CME Swiss Franc Future December 2022
| Trading Metrics calculated at close of trading on 02-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2022 |
02-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0039 |
1.0047 |
0.0009 |
0.1% |
1.0100 |
| High |
1.0139 |
1.0141 |
0.0003 |
0.0% |
1.0215 |
| Low |
1.0030 |
1.0010 |
-0.0020 |
-0.2% |
1.0026 |
| Close |
1.0053 |
1.0070 |
0.0017 |
0.2% |
1.0090 |
| Range |
0.0109 |
0.0131 |
0.0023 |
20.7% |
0.0190 |
| ATR |
0.0106 |
0.0107 |
0.0002 |
1.7% |
0.0000 |
| Volume |
21,238 |
18,603 |
-2,635 |
-12.4% |
107,912 |
|
| Daily Pivots for day following 02-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0467 |
1.0399 |
1.0142 |
|
| R3 |
1.0336 |
1.0268 |
1.0106 |
|
| R2 |
1.0205 |
1.0205 |
1.0094 |
|
| R1 |
1.0137 |
1.0137 |
1.0082 |
1.0171 |
| PP |
1.0074 |
1.0074 |
1.0074 |
1.0091 |
| S1 |
1.0006 |
1.0006 |
1.0058 |
1.0040 |
| S2 |
0.9943 |
0.9943 |
1.0046 |
|
| S3 |
0.9812 |
0.9875 |
1.0034 |
|
| S4 |
0.9681 |
0.9744 |
0.9998 |
|
|
| 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 |
1.0010 |
0.0205 |
2.0% |
0.0101 |
1.0% |
29% |
False |
True |
20,822 |
| 10 |
1.0215 |
0.9913 |
0.0303 |
3.0% |
0.0106 |
1.1% |
52% |
False |
False |
22,333 |
| 20 |
1.0295 |
0.9913 |
0.0382 |
3.8% |
0.0103 |
1.0% |
41% |
False |
False |
21,281 |
| 40 |
1.0633 |
0.9913 |
0.0720 |
7.1% |
0.0113 |
1.1% |
22% |
False |
False |
23,349 |
| 60 |
1.0755 |
0.9913 |
0.0843 |
8.4% |
0.0098 |
1.0% |
19% |
False |
False |
15,822 |
| 80 |
1.0755 |
0.9913 |
0.0843 |
8.4% |
0.0090 |
0.9% |
19% |
False |
False |
11,880 |
| 100 |
1.0755 |
0.9913 |
0.0843 |
8.4% |
0.0085 |
0.8% |
19% |
False |
False |
9,511 |
| 120 |
1.0755 |
0.9913 |
0.0843 |
8.4% |
0.0079 |
0.8% |
19% |
False |
False |
7,928 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0698 |
|
2.618 |
1.0484 |
|
1.618 |
1.0353 |
|
1.000 |
1.0272 |
|
0.618 |
1.0222 |
|
HIGH |
1.0141 |
|
0.618 |
1.0091 |
|
0.500 |
1.0076 |
|
0.382 |
1.0060 |
|
LOW |
1.0010 |
|
0.618 |
0.9929 |
|
1.000 |
0.9879 |
|
1.618 |
0.9798 |
|
2.618 |
0.9667 |
|
4.250 |
0.9453 |
|
|
| Fisher Pivots for day following 02-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0076 |
1.0076 |
| PP |
1.0074 |
1.0074 |
| S1 |
1.0072 |
1.0072 |
|