CME Swiss Franc Future March 2023
| Trading Metrics calculated at close of trading on 08-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2022 |
08-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0729 |
1.0737 |
0.0008 |
0.1% |
1.0700 |
| High |
1.0801 |
1.0818 |
0.0017 |
0.2% |
1.0848 |
| Low |
1.0719 |
1.0729 |
0.0010 |
0.1% |
1.0606 |
| Close |
1.0766 |
1.0799 |
0.0033 |
0.3% |
1.0793 |
| Range |
0.0082 |
0.0089 |
0.0007 |
8.5% |
0.0242 |
| ATR |
0.0100 |
0.0099 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
691 |
551 |
-140 |
-20.3% |
1,369 |
|
| Daily Pivots for day following 08-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1049 |
1.1013 |
1.0847 |
|
| R3 |
1.0960 |
1.0924 |
1.0823 |
|
| R2 |
1.0871 |
1.0871 |
1.0815 |
|
| R1 |
1.0835 |
1.0835 |
1.0807 |
1.0853 |
| PP |
1.0782 |
1.0782 |
1.0782 |
1.0791 |
| S1 |
1.0746 |
1.0746 |
1.0790 |
1.0764 |
| S2 |
1.0693 |
1.0693 |
1.0782 |
|
| S3 |
1.0604 |
1.0657 |
1.0774 |
|
| S4 |
1.0515 |
1.0568 |
1.0750 |
|
|
| 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% |
0.0098 |
0.9% |
67% |
False |
False |
499 |
| 10 |
1.0848 |
1.0606 |
0.0242 |
2.2% |
0.0099 |
0.9% |
80% |
False |
False |
345 |
| 20 |
1.0848 |
1.0273 |
0.0575 |
5.3% |
0.0105 |
1.0% |
91% |
False |
False |
205 |
| 40 |
1.0848 |
1.0010 |
0.0838 |
7.8% |
0.0087 |
0.8% |
94% |
False |
False |
113 |
| 60 |
1.0848 |
1.0010 |
0.0838 |
7.8% |
0.0077 |
0.7% |
94% |
False |
False |
84 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1196 |
|
2.618 |
1.1051 |
|
1.618 |
1.0962 |
|
1.000 |
1.0907 |
|
0.618 |
1.0873 |
|
HIGH |
1.0818 |
|
0.618 |
1.0784 |
|
0.500 |
1.0774 |
|
0.382 |
1.0763 |
|
LOW |
1.0729 |
|
0.618 |
1.0674 |
|
1.000 |
1.0640 |
|
1.618 |
1.0585 |
|
2.618 |
1.0496 |
|
4.250 |
1.0351 |
|
|
| Fisher Pivots for day following 08-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0790 |
1.0785 |
| PP |
1.0782 |
1.0772 |
| S1 |
1.0774 |
1.0759 |
|