CME Swiss Franc Future December 2022
Trading Metrics calculated at close of trading on 16-Dec-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2022 |
16-Dec-2022 |
Change |
Change % |
Previous Week |
Open |
1.0825 |
1.0774 |
-0.0051 |
-0.5% |
1.0709 |
High |
1.0835 |
1.0807 |
-0.0028 |
-0.3% |
1.0859 |
Low |
1.0736 |
1.0707 |
-0.0029 |
-0.3% |
1.0670 |
Close |
1.0775 |
1.0719 |
-0.0056 |
-0.5% |
1.0719 |
Range |
0.0100 |
0.0101 |
0.0001 |
1.0% |
0.0189 |
ATR |
0.0111 |
0.0110 |
-0.0001 |
-0.7% |
0.0000 |
Volume |
23,765 |
5,014 |
-18,751 |
-78.9% |
110,562 |
|
Daily Pivots for day following 16-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1046 |
1.0983 |
1.0774 |
|
R3 |
1.0945 |
1.0882 |
1.0747 |
|
R2 |
1.0845 |
1.0845 |
1.0737 |
|
R1 |
1.0782 |
1.0782 |
1.0728 |
1.0763 |
PP |
1.0744 |
1.0744 |
1.0744 |
1.0735 |
S1 |
1.0681 |
1.0681 |
1.0710 |
1.0663 |
S2 |
1.0644 |
1.0644 |
1.0701 |
|
S3 |
1.0543 |
1.0581 |
1.0691 |
|
S4 |
1.0443 |
1.0480 |
1.0664 |
|
|
Weekly Pivots for week ending 16-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1316 |
1.1207 |
1.0823 |
|
R3 |
1.1127 |
1.1018 |
1.0771 |
|
R2 |
1.0938 |
1.0938 |
1.0754 |
|
R1 |
1.0829 |
1.0829 |
1.0736 |
1.0883 |
PP |
1.0749 |
1.0749 |
1.0749 |
1.0776 |
S1 |
1.0640 |
1.0640 |
1.0702 |
1.0694 |
S2 |
1.0560 |
1.0560 |
1.0684 |
|
S3 |
1.0371 |
1.0451 |
1.0667 |
|
S4 |
1.0182 |
1.0262 |
1.0615 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0859 |
1.0670 |
0.0189 |
1.8% |
0.0108 |
1.0% |
26% |
False |
False |
22,112 |
10 |
1.0859 |
1.0590 |
0.0269 |
2.5% |
0.0100 |
0.9% |
48% |
False |
False |
19,249 |
20 |
1.0859 |
1.0450 |
0.0409 |
3.8% |
0.0102 |
1.0% |
66% |
False |
False |
18,324 |
40 |
1.0859 |
0.9901 |
0.0958 |
8.9% |
0.0118 |
1.1% |
85% |
False |
False |
21,359 |
60 |
1.0859 |
0.9901 |
0.0958 |
8.9% |
0.0117 |
1.1% |
85% |
False |
False |
22,419 |
80 |
1.0859 |
0.9901 |
0.0958 |
8.9% |
0.0112 |
1.0% |
85% |
False |
False |
19,969 |
100 |
1.0859 |
0.9901 |
0.0958 |
8.9% |
0.0103 |
1.0% |
85% |
False |
False |
15,989 |
120 |
1.0859 |
0.9901 |
0.0958 |
8.9% |
0.0095 |
0.9% |
85% |
False |
False |
13,331 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1234 |
2.618 |
1.1070 |
1.618 |
1.0970 |
1.000 |
1.0908 |
0.618 |
1.0869 |
HIGH |
1.0807 |
0.618 |
1.0769 |
0.500 |
1.0757 |
0.382 |
1.0745 |
LOW |
1.0707 |
0.618 |
1.0644 |
1.000 |
1.0606 |
1.618 |
1.0544 |
2.618 |
1.0443 |
4.250 |
1.0279 |
|
|
Fisher Pivots for day following 16-Dec-2022 |
Pivot |
1 day |
3 day |
R1 |
1.0757 |
1.0783 |
PP |
1.0744 |
1.0761 |
S1 |
1.0732 |
1.0740 |
|