30-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0961 |
1.0911 |
1.0673 |
|
| R3 |
1.0832 |
1.0782 |
1.0638 |
|
| R2 |
1.0703 |
1.0703 |
1.0626 |
|
| R1 |
1.0653 |
1.0653 |
1.0614 |
1.0678 |
| PP |
1.0574 |
1.0574 |
1.0574 |
1.0586 |
| S1 |
1.0524 |
1.0524 |
1.0591 |
1.0549 |
| S2 |
1.0445 |
1.0445 |
1.0579 |
|
| S3 |
1.0316 |
1.0395 |
1.0567 |
|
| S4 |
1.0187 |
1.0266 |
1.0532 |
|
|
| 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 |
1.0495 |
0.0184 |
1.7% |
0.0118 |
1.1% |
59% |
False |
True |
18,867 |
| 10 |
1.0692 |
1.0450 |
0.0242 |
2.3% |
0.0104 |
1.0% |
63% |
False |
False |
16,591 |
| 20 |
1.0728 |
0.9901 |
0.0827 |
7.8% |
0.0131 |
1.2% |
85% |
False |
False |
21,469 |
| 40 |
1.0728 |
0.9901 |
0.0827 |
7.8% |
0.0117 |
1.1% |
85% |
False |
False |
21,485 |
| 60 |
1.0728 |
0.9901 |
0.0827 |
7.8% |
0.0119 |
1.1% |
85% |
False |
False |
22,489 |
| 80 |
1.0755 |
0.9901 |
0.0854 |
8.1% |
0.0105 |
1.0% |
82% |
False |
False |
17,001 |
| 100 |
1.0755 |
0.9901 |
0.0854 |
8.1% |
0.0097 |
0.9% |
82% |
False |
False |
13,611 |
| 120 |
1.0755 |
0.9901 |
0.0854 |
8.1% |
0.0093 |
0.9% |
82% |
False |
False |
11,349 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1172 |
|
2.618 |
1.0962 |
|
1.618 |
1.0833 |
|
1.000 |
1.0753 |
|
0.618 |
1.0704 |
|
HIGH |
1.0624 |
|
0.618 |
1.0575 |
|
0.500 |
1.0560 |
|
0.382 |
1.0544 |
|
LOW |
1.0495 |
|
0.618 |
1.0415 |
|
1.000 |
1.0366 |
|
1.618 |
1.0286 |
|
2.618 |
1.0157 |
|
4.250 |
0.9947 |
|
|
| Fisher Pivots for day following 30-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0588 |
1.0594 |
| PP |
1.0574 |
1.0585 |
| S1 |
1.0560 |
1.0576 |
|