CME Swiss Franc Future March 2023
| Trading Metrics calculated at close of trading on 02-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2022 |
02-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0710 |
1.0808 |
0.0098 |
0.9% |
1.0700 |
| High |
1.0808 |
1.0848 |
0.0040 |
0.4% |
1.0848 |
| Low |
1.0705 |
1.0722 |
0.0018 |
0.2% |
1.0606 |
| Close |
1.0805 |
1.0793 |
-0.0013 |
-0.1% |
1.0793 |
| Range |
0.0104 |
0.0126 |
0.0022 |
21.3% |
0.0242 |
| ATR |
0.0100 |
0.0102 |
0.0002 |
1.8% |
0.0000 |
| Volume |
294 |
441 |
147 |
50.0% |
1,369 |
|
| Daily Pivots for day following 02-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1164 |
1.1104 |
1.0862 |
|
| R3 |
1.1038 |
1.0978 |
1.0827 |
|
| R2 |
1.0913 |
1.0913 |
1.0816 |
|
| R1 |
1.0853 |
1.0853 |
1.0804 |
1.0820 |
| PP |
1.0787 |
1.0787 |
1.0787 |
1.0771 |
| S1 |
1.0727 |
1.0727 |
1.0781 |
1.0695 |
| S2 |
1.0662 |
1.0662 |
1.0769 |
|
| S3 |
1.0536 |
1.0602 |
1.0758 |
|
| S4 |
1.0411 |
1.0476 |
1.0723 |
|
|
| 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 |
1.0606 |
0.0242 |
2.2% |
0.0102 |
0.9% |
77% |
True |
False |
273 |
| 10 |
1.0848 |
1.0567 |
0.0281 |
2.6% |
0.0083 |
0.8% |
80% |
True |
False |
156 |
| 20 |
1.0848 |
1.0015 |
0.0833 |
7.7% |
0.0109 |
1.0% |
93% |
True |
False |
110 |
| 40 |
1.0848 |
1.0010 |
0.0838 |
7.8% |
0.0083 |
0.8% |
93% |
True |
False |
64 |
| 60 |
1.0848 |
1.0010 |
0.0838 |
7.8% |
0.0077 |
0.7% |
93% |
True |
False |
51 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1381 |
|
2.618 |
1.1176 |
|
1.618 |
1.1051 |
|
1.000 |
1.0973 |
|
0.618 |
1.0925 |
|
HIGH |
1.0848 |
|
0.618 |
1.0800 |
|
0.500 |
1.0785 |
|
0.382 |
1.0770 |
|
LOW |
1.0722 |
|
0.618 |
1.0644 |
|
1.000 |
1.0597 |
|
1.618 |
1.0519 |
|
2.618 |
1.0393 |
|
4.250 |
1.0189 |
|
|
| Fisher Pivots for day following 02-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0790 |
1.0771 |
| PP |
1.0787 |
1.0749 |
| S1 |
1.0785 |
1.0727 |
|