CME Swiss Franc Future December 2022
| Trading Metrics calculated at close of trading on 12-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2022 |
12-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0695 |
1.0709 |
0.0014 |
0.1% |
1.0691 |
| High |
1.0747 |
1.0746 |
-0.0002 |
0.0% |
1.0747 |
| Low |
1.0667 |
1.0670 |
0.0003 |
0.0% |
1.0590 |
| Close |
1.0722 |
1.0680 |
-0.0043 |
-0.4% |
1.0722 |
| Range |
0.0080 |
0.0076 |
-0.0004 |
-5.0% |
0.0157 |
| ATR |
0.0111 |
0.0109 |
-0.0003 |
-2.3% |
0.0000 |
| Volume |
20,976 |
15,736 |
-5,240 |
-25.0% |
81,928 |
|
| Daily Pivots for day following 12-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0926 |
1.0879 |
1.0721 |
|
| R3 |
1.0850 |
1.0803 |
1.0700 |
|
| R2 |
1.0774 |
1.0774 |
1.0693 |
|
| R1 |
1.0727 |
1.0727 |
1.0686 |
1.0713 |
| PP |
1.0698 |
1.0698 |
1.0698 |
1.0691 |
| S1 |
1.0651 |
1.0651 |
1.0673 |
1.0637 |
| S2 |
1.0622 |
1.0622 |
1.0666 |
|
| S3 |
1.0546 |
1.0575 |
1.0659 |
|
| S4 |
1.0470 |
1.0499 |
1.0638 |
|
|
| 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% |
0.0084 |
0.8% |
57% |
False |
False |
16,187 |
| 10 |
1.0747 |
1.0495 |
0.0252 |
2.4% |
0.0100 |
0.9% |
73% |
False |
False |
18,634 |
| 20 |
1.0747 |
1.0450 |
0.0298 |
2.8% |
0.0102 |
1.0% |
77% |
False |
False |
18,396 |
| 40 |
1.0747 |
0.9901 |
0.0846 |
7.9% |
0.0116 |
1.1% |
92% |
False |
False |
20,837 |
| 60 |
1.0747 |
0.9901 |
0.0846 |
7.9% |
0.0117 |
1.1% |
92% |
False |
False |
22,751 |
| 80 |
1.0747 |
0.9901 |
0.0846 |
7.9% |
0.0110 |
1.0% |
92% |
False |
False |
18,787 |
| 100 |
1.0755 |
0.9901 |
0.0854 |
8.0% |
0.0100 |
0.9% |
91% |
False |
False |
15,043 |
| 120 |
1.0755 |
0.9901 |
0.0854 |
8.0% |
0.0093 |
0.9% |
91% |
False |
False |
12,541 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1069 |
|
2.618 |
1.0944 |
|
1.618 |
1.0868 |
|
1.000 |
1.0822 |
|
0.618 |
1.0792 |
|
HIGH |
1.0746 |
|
0.618 |
1.0716 |
|
0.500 |
1.0708 |
|
0.382 |
1.0699 |
|
LOW |
1.0670 |
|
0.618 |
1.0623 |
|
1.000 |
1.0594 |
|
1.618 |
1.0547 |
|
2.618 |
1.0471 |
|
4.250 |
1.0347 |
|
|
| Fisher Pivots for day following 12-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0708 |
1.0683 |
| PP |
1.0698 |
1.0682 |
| S1 |
1.0689 |
1.0681 |
|