CME Swiss Franc Future March 2023
Trading Metrics calculated at close of trading on 07-Dec-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2022 |
07-Dec-2022 |
Change |
Change % |
Previous Week |
Open |
1.0737 |
1.0729 |
-0.0008 |
-0.1% |
1.0700 |
High |
1.0781 |
1.0801 |
0.0020 |
0.2% |
1.0848 |
Low |
1.0700 |
1.0719 |
0.0019 |
0.2% |
1.0606 |
Close |
1.0739 |
1.0766 |
0.0027 |
0.3% |
1.0793 |
Range |
0.0081 |
0.0082 |
0.0001 |
1.2% |
0.0242 |
ATR |
0.0102 |
0.0100 |
-0.0001 |
-1.4% |
0.0000 |
Volume |
388 |
691 |
303 |
78.1% |
1,369 |
|
Daily Pivots for day following 07-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1008 |
1.0969 |
1.0811 |
|
R3 |
1.0926 |
1.0887 |
1.0788 |
|
R2 |
1.0844 |
1.0844 |
1.0781 |
|
R1 |
1.0805 |
1.0805 |
1.0773 |
1.0824 |
PP |
1.0762 |
1.0762 |
1.0762 |
1.0772 |
S1 |
1.0723 |
1.0723 |
1.0758 |
1.0742 |
S2 |
1.0680 |
1.0680 |
1.0750 |
|
S3 |
1.0598 |
1.0641 |
1.0743 |
|
S4 |
1.0516 |
1.0559 |
1.0720 |
|
|
Weekly Pivots for week ending 02-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1473 |
1.1374 |
1.0925 |
|
R3 |
1.1232 |
1.1133 |
1.0859 |
|
R2 |
1.0990 |
1.0990 |
1.0837 |
|
R1 |
1.0891 |
1.0891 |
1.0815 |
1.0941 |
PP |
1.0749 |
1.0749 |
1.0749 |
1.0773 |
S1 |
1.0650 |
1.0650 |
1.0770 |
1.0699 |
S2 |
1.0507 |
1.0507 |
1.0748 |
|
S3 |
1.0266 |
1.0408 |
1.0726 |
|
S4 |
1.0024 |
1.0167 |
1.0660 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0848 |
1.0700 |
0.0148 |
1.4% |
0.0101 |
0.9% |
44% |
False |
False |
447 |
10 |
1.0848 |
1.0606 |
0.0242 |
2.2% |
0.0103 |
1.0% |
66% |
False |
False |
302 |
20 |
1.0848 |
1.0273 |
0.0575 |
5.3% |
0.0104 |
1.0% |
86% |
False |
False |
180 |
40 |
1.0848 |
1.0010 |
0.0838 |
7.8% |
0.0085 |
0.8% |
90% |
False |
False |
99 |
60 |
1.0848 |
1.0010 |
0.0838 |
7.8% |
0.0076 |
0.7% |
90% |
False |
False |
75 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1150 |
2.618 |
1.1016 |
1.618 |
1.0934 |
1.000 |
1.0883 |
0.618 |
1.0852 |
HIGH |
1.0801 |
0.618 |
1.0770 |
0.500 |
1.0760 |
0.382 |
1.0750 |
LOW |
1.0719 |
0.618 |
1.0668 |
1.000 |
1.0637 |
1.618 |
1.0586 |
2.618 |
1.0504 |
4.250 |
1.0371 |
|
|
Fisher Pivots for day following 07-Dec-2022 |
Pivot |
1 day |
3 day |
R1 |
1.0764 |
1.0770 |
PP |
1.0762 |
1.0768 |
S1 |
1.0760 |
1.0767 |
|