CME Swiss Franc Future December 2022
| Trading Metrics calculated at close of trading on 07-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2022 |
07-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0630 |
1.0629 |
-0.0001 |
0.0% |
1.0589 |
| High |
1.0675 |
1.0693 |
0.0018 |
0.2% |
1.0740 |
| Low |
1.0590 |
1.0610 |
0.0020 |
0.2% |
1.0495 |
| Close |
1.0630 |
1.0657 |
0.0027 |
0.2% |
1.0685 |
| Range |
0.0085 |
0.0084 |
-0.0002 |
-1.8% |
0.0245 |
| ATR |
0.0117 |
0.0115 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
13,733 |
15,874 |
2,141 |
15.6% |
104,003 |
|
| Daily Pivots for day following 07-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0904 |
1.0864 |
1.0702 |
|
| R3 |
1.0820 |
1.0780 |
1.0679 |
|
| R2 |
1.0737 |
1.0737 |
1.0672 |
|
| R1 |
1.0697 |
1.0697 |
1.0664 |
1.0717 |
| PP |
1.0653 |
1.0653 |
1.0653 |
1.0663 |
| S1 |
1.0613 |
1.0613 |
1.0649 |
1.0633 |
| S2 |
1.0570 |
1.0570 |
1.0641 |
|
| S3 |
1.0486 |
1.0530 |
1.0634 |
|
| S4 |
1.0403 |
1.0446 |
1.0611 |
|
|
| 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 |
1.0588 |
0.0152 |
1.4% |
0.0105 |
1.0% |
45% |
False |
False |
18,391 |
| 10 |
1.0740 |
1.0495 |
0.0245 |
2.3% |
0.0112 |
1.0% |
66% |
False |
False |
18,629 |
| 20 |
1.0740 |
1.0141 |
0.0600 |
5.6% |
0.0123 |
1.2% |
86% |
False |
False |
20,484 |
| 40 |
1.0740 |
0.9901 |
0.0839 |
7.9% |
0.0117 |
1.1% |
90% |
False |
False |
21,291 |
| 60 |
1.0740 |
0.9901 |
0.0839 |
7.9% |
0.0117 |
1.1% |
90% |
False |
False |
23,088 |
| 80 |
1.0740 |
0.9901 |
0.0839 |
7.9% |
0.0108 |
1.0% |
90% |
False |
False |
18,149 |
| 100 |
1.0755 |
0.9901 |
0.0854 |
8.0% |
0.0100 |
0.9% |
88% |
False |
False |
14,531 |
| 120 |
1.0755 |
0.9901 |
0.0854 |
8.0% |
0.0093 |
0.9% |
88% |
False |
False |
12,115 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1048 |
|
2.618 |
1.0912 |
|
1.618 |
1.0828 |
|
1.000 |
1.0777 |
|
0.618 |
1.0745 |
|
HIGH |
1.0693 |
|
0.618 |
1.0661 |
|
0.500 |
1.0651 |
|
0.382 |
1.0641 |
|
LOW |
1.0610 |
|
0.618 |
1.0558 |
|
1.000 |
1.0526 |
|
1.618 |
1.0474 |
|
2.618 |
1.0391 |
|
4.250 |
1.0255 |
|
|
| Fisher Pivots for day following 07-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0655 |
1.0662 |
| PP |
1.0653 |
1.0660 |
| S1 |
1.0651 |
1.0658 |
|