CME Swiss Franc Future March 2023
| Trading Metrics calculated at close of trading on 01-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2022 |
01-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0607 |
1.0710 |
0.0104 |
1.0% |
1.0597 |
| High |
1.0730 |
1.0808 |
0.0078 |
0.7% |
1.0774 |
| Low |
1.0606 |
1.0705 |
0.0099 |
0.9% |
1.0567 |
| Close |
1.0713 |
1.0805 |
0.0093 |
0.9% |
1.0715 |
| Range |
0.0124 |
0.0104 |
-0.0021 |
-16.5% |
0.0207 |
| ATR |
0.0100 |
0.0100 |
0.0000 |
0.2% |
0.0000 |
| Volume |
454 |
294 |
-160 |
-35.2% |
180 |
|
| Daily Pivots for day following 01-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1083 |
1.1048 |
1.0862 |
|
| R3 |
1.0980 |
1.0944 |
1.0833 |
|
| R2 |
1.0876 |
1.0876 |
1.0824 |
|
| R1 |
1.0841 |
1.0841 |
1.0814 |
1.0858 |
| PP |
1.0773 |
1.0773 |
1.0773 |
1.0781 |
| S1 |
1.0737 |
1.0737 |
1.0796 |
1.0755 |
| S2 |
1.0669 |
1.0669 |
1.0786 |
|
| S3 |
1.0566 |
1.0634 |
1.0777 |
|
| S4 |
1.0462 |
1.0530 |
1.0748 |
|
|
| Weekly Pivots for week ending 25-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1306 |
1.1217 |
1.0828 |
|
| R3 |
1.1099 |
1.1010 |
1.0771 |
|
| R2 |
1.0892 |
1.0892 |
1.0752 |
|
| R1 |
1.0803 |
1.0803 |
1.0733 |
1.0848 |
| PP |
1.0685 |
1.0685 |
1.0685 |
1.0707 |
| S1 |
1.0596 |
1.0596 |
1.0696 |
1.0641 |
| S2 |
1.0478 |
1.0478 |
1.0677 |
|
| S3 |
1.0271 |
1.0389 |
1.0658 |
|
| S4 |
1.0064 |
1.0182 |
1.0601 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0808 |
1.0606 |
0.0202 |
1.9% |
0.0099 |
0.9% |
99% |
True |
False |
191 |
| 10 |
1.0808 |
1.0567 |
0.0241 |
2.2% |
0.0083 |
0.8% |
99% |
True |
False |
116 |
| 20 |
1.0808 |
1.0010 |
0.0798 |
7.4% |
0.0108 |
1.0% |
100% |
True |
False |
89 |
| 40 |
1.0808 |
1.0010 |
0.0798 |
7.4% |
0.0080 |
0.7% |
100% |
True |
False |
52 |
| 60 |
1.0808 |
1.0010 |
0.0798 |
7.4% |
0.0075 |
0.7% |
100% |
True |
False |
44 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1248 |
|
2.618 |
1.1079 |
|
1.618 |
1.0975 |
|
1.000 |
1.0912 |
|
0.618 |
1.0872 |
|
HIGH |
1.0808 |
|
0.618 |
1.0768 |
|
0.500 |
1.0756 |
|
0.382 |
1.0744 |
|
LOW |
1.0705 |
|
0.618 |
1.0641 |
|
1.000 |
1.0601 |
|
1.618 |
1.0537 |
|
2.618 |
1.0434 |
|
4.250 |
1.0265 |
|
|
| Fisher Pivots for day following 01-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0789 |
1.0772 |
| PP |
1.0773 |
1.0740 |
| S1 |
1.0756 |
1.0707 |
|