CME Swiss Franc Future December 2022
| Trading Metrics calculated at close of trading on 30-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2022 |
30-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0327 |
1.0328 |
0.0001 |
0.0% |
1.0261 |
| High |
1.0330 |
1.0344 |
0.0014 |
0.1% |
1.0344 |
| Low |
1.0221 |
1.0199 |
-0.0022 |
-0.2% |
1.0111 |
| Close |
1.0300 |
1.0214 |
-0.0086 |
-0.8% |
1.0214 |
| Range |
0.0110 |
0.0145 |
0.0035 |
32.0% |
0.0233 |
| ATR |
0.0112 |
0.0114 |
0.0002 |
2.1% |
0.0000 |
| Volume |
28,139 |
38,353 |
10,214 |
36.3% |
165,536 |
|
| Daily Pivots for day following 30-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0686 |
1.0594 |
1.0293 |
|
| R3 |
1.0541 |
1.0450 |
1.0254 |
|
| R2 |
1.0397 |
1.0397 |
1.0240 |
|
| R1 |
1.0305 |
1.0305 |
1.0227 |
1.0279 |
| PP |
1.0252 |
1.0252 |
1.0252 |
1.0239 |
| S1 |
1.0161 |
1.0161 |
1.0201 |
1.0134 |
| S2 |
1.0108 |
1.0108 |
1.0188 |
|
| S3 |
0.9963 |
1.0016 |
1.0174 |
|
| S4 |
0.9819 |
0.9872 |
1.0135 |
|
|
| Weekly Pivots for week ending 30-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0922 |
1.0801 |
1.0342 |
|
| R3 |
1.0689 |
1.0568 |
1.0278 |
|
| R2 |
1.0456 |
1.0456 |
1.0257 |
|
| R1 |
1.0335 |
1.0335 |
1.0235 |
1.0279 |
| PP |
1.0223 |
1.0223 |
1.0223 |
1.0195 |
| S1 |
1.0102 |
1.0102 |
1.0193 |
1.0046 |
| S2 |
0.9990 |
0.9990 |
1.0171 |
|
| S3 |
0.9757 |
0.9869 |
1.0150 |
|
| S4 |
0.9524 |
0.9636 |
1.0086 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0344 |
1.0111 |
0.0233 |
2.3% |
0.0152 |
1.5% |
44% |
True |
False |
33,107 |
| 10 |
1.0476 |
1.0111 |
0.0365 |
3.6% |
0.0132 |
1.3% |
28% |
False |
False |
31,299 |
| 20 |
1.0633 |
1.0111 |
0.0522 |
5.1% |
0.0116 |
1.1% |
20% |
False |
False |
22,289 |
| 40 |
1.0755 |
1.0111 |
0.0645 |
6.3% |
0.0091 |
0.9% |
16% |
False |
False |
11,295 |
| 60 |
1.0755 |
1.0111 |
0.0645 |
6.3% |
0.0081 |
0.8% |
16% |
False |
False |
7,540 |
| 80 |
1.0755 |
1.0111 |
0.0645 |
6.3% |
0.0079 |
0.8% |
16% |
False |
False |
5,665 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0958 |
|
2.618 |
1.0722 |
|
1.618 |
1.0577 |
|
1.000 |
1.0488 |
|
0.618 |
1.0433 |
|
HIGH |
1.0344 |
|
0.618 |
1.0288 |
|
0.500 |
1.0271 |
|
0.382 |
1.0254 |
|
LOW |
1.0199 |
|
0.618 |
1.0110 |
|
1.000 |
1.0055 |
|
1.618 |
0.9965 |
|
2.618 |
0.9821 |
|
4.250 |
0.9585 |
|
|
| Fisher Pivots for day following 30-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0271 |
1.0227 |
| PP |
1.0252 |
1.0223 |
| S1 |
1.0233 |
1.0218 |
|