CME Swiss Franc Future December 2022
| Trading Metrics calculated at close of trading on 13-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2022 |
13-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0709 |
1.0691 |
-0.0018 |
-0.2% |
1.0691 |
| High |
1.0746 |
1.0840 |
0.0095 |
0.9% |
1.0747 |
| Low |
1.0670 |
1.0674 |
0.0005 |
0.0% |
1.0590 |
| Close |
1.0680 |
1.0776 |
0.0097 |
0.9% |
1.0722 |
| Range |
0.0076 |
0.0166 |
0.0090 |
118.4% |
0.0157 |
| ATR |
0.0109 |
0.0113 |
0.0004 |
3.8% |
0.0000 |
| Volume |
15,736 |
35,421 |
19,685 |
125.1% |
81,928 |
|
| Daily Pivots for day following 13-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1261 |
1.1185 |
1.0867 |
|
| R3 |
1.1095 |
1.1019 |
1.0822 |
|
| R2 |
1.0929 |
1.0929 |
1.0806 |
|
| R1 |
1.0853 |
1.0853 |
1.0791 |
1.0891 |
| PP |
1.0763 |
1.0763 |
1.0763 |
1.0783 |
| S1 |
1.0687 |
1.0687 |
1.0761 |
1.0725 |
| S2 |
1.0597 |
1.0597 |
1.0746 |
|
| S3 |
1.0431 |
1.0521 |
1.0730 |
|
| S4 |
1.0265 |
1.0355 |
1.0685 |
|
|
| 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 |
1.0840 |
1.0610 |
0.0231 |
2.1% |
0.0100 |
0.9% |
72% |
True |
False |
20,525 |
| 10 |
1.0840 |
1.0495 |
0.0345 |
3.2% |
0.0107 |
1.0% |
81% |
True |
False |
20,584 |
| 20 |
1.0840 |
1.0450 |
0.0391 |
3.6% |
0.0106 |
1.0% |
84% |
True |
False |
18,642 |
| 40 |
1.0840 |
0.9901 |
0.0939 |
8.7% |
0.0117 |
1.1% |
93% |
True |
False |
21,255 |
| 60 |
1.0840 |
0.9901 |
0.0939 |
8.7% |
0.0119 |
1.1% |
93% |
True |
False |
23,103 |
| 80 |
1.0840 |
0.9901 |
0.0939 |
8.7% |
0.0112 |
1.0% |
93% |
True |
False |
19,230 |
| 100 |
1.0840 |
0.9901 |
0.0939 |
8.7% |
0.0101 |
0.9% |
93% |
True |
False |
15,396 |
| 120 |
1.0840 |
0.9901 |
0.0939 |
8.7% |
0.0094 |
0.9% |
93% |
True |
False |
12,836 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1546 |
|
2.618 |
1.1275 |
|
1.618 |
1.1109 |
|
1.000 |
1.1006 |
|
0.618 |
1.0943 |
|
HIGH |
1.0840 |
|
0.618 |
1.0777 |
|
0.500 |
1.0757 |
|
0.382 |
1.0737 |
|
LOW |
1.0674 |
|
0.618 |
1.0571 |
|
1.000 |
1.0508 |
|
1.618 |
1.0405 |
|
2.618 |
1.0239 |
|
4.250 |
0.9969 |
|
|
| Fisher Pivots for day following 13-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0770 |
1.0769 |
| PP |
1.0763 |
1.0761 |
| S1 |
1.0757 |
1.0754 |
|