CME Swiss Franc Future December 2022
| Trading Metrics calculated at close of trading on 27-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2022 |
27-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0111 |
1.0198 |
0.0087 |
0.9% |
1.0014 |
| High |
1.0206 |
1.0215 |
0.0009 |
0.1% |
1.0146 |
| Low |
1.0096 |
1.0126 |
0.0031 |
0.3% |
0.9913 |
| Close |
1.0195 |
1.0135 |
-0.0060 |
-0.6% |
1.0063 |
| Range |
0.0111 |
0.0089 |
-0.0022 |
-19.5% |
0.0234 |
| ATR |
0.0109 |
0.0108 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
24,031 |
22,796 |
-1,235 |
-5.1% |
111,819 |
|
| Daily Pivots for day following 27-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0426 |
1.0369 |
1.0184 |
|
| R3 |
1.0337 |
1.0280 |
1.0159 |
|
| R2 |
1.0248 |
1.0248 |
1.0151 |
|
| R1 |
1.0191 |
1.0191 |
1.0143 |
1.0175 |
| PP |
1.0159 |
1.0159 |
1.0159 |
1.0151 |
| S1 |
1.0102 |
1.0102 |
1.0127 |
1.0086 |
| S2 |
1.0070 |
1.0070 |
1.0119 |
|
| S3 |
0.9981 |
1.0013 |
1.0111 |
|
| S4 |
0.9892 |
0.9924 |
1.0086 |
|
|
| Weekly Pivots for week ending 21-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0741 |
1.0636 |
1.0191 |
|
| R3 |
1.0508 |
1.0402 |
1.0127 |
|
| R2 |
1.0274 |
1.0274 |
1.0106 |
|
| R1 |
1.0169 |
1.0169 |
1.0084 |
1.0221 |
| PP |
1.0041 |
1.0041 |
1.0041 |
1.0067 |
| S1 |
0.9935 |
0.9935 |
1.0042 |
0.9988 |
| S2 |
0.9807 |
0.9807 |
1.0020 |
|
| S3 |
0.9574 |
0.9702 |
0.9999 |
|
| S4 |
0.9340 |
0.9468 |
0.9935 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0215 |
0.9913 |
0.0303 |
3.0% |
0.0114 |
1.1% |
74% |
True |
False |
24,834 |
| 10 |
1.0215 |
0.9913 |
0.0303 |
3.0% |
0.0106 |
1.0% |
74% |
True |
False |
21,957 |
| 20 |
1.0344 |
0.9913 |
0.0431 |
4.3% |
0.0110 |
1.1% |
52% |
False |
False |
22,752 |
| 40 |
1.0633 |
0.9913 |
0.0720 |
7.1% |
0.0112 |
1.1% |
31% |
False |
False |
21,586 |
| 60 |
1.0755 |
0.9913 |
0.0843 |
8.3% |
0.0096 |
0.9% |
26% |
False |
False |
14,476 |
| 80 |
1.0755 |
0.9913 |
0.0843 |
8.3% |
0.0087 |
0.9% |
26% |
False |
False |
10,865 |
| 100 |
1.0755 |
0.9913 |
0.0843 |
8.3% |
0.0084 |
0.8% |
26% |
False |
False |
8,699 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0593 |
|
2.618 |
1.0448 |
|
1.618 |
1.0359 |
|
1.000 |
1.0304 |
|
0.618 |
1.0270 |
|
HIGH |
1.0215 |
|
0.618 |
1.0181 |
|
0.500 |
1.0171 |
|
0.382 |
1.0160 |
|
LOW |
1.0126 |
|
0.618 |
1.0071 |
|
1.000 |
1.0037 |
|
1.618 |
0.9982 |
|
2.618 |
0.9893 |
|
4.250 |
0.9748 |
|
|
| Fisher Pivots for day following 27-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0171 |
1.0130 |
| PP |
1.0159 |
1.0125 |
| S1 |
1.0147 |
1.0120 |
|