CME Swiss Franc Future December 2022
| Trading Metrics calculated at close of trading on 09-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2022 |
09-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0645 |
1.0695 |
0.0050 |
0.5% |
1.0691 |
| High |
1.0712 |
1.0747 |
0.0035 |
0.3% |
1.0747 |
| Low |
1.0618 |
1.0667 |
0.0049 |
0.5% |
1.0590 |
| Close |
1.0691 |
1.0722 |
0.0031 |
0.3% |
1.0722 |
| Range |
0.0094 |
0.0080 |
-0.0014 |
-14.9% |
0.0157 |
| ATR |
0.0114 |
0.0111 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
14,618 |
20,976 |
6,358 |
43.5% |
81,928 |
|
| Daily Pivots for day following 09-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0952 |
1.0917 |
1.0766 |
|
| R3 |
1.0872 |
1.0837 |
1.0744 |
|
| R2 |
1.0792 |
1.0792 |
1.0737 |
|
| R1 |
1.0757 |
1.0757 |
1.0729 |
1.0775 |
| PP |
1.0712 |
1.0712 |
1.0712 |
1.0721 |
| S1 |
1.0677 |
1.0677 |
1.0715 |
1.0695 |
| S2 |
1.0632 |
1.0632 |
1.0707 |
|
| S3 |
1.0552 |
1.0597 |
1.0700 |
|
| S4 |
1.0472 |
1.0517 |
1.0678 |
|
|
| Weekly Pivots for week ending 09-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1157 |
1.1097 |
1.0808 |
|
| R3 |
1.1000 |
1.0940 |
1.0765 |
|
| R2 |
1.0843 |
1.0843 |
1.0751 |
|
| R1 |
1.0783 |
1.0783 |
1.0736 |
1.0813 |
| PP |
1.0686 |
1.0686 |
1.0686 |
1.0702 |
| S1 |
1.0626 |
1.0626 |
1.0708 |
1.0656 |
| S2 |
1.0529 |
1.0529 |
1.0693 |
|
| S3 |
1.0372 |
1.0469 |
1.0679 |
|
| S4 |
1.0215 |
1.0312 |
1.0636 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0747 |
1.0590 |
0.0157 |
1.5% |
0.0092 |
0.9% |
84% |
True |
False |
16,385 |
| 10 |
1.0747 |
1.0495 |
0.0252 |
2.4% |
0.0103 |
1.0% |
90% |
True |
False |
18,593 |
| 20 |
1.0747 |
1.0368 |
0.0380 |
3.5% |
0.0114 |
1.1% |
93% |
True |
False |
19,608 |
| 40 |
1.0747 |
0.9901 |
0.0846 |
7.9% |
0.0117 |
1.1% |
97% |
True |
False |
20,980 |
| 60 |
1.0747 |
0.9901 |
0.0846 |
7.9% |
0.0117 |
1.1% |
97% |
True |
False |
22,892 |
| 80 |
1.0747 |
0.9901 |
0.0846 |
7.9% |
0.0109 |
1.0% |
97% |
True |
False |
18,591 |
| 100 |
1.0755 |
0.9901 |
0.0854 |
8.0% |
0.0100 |
0.9% |
96% |
False |
False |
14,886 |
| 120 |
1.0755 |
0.9901 |
0.0854 |
8.0% |
0.0094 |
0.9% |
96% |
False |
False |
12,412 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1087 |
|
2.618 |
1.0956 |
|
1.618 |
1.0876 |
|
1.000 |
1.0827 |
|
0.618 |
1.0796 |
|
HIGH |
1.0747 |
|
0.618 |
1.0716 |
|
0.500 |
1.0707 |
|
0.382 |
1.0698 |
|
LOW |
1.0667 |
|
0.618 |
1.0618 |
|
1.000 |
1.0587 |
|
1.618 |
1.0538 |
|
2.618 |
1.0458 |
|
4.250 |
1.0327 |
|
|
| Fisher Pivots for day following 09-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0717 |
1.0707 |
| PP |
1.0712 |
1.0693 |
| S1 |
1.0707 |
1.0678 |
|