CME Swiss Franc Future December 2022
| Trading Metrics calculated at close of trading on 04-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2022 |
04-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0205 |
1.0151 |
-0.0054 |
-0.5% |
1.0261 |
| High |
1.0246 |
1.0298 |
0.0052 |
0.5% |
1.0344 |
| Low |
1.0126 |
1.0133 |
0.0008 |
0.1% |
1.0111 |
| Close |
1.0147 |
1.0295 |
0.0148 |
1.5% |
1.0214 |
| Range |
0.0121 |
0.0165 |
0.0045 |
36.9% |
0.0233 |
| ATR |
0.0114 |
0.0118 |
0.0004 |
3.2% |
0.0000 |
| Volume |
24,671 |
24,674 |
3 |
0.0% |
165,536 |
|
| Daily Pivots for day following 04-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0737 |
1.0681 |
1.0386 |
|
| R3 |
1.0572 |
1.0516 |
1.0340 |
|
| R2 |
1.0407 |
1.0407 |
1.0325 |
|
| R1 |
1.0351 |
1.0351 |
1.0310 |
1.0379 |
| PP |
1.0242 |
1.0242 |
1.0242 |
1.0256 |
| S1 |
1.0186 |
1.0186 |
1.0280 |
1.0214 |
| S2 |
1.0077 |
1.0077 |
1.0265 |
|
| S3 |
0.9912 |
1.0021 |
1.0250 |
|
| S4 |
0.9747 |
0.9856 |
1.0204 |
|
|
| 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% |
0.0154 |
1.5% |
79% |
False |
False |
30,079 |
| 10 |
1.0476 |
1.0111 |
0.0365 |
3.5% |
0.0146 |
1.4% |
51% |
False |
False |
32,837 |
| 20 |
1.0633 |
1.0111 |
0.0522 |
5.1% |
0.0122 |
1.2% |
35% |
False |
False |
24,495 |
| 40 |
1.0755 |
1.0111 |
0.0645 |
6.3% |
0.0093 |
0.9% |
29% |
False |
False |
12,517 |
| 60 |
1.0755 |
1.0111 |
0.0645 |
6.3% |
0.0084 |
0.8% |
29% |
False |
False |
8,362 |
| 80 |
1.0755 |
1.0111 |
0.0645 |
6.3% |
0.0081 |
0.8% |
29% |
False |
False |
6,281 |
| 100 |
1.0755 |
1.0111 |
0.0645 |
6.3% |
0.0072 |
0.7% |
29% |
False |
False |
5,027 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0999 |
|
2.618 |
1.0730 |
|
1.618 |
1.0565 |
|
1.000 |
1.0463 |
|
0.618 |
1.0400 |
|
HIGH |
1.0298 |
|
0.618 |
1.0235 |
|
0.500 |
1.0216 |
|
0.382 |
1.0196 |
|
LOW |
1.0133 |
|
0.618 |
1.0031 |
|
1.000 |
0.9968 |
|
1.618 |
0.9866 |
|
2.618 |
0.9701 |
|
4.250 |
0.9432 |
|
|
| Fisher Pivots for day following 04-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0269 |
1.0275 |
| PP |
1.0242 |
1.0255 |
| S1 |
1.0216 |
1.0235 |
|