CME Swiss Franc Future March 2023
| Trading Metrics calculated at close of trading on 05-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2022 |
05-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0808 |
1.0800 |
-0.0008 |
-0.1% |
1.0700 |
| High |
1.0848 |
1.0840 |
-0.0008 |
-0.1% |
1.0848 |
| Low |
1.0722 |
1.0725 |
0.0003 |
0.0% |
1.0606 |
| Close |
1.0793 |
1.0732 |
-0.0061 |
-0.6% |
1.0793 |
| Range |
0.0126 |
0.0115 |
-0.0011 |
-8.8% |
0.0242 |
| ATR |
0.0102 |
0.0103 |
0.0001 |
0.9% |
0.0000 |
| Volume |
441 |
424 |
-17 |
-3.9% |
1,369 |
|
| Daily Pivots for day following 05-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1109 |
1.1035 |
1.0794 |
|
| R3 |
1.0994 |
1.0920 |
1.0763 |
|
| R2 |
1.0880 |
1.0880 |
1.0752 |
|
| R1 |
1.0806 |
1.0806 |
1.0742 |
1.0786 |
| PP |
1.0765 |
1.0765 |
1.0765 |
1.0755 |
| S1 |
1.0691 |
1.0691 |
1.0721 |
1.0671 |
| S2 |
1.0651 |
1.0651 |
1.0711 |
|
| S3 |
1.0536 |
1.0577 |
1.0700 |
|
| S4 |
1.0422 |
1.0462 |
1.0669 |
|
|
| 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 |
2.3% |
0.0106 |
1.0% |
52% |
False |
False |
351 |
| 10 |
1.0848 |
1.0567 |
0.0281 |
2.6% |
0.0090 |
0.8% |
59% |
False |
False |
197 |
| 20 |
1.0848 |
1.0190 |
0.0658 |
6.1% |
0.0104 |
1.0% |
82% |
False |
False |
129 |
| 40 |
1.0848 |
1.0010 |
0.0838 |
7.8% |
0.0085 |
0.8% |
86% |
False |
False |
74 |
| 60 |
1.0848 |
1.0010 |
0.0838 |
7.8% |
0.0076 |
0.7% |
86% |
False |
False |
58 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1326 |
|
2.618 |
1.1139 |
|
1.618 |
1.1025 |
|
1.000 |
1.0954 |
|
0.618 |
1.0910 |
|
HIGH |
1.0840 |
|
0.618 |
1.0796 |
|
0.500 |
1.0782 |
|
0.382 |
1.0769 |
|
LOW |
1.0725 |
|
0.618 |
1.0654 |
|
1.000 |
1.0611 |
|
1.618 |
1.0540 |
|
2.618 |
1.0425 |
|
4.250 |
1.0238 |
|
|
| Fisher Pivots for day following 05-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0782 |
1.0776 |
| PP |
1.0765 |
1.0761 |
| S1 |
1.0748 |
1.0746 |
|