CME Swiss Franc Future December 2022
| Trading Metrics calculated at close of trading on 31-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2022 |
31-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0146 |
1.0095 |
-0.0051 |
-0.5% |
1.0100 |
| High |
1.0172 |
1.0099 |
-0.0073 |
-0.7% |
1.0215 |
| Low |
1.0073 |
1.0021 |
-0.0053 |
-0.5% |
1.0026 |
| Close |
1.0090 |
1.0041 |
-0.0049 |
-0.5% |
1.0090 |
| Range |
0.0099 |
0.0079 |
-0.0020 |
-20.3% |
0.0190 |
| ATR |
0.0107 |
0.0105 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
21,623 |
19,850 |
-1,773 |
-8.2% |
107,912 |
|
| Daily Pivots for day following 31-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0289 |
1.0243 |
1.0084 |
|
| R3 |
1.0210 |
1.0165 |
1.0062 |
|
| R2 |
1.0132 |
1.0132 |
1.0055 |
|
| R1 |
1.0086 |
1.0086 |
1.0048 |
1.0070 |
| PP |
1.0053 |
1.0053 |
1.0053 |
1.0045 |
| S1 |
1.0008 |
1.0008 |
1.0033 |
0.9991 |
| S2 |
0.9975 |
0.9975 |
1.0026 |
|
| S3 |
0.9896 |
0.9929 |
1.0019 |
|
| S4 |
0.9818 |
0.9851 |
0.9997 |
|
|
| Weekly Pivots for week ending 28-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0679 |
1.0574 |
1.0194 |
|
| R3 |
1.0489 |
1.0384 |
1.0142 |
|
| R2 |
1.0300 |
1.0300 |
1.0124 |
|
| R1 |
1.0195 |
1.0195 |
1.0107 |
1.0152 |
| PP |
1.0110 |
1.0110 |
1.0110 |
1.0089 |
| S1 |
1.0005 |
1.0005 |
1.0072 |
0.9963 |
| S2 |
0.9921 |
0.9921 |
1.0055 |
|
| S3 |
0.9731 |
0.9816 |
1.0037 |
|
| S4 |
0.9542 |
0.9626 |
0.9985 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0215 |
1.0021 |
0.0195 |
1.9% |
0.0094 |
0.9% |
10% |
False |
True |
21,569 |
| 10 |
1.0215 |
0.9913 |
0.0303 |
3.0% |
0.0102 |
1.0% |
42% |
False |
False |
22,089 |
| 20 |
1.0298 |
0.9913 |
0.0386 |
3.8% |
0.0105 |
1.0% |
33% |
False |
False |
21,674 |
| 40 |
1.0633 |
0.9913 |
0.0720 |
7.2% |
0.0112 |
1.1% |
18% |
False |
False |
22,559 |
| 60 |
1.0755 |
0.9913 |
0.0843 |
8.4% |
0.0096 |
1.0% |
15% |
False |
False |
15,165 |
| 80 |
1.0755 |
0.9913 |
0.0843 |
8.4% |
0.0087 |
0.9% |
15% |
False |
False |
11,382 |
| 100 |
1.0755 |
0.9913 |
0.0843 |
8.4% |
0.0085 |
0.8% |
15% |
False |
False |
9,113 |
| 120 |
1.0755 |
0.9913 |
0.0843 |
8.4% |
0.0077 |
0.8% |
15% |
False |
False |
7,596 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0433 |
|
2.618 |
1.0305 |
|
1.618 |
1.0226 |
|
1.000 |
1.0178 |
|
0.618 |
1.0148 |
|
HIGH |
1.0099 |
|
0.618 |
1.0069 |
|
0.500 |
1.0060 |
|
0.382 |
1.0050 |
|
LOW |
1.0021 |
|
0.618 |
0.9972 |
|
1.000 |
0.9942 |
|
1.618 |
0.9893 |
|
2.618 |
0.9815 |
|
4.250 |
0.9687 |
|
|
| Fisher Pivots for day following 31-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0060 |
1.0118 |
| PP |
1.0053 |
1.0092 |
| S1 |
1.0047 |
1.0066 |
|