CME Swiss Franc Future December 2022
| Trading Metrics calculated at close of trading on 10-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2022 |
10-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0169 |
1.0123 |
-0.0047 |
-0.5% |
1.0205 |
| High |
1.0191 |
1.0137 |
-0.0055 |
-0.5% |
1.0298 |
| Low |
1.0114 |
1.0056 |
-0.0058 |
-0.6% |
1.0114 |
| Close |
1.0121 |
1.0072 |
-0.0050 |
-0.5% |
1.0121 |
| Range |
0.0077 |
0.0081 |
0.0004 |
4.5% |
0.0184 |
| ATR |
0.0116 |
0.0114 |
-0.0003 |
-2.2% |
0.0000 |
| Volume |
15,724 |
23,102 |
7,378 |
46.9% |
106,432 |
|
| Daily Pivots for day following 10-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0330 |
1.0281 |
1.0116 |
|
| R3 |
1.0249 |
1.0201 |
1.0094 |
|
| R2 |
1.0169 |
1.0169 |
1.0086 |
|
| R1 |
1.0120 |
1.0120 |
1.0079 |
1.0104 |
| PP |
1.0088 |
1.0088 |
1.0088 |
1.0080 |
| S1 |
1.0040 |
1.0040 |
1.0064 |
1.0024 |
| S2 |
1.0008 |
1.0008 |
1.0057 |
|
| S3 |
0.9927 |
0.9959 |
1.0049 |
|
| S4 |
0.9847 |
0.9879 |
1.0027 |
|
|
| Weekly Pivots for week ending 07-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0730 |
1.0609 |
1.0222 |
|
| R3 |
1.0546 |
1.0425 |
1.0172 |
|
| R2 |
1.0362 |
1.0362 |
1.0155 |
|
| R1 |
1.0241 |
1.0241 |
1.0138 |
1.0210 |
| PP |
1.0178 |
1.0178 |
1.0178 |
1.0162 |
| S1 |
1.0057 |
1.0057 |
1.0104 |
1.0026 |
| S2 |
0.9994 |
0.9994 |
1.0087 |
|
| S3 |
0.9810 |
0.9873 |
1.0070 |
|
| S4 |
0.9626 |
0.9689 |
1.0020 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0298 |
1.0056 |
0.0242 |
2.4% |
0.0115 |
1.1% |
6% |
False |
True |
20,972 |
| 10 |
1.0344 |
1.0056 |
0.0288 |
2.9% |
0.0127 |
1.3% |
5% |
False |
True |
25,461 |
| 20 |
1.0633 |
1.0056 |
0.0577 |
5.7% |
0.0119 |
1.2% |
3% |
False |
True |
26,557 |
| 40 |
1.0724 |
1.0056 |
0.0668 |
6.6% |
0.0098 |
1.0% |
2% |
False |
True |
14,518 |
| 60 |
1.0755 |
1.0056 |
0.0699 |
6.9% |
0.0088 |
0.9% |
2% |
False |
True |
9,698 |
| 80 |
1.0755 |
1.0056 |
0.0699 |
6.9% |
0.0084 |
0.8% |
2% |
False |
True |
7,283 |
| 100 |
1.0755 |
1.0056 |
0.0699 |
6.9% |
0.0076 |
0.8% |
2% |
False |
True |
5,829 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0479 |
|
2.618 |
1.0347 |
|
1.618 |
1.0267 |
|
1.000 |
1.0217 |
|
0.618 |
1.0186 |
|
HIGH |
1.0137 |
|
0.618 |
1.0106 |
|
0.500 |
1.0096 |
|
0.382 |
1.0087 |
|
LOW |
1.0056 |
|
0.618 |
1.0006 |
|
1.000 |
0.9976 |
|
1.618 |
0.9926 |
|
2.618 |
0.9845 |
|
4.250 |
0.9714 |
|
|
| Fisher Pivots for day following 10-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0096 |
1.0175 |
| PP |
1.0088 |
1.0141 |
| S1 |
1.0080 |
1.0106 |
|