CME Swiss Franc Future December 2022
| Trading Metrics calculated at close of trading on 14-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2022 |
14-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0691 |
1.0778 |
0.0087 |
0.8% |
1.0691 |
| High |
1.0840 |
1.0859 |
0.0019 |
0.2% |
1.0747 |
| Low |
1.0674 |
1.0762 |
0.0088 |
0.8% |
1.0590 |
| Close |
1.0776 |
1.0821 |
0.0045 |
0.4% |
1.0722 |
| Range |
0.0166 |
0.0097 |
-0.0069 |
-41.6% |
0.0157 |
| ATR |
0.0113 |
0.0112 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
35,421 |
30,626 |
-4,795 |
-13.5% |
81,928 |
|
| Daily Pivots for day following 14-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1105 |
1.1060 |
1.0874 |
|
| R3 |
1.1008 |
1.0963 |
1.0847 |
|
| R2 |
1.0911 |
1.0911 |
1.0838 |
|
| R1 |
1.0866 |
1.0866 |
1.0829 |
1.0888 |
| PP |
1.0814 |
1.0814 |
1.0814 |
1.0825 |
| S1 |
1.0769 |
1.0769 |
1.0812 |
1.0791 |
| S2 |
1.0717 |
1.0717 |
1.0803 |
|
| S3 |
1.0620 |
1.0672 |
1.0794 |
|
| S4 |
1.0523 |
1.0575 |
1.0767 |
|
|
| 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 |
1.0859 |
1.0618 |
0.0241 |
2.2% |
0.0103 |
0.9% |
84% |
True |
False |
23,475 |
| 10 |
1.0859 |
1.0588 |
0.0271 |
2.5% |
0.0104 |
1.0% |
86% |
True |
False |
20,933 |
| 20 |
1.0859 |
1.0450 |
0.0409 |
3.8% |
0.0104 |
1.0% |
91% |
True |
False |
18,762 |
| 40 |
1.0859 |
0.9901 |
0.0958 |
8.8% |
0.0118 |
1.1% |
96% |
True |
False |
21,595 |
| 60 |
1.0859 |
0.9901 |
0.0958 |
8.8% |
0.0120 |
1.1% |
96% |
True |
False |
23,285 |
| 80 |
1.0859 |
0.9901 |
0.0958 |
8.8% |
0.0112 |
1.0% |
96% |
True |
False |
19,611 |
| 100 |
1.0859 |
0.9901 |
0.0958 |
8.8% |
0.0102 |
0.9% |
96% |
True |
False |
15,702 |
| 120 |
1.0859 |
0.9901 |
0.0958 |
8.8% |
0.0094 |
0.9% |
96% |
True |
False |
13,092 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1271 |
|
2.618 |
1.1112 |
|
1.618 |
1.1015 |
|
1.000 |
1.0956 |
|
0.618 |
1.0918 |
|
HIGH |
1.0859 |
|
0.618 |
1.0821 |
|
0.500 |
1.0810 |
|
0.382 |
1.0799 |
|
LOW |
1.0762 |
|
0.618 |
1.0702 |
|
1.000 |
1.0665 |
|
1.618 |
1.0605 |
|
2.618 |
1.0508 |
|
4.250 |
1.0349 |
|
|
| Fisher Pivots for day following 14-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0817 |
1.0802 |
| PP |
1.0814 |
1.0783 |
| S1 |
1.0810 |
1.0764 |
|