CME Swiss Franc Future December 2022
| Trading Metrics calculated at close of trading on 18-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2022 |
18-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0014 |
1.0108 |
0.0094 |
0.9% |
1.0123 |
| High |
1.0122 |
1.0146 |
0.0024 |
0.2% |
1.0155 |
| Low |
1.0007 |
1.0085 |
0.0078 |
0.8% |
0.9993 |
| Close |
1.0108 |
1.0114 |
0.0006 |
0.1% |
1.0010 |
| Range |
0.0116 |
0.0062 |
-0.0054 |
-46.8% |
0.0163 |
| ATR |
0.0111 |
0.0107 |
-0.0004 |
-3.2% |
0.0000 |
| Volume |
18,684 |
17,044 |
-1,640 |
-8.8% |
112,147 |
|
| Daily Pivots for day following 18-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0299 |
1.0268 |
1.0147 |
|
| R3 |
1.0238 |
1.0206 |
1.0130 |
|
| R2 |
1.0176 |
1.0176 |
1.0125 |
|
| R1 |
1.0145 |
1.0145 |
1.0119 |
1.0161 |
| PP |
1.0115 |
1.0115 |
1.0115 |
1.0123 |
| S1 |
1.0083 |
1.0083 |
1.0108 |
1.0099 |
| S2 |
1.0053 |
1.0053 |
1.0102 |
|
| S3 |
0.9992 |
1.0022 |
1.0097 |
|
| S4 |
0.9930 |
0.9960 |
1.0080 |
|
|
| Weekly Pivots for week ending 14-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0540 |
1.0437 |
1.0099 |
|
| R3 |
1.0377 |
1.0275 |
1.0054 |
|
| R2 |
1.0215 |
1.0215 |
1.0039 |
|
| R1 |
1.0112 |
1.0112 |
1.0024 |
1.0082 |
| PP |
1.0052 |
1.0052 |
1.0052 |
1.0037 |
| S1 |
0.9950 |
0.9950 |
0.9995 |
0.9920 |
| S2 |
0.9890 |
0.9890 |
0.9980 |
|
| S3 |
0.9727 |
0.9787 |
0.9965 |
|
| S4 |
0.9565 |
0.9625 |
0.9920 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0146 |
0.9993 |
0.0154 |
1.5% |
0.0094 |
0.9% |
79% |
True |
False |
21,045 |
| 10 |
1.0296 |
0.9993 |
0.0304 |
3.0% |
0.0098 |
1.0% |
40% |
False |
False |
20,496 |
| 20 |
1.0476 |
0.9993 |
0.0483 |
4.8% |
0.0122 |
1.2% |
25% |
False |
False |
26,667 |
| 40 |
1.0633 |
0.9993 |
0.0640 |
6.3% |
0.0106 |
1.0% |
19% |
False |
False |
17,627 |
| 60 |
1.0755 |
0.9993 |
0.0763 |
7.5% |
0.0091 |
0.9% |
16% |
False |
False |
11,774 |
| 80 |
1.0755 |
0.9993 |
0.0763 |
7.5% |
0.0082 |
0.8% |
16% |
False |
False |
8,840 |
| 100 |
1.0755 |
0.9993 |
0.0763 |
7.5% |
0.0079 |
0.8% |
16% |
False |
False |
7,076 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0407 |
|
2.618 |
1.0307 |
|
1.618 |
1.0246 |
|
1.000 |
1.0208 |
|
0.618 |
1.0184 |
|
HIGH |
1.0146 |
|
0.618 |
1.0123 |
|
0.500 |
1.0115 |
|
0.382 |
1.0108 |
|
LOW |
1.0085 |
|
0.618 |
1.0046 |
|
1.000 |
1.0023 |
|
1.618 |
0.9985 |
|
2.618 |
0.9923 |
|
4.250 |
0.9823 |
|
|
| Fisher Pivots for day following 18-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0115 |
1.0100 |
| PP |
1.0115 |
1.0086 |
| S1 |
1.0114 |
1.0073 |
|