CME Swiss Franc Future December 2022
| Trading Metrics calculated at close of trading on 05-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2022 |
05-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0692 |
1.0691 |
-0.0002 |
0.0% |
1.0589 |
| High |
1.0740 |
1.0733 |
-0.0007 |
-0.1% |
1.0740 |
| Low |
1.0610 |
1.0614 |
0.0004 |
0.0% |
1.0495 |
| Close |
1.0685 |
1.0625 |
-0.0060 |
-0.6% |
1.0685 |
| Range |
0.0130 |
0.0119 |
-0.0011 |
-8.5% |
0.0245 |
| ATR |
0.0120 |
0.0120 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
23,093 |
16,727 |
-6,366 |
-27.6% |
104,003 |
|
| Daily Pivots for day following 05-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1014 |
1.0938 |
1.0690 |
|
| R3 |
1.0895 |
1.0819 |
1.0657 |
|
| R2 |
1.0776 |
1.0776 |
1.0646 |
|
| R1 |
1.0700 |
1.0700 |
1.0635 |
1.0679 |
| PP |
1.0657 |
1.0657 |
1.0657 |
1.0646 |
| S1 |
1.0581 |
1.0581 |
1.0614 |
1.0560 |
| S2 |
1.0538 |
1.0538 |
1.0603 |
|
| S3 |
1.0419 |
1.0462 |
1.0592 |
|
| S4 |
1.0300 |
1.0343 |
1.0559 |
|
|
| Weekly Pivots for week ending 02-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1375 |
1.1275 |
1.0819 |
|
| R3 |
1.1130 |
1.1030 |
1.0752 |
|
| R2 |
1.0885 |
1.0885 |
1.0729 |
|
| R1 |
1.0785 |
1.0785 |
1.0707 |
1.0835 |
| PP |
1.0640 |
1.0640 |
1.0640 |
1.0665 |
| S1 |
1.0540 |
1.0540 |
1.0662 |
1.0590 |
| S2 |
1.0395 |
1.0395 |
1.0640 |
|
| S3 |
1.0150 |
1.0295 |
1.0617 |
|
| S4 |
0.9905 |
1.0050 |
1.0550 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0740 |
1.0495 |
0.0245 |
2.3% |
0.0116 |
1.1% |
53% |
False |
False |
21,082 |
| 10 |
1.0740 |
1.0450 |
0.0291 |
2.7% |
0.0111 |
1.0% |
60% |
False |
False |
17,882 |
| 20 |
1.0740 |
1.0069 |
0.0672 |
6.3% |
0.0125 |
1.2% |
83% |
False |
False |
20,877 |
| 40 |
1.0740 |
0.9901 |
0.0839 |
7.9% |
0.0118 |
1.1% |
86% |
False |
False |
21,617 |
| 60 |
1.0740 |
0.9901 |
0.0839 |
7.9% |
0.0119 |
1.1% |
86% |
False |
False |
23,140 |
| 80 |
1.0740 |
0.9901 |
0.0839 |
7.9% |
0.0107 |
1.0% |
86% |
False |
False |
17,779 |
| 100 |
1.0755 |
0.9901 |
0.0854 |
8.0% |
0.0100 |
0.9% |
85% |
False |
False |
14,235 |
| 120 |
1.0755 |
0.9901 |
0.0854 |
8.0% |
0.0095 |
0.9% |
85% |
False |
False |
11,869 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1239 |
|
2.618 |
1.1045 |
|
1.618 |
1.0926 |
|
1.000 |
1.0852 |
|
0.618 |
1.0807 |
|
HIGH |
1.0733 |
|
0.618 |
1.0688 |
|
0.500 |
1.0674 |
|
0.382 |
1.0659 |
|
LOW |
1.0614 |
|
0.618 |
1.0540 |
|
1.000 |
1.0495 |
|
1.618 |
1.0421 |
|
2.618 |
1.0302 |
|
4.250 |
1.0108 |
|
|
| Fisher Pivots for day following 05-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0674 |
1.0664 |
| PP |
1.0657 |
1.0651 |
| S1 |
1.0641 |
1.0638 |
|