CME Swiss Franc Future March 2023
| Trading Metrics calculated at close of trading on 06-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2022 |
06-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0800 |
1.0737 |
-0.0064 |
-0.6% |
1.0700 |
| High |
1.0840 |
1.0781 |
-0.0059 |
-0.5% |
1.0848 |
| Low |
1.0725 |
1.0700 |
-0.0025 |
-0.2% |
1.0606 |
| Close |
1.0732 |
1.0739 |
0.0007 |
0.1% |
1.0793 |
| Range |
0.0115 |
0.0081 |
-0.0034 |
-29.3% |
0.0242 |
| ATR |
0.0103 |
0.0102 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
424 |
388 |
-36 |
-8.5% |
1,369 |
|
| Daily Pivots for day following 06-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0983 |
1.0942 |
1.0783 |
|
| R3 |
1.0902 |
1.0861 |
1.0761 |
|
| R2 |
1.0821 |
1.0821 |
1.0753 |
|
| R1 |
1.0780 |
1.0780 |
1.0746 |
1.0800 |
| PP |
1.0740 |
1.0740 |
1.0740 |
1.0750 |
| S1 |
1.0699 |
1.0699 |
1.0731 |
1.0719 |
| S2 |
1.0659 |
1.0659 |
1.0724 |
|
| S3 |
1.0578 |
1.0618 |
1.0716 |
|
| S4 |
1.0497 |
1.0537 |
1.0694 |
|
|
| 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% |
0.0110 |
1.0% |
55% |
False |
False |
400 |
| 10 |
1.0848 |
1.0606 |
0.0242 |
2.2% |
0.0095 |
0.9% |
55% |
False |
False |
233 |
| 20 |
1.0848 |
1.0240 |
0.0608 |
5.7% |
0.0104 |
1.0% |
82% |
False |
False |
147 |
| 40 |
1.0848 |
1.0010 |
0.0838 |
7.8% |
0.0086 |
0.8% |
87% |
False |
False |
83 |
| 60 |
1.0848 |
1.0010 |
0.0838 |
7.8% |
0.0077 |
0.7% |
87% |
False |
False |
64 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1125 |
|
2.618 |
1.0993 |
|
1.618 |
1.0912 |
|
1.000 |
1.0862 |
|
0.618 |
1.0831 |
|
HIGH |
1.0781 |
|
0.618 |
1.0750 |
|
0.500 |
1.0741 |
|
0.382 |
1.0731 |
|
LOW |
1.0700 |
|
0.618 |
1.0650 |
|
1.000 |
1.0619 |
|
1.618 |
1.0569 |
|
2.618 |
1.0488 |
|
4.250 |
1.0356 |
|
|
| Fisher Pivots for day following 06-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0741 |
1.0774 |
| PP |
1.0740 |
1.0762 |
| S1 |
1.0739 |
1.0750 |
|