CME Swiss Franc Future December 2022
| Trading Metrics calculated at close of trading on 08-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2022 |
08-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0629 |
1.0645 |
0.0016 |
0.2% |
1.0589 |
| High |
1.0693 |
1.0712 |
0.0019 |
0.2% |
1.0740 |
| Low |
1.0610 |
1.0618 |
0.0009 |
0.1% |
1.0495 |
| Close |
1.0657 |
1.0691 |
0.0035 |
0.3% |
1.0685 |
| Range |
0.0084 |
0.0094 |
0.0011 |
12.6% |
0.0245 |
| ATR |
0.0115 |
0.0114 |
-0.0002 |
-1.3% |
0.0000 |
| Volume |
15,874 |
14,618 |
-1,256 |
-7.9% |
104,003 |
|
| Daily Pivots for day following 08-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0956 |
1.0917 |
1.0743 |
|
| R3 |
1.0862 |
1.0823 |
1.0717 |
|
| R2 |
1.0768 |
1.0768 |
1.0708 |
|
| R1 |
1.0729 |
1.0729 |
1.0700 |
1.0749 |
| PP |
1.0674 |
1.0674 |
1.0674 |
1.0683 |
| S1 |
1.0635 |
1.0635 |
1.0682 |
1.0655 |
| S2 |
1.0580 |
1.0580 |
1.0674 |
|
| S3 |
1.0486 |
1.0541 |
1.0665 |
|
| S4 |
1.0392 |
1.0447 |
1.0639 |
|
|
| 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 |
1.0590 |
0.0150 |
1.4% |
0.0102 |
1.0% |
67% |
False |
False |
16,809 |
| 10 |
1.0740 |
1.0495 |
0.0245 |
2.3% |
0.0107 |
1.0% |
80% |
False |
False |
18,551 |
| 20 |
1.0740 |
1.0141 |
0.0600 |
5.6% |
0.0124 |
1.2% |
92% |
False |
False |
20,217 |
| 40 |
1.0740 |
0.9901 |
0.0839 |
7.8% |
0.0118 |
1.1% |
94% |
False |
False |
21,212 |
| 60 |
1.0740 |
0.9901 |
0.0839 |
7.8% |
0.0118 |
1.1% |
94% |
False |
False |
22,891 |
| 80 |
1.0740 |
0.9901 |
0.0839 |
7.8% |
0.0109 |
1.0% |
94% |
False |
False |
18,328 |
| 100 |
1.0755 |
0.9901 |
0.0854 |
8.0% |
0.0100 |
0.9% |
93% |
False |
False |
14,676 |
| 120 |
1.0755 |
0.9901 |
0.0854 |
8.0% |
0.0093 |
0.9% |
93% |
False |
False |
12,237 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1112 |
|
2.618 |
1.0958 |
|
1.618 |
1.0864 |
|
1.000 |
1.0806 |
|
0.618 |
1.0770 |
|
HIGH |
1.0712 |
|
0.618 |
1.0676 |
|
0.500 |
1.0665 |
|
0.382 |
1.0654 |
|
LOW |
1.0618 |
|
0.618 |
1.0560 |
|
1.000 |
1.0524 |
|
1.618 |
1.0466 |
|
2.618 |
1.0372 |
|
4.250 |
1.0219 |
|
|
| Fisher Pivots for day following 08-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0682 |
1.0678 |
| PP |
1.0674 |
1.0664 |
| S1 |
1.0665 |
1.0651 |
|