CME Swiss Franc Future December 2022
| Trading Metrics calculated at close of trading on 04-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2022 |
04-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0012 |
0.9914 |
-0.0098 |
-1.0% |
1.0095 |
| High |
1.0044 |
1.0117 |
0.0073 |
0.7% |
1.0141 |
| Low |
0.9901 |
0.9903 |
0.0002 |
0.0% |
0.9901 |
| Close |
0.9924 |
1.0104 |
0.0180 |
1.8% |
1.0104 |
| Range |
0.0143 |
0.0214 |
0.0071 |
49.7% |
0.0240 |
| ATR |
0.0112 |
0.0119 |
0.0007 |
6.5% |
0.0000 |
| Volume |
28,154 |
27,421 |
-733 |
-2.6% |
115,266 |
|
| Daily Pivots for day following 04-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0683 |
1.0607 |
1.0221 |
|
| R3 |
1.0469 |
1.0393 |
1.0162 |
|
| R2 |
1.0255 |
1.0255 |
1.0143 |
|
| R1 |
1.0179 |
1.0179 |
1.0123 |
1.0217 |
| PP |
1.0041 |
1.0041 |
1.0041 |
1.0060 |
| S1 |
0.9965 |
0.9965 |
1.0084 |
1.0003 |
| S2 |
0.9827 |
0.9827 |
1.0064 |
|
| S3 |
0.9613 |
0.9751 |
1.0045 |
|
| S4 |
0.9399 |
0.9537 |
0.9986 |
|
|
| Weekly Pivots for week ending 04-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0769 |
1.0676 |
1.0236 |
|
| R3 |
1.0529 |
1.0436 |
1.0170 |
|
| R2 |
1.0289 |
1.0289 |
1.0148 |
|
| R1 |
1.0196 |
1.0196 |
1.0126 |
1.0242 |
| PP |
1.0049 |
1.0049 |
1.0049 |
1.0072 |
| S1 |
0.9956 |
0.9956 |
1.0082 |
1.0002 |
| S2 |
0.9809 |
0.9809 |
1.0060 |
|
| S3 |
0.9569 |
0.9716 |
1.0038 |
|
| S4 |
0.9329 |
0.9476 |
0.9972 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0141 |
0.9901 |
0.0240 |
2.4% |
0.0135 |
1.3% |
84% |
False |
False |
23,053 |
| 10 |
1.0215 |
0.9901 |
0.0314 |
3.1% |
0.0116 |
1.1% |
64% |
False |
False |
22,317 |
| 20 |
1.0215 |
0.9901 |
0.0314 |
3.1% |
0.0110 |
1.1% |
64% |
False |
False |
22,357 |
| 40 |
1.0633 |
0.9901 |
0.0732 |
7.2% |
0.0116 |
1.1% |
28% |
False |
False |
24,271 |
| 60 |
1.0738 |
0.9901 |
0.0837 |
8.3% |
0.0101 |
1.0% |
24% |
False |
False |
16,746 |
| 80 |
1.0755 |
0.9901 |
0.0854 |
8.5% |
0.0093 |
0.9% |
24% |
False |
False |
12,574 |
| 100 |
1.0755 |
0.9901 |
0.0854 |
8.5% |
0.0089 |
0.9% |
24% |
False |
False |
10,067 |
| 120 |
1.0755 |
0.9901 |
0.0854 |
8.5% |
0.0081 |
0.8% |
24% |
False |
False |
8,391 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1026 |
|
2.618 |
1.0677 |
|
1.618 |
1.0463 |
|
1.000 |
1.0331 |
|
0.618 |
1.0249 |
|
HIGH |
1.0117 |
|
0.618 |
1.0035 |
|
0.500 |
1.0010 |
|
0.382 |
0.9984 |
|
LOW |
0.9903 |
|
0.618 |
0.9770 |
|
1.000 |
0.9689 |
|
1.618 |
0.9556 |
|
2.618 |
0.9342 |
|
4.250 |
0.8993 |
|
|
| Fisher Pivots for day following 04-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0072 |
1.0076 |
| PP |
1.0041 |
1.0049 |
| S1 |
1.0010 |
1.0021 |
|