CME Swiss Franc Future December 2022
| Trading Metrics calculated at close of trading on 07-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2022 |
07-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
0.9914 |
1.0085 |
0.0171 |
1.7% |
1.0095 |
| High |
1.0117 |
1.0173 |
0.0057 |
0.6% |
1.0141 |
| Low |
0.9903 |
1.0069 |
0.0166 |
1.7% |
0.9901 |
| Close |
1.0104 |
1.0169 |
0.0066 |
0.6% |
1.0104 |
| Range |
0.0214 |
0.0105 |
-0.0110 |
-51.2% |
0.0240 |
| ATR |
0.0119 |
0.0118 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
27,421 |
18,530 |
-8,891 |
-32.4% |
115,266 |
|
| Daily Pivots for day following 07-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0450 |
1.0414 |
1.0226 |
|
| R3 |
1.0346 |
1.0310 |
1.0198 |
|
| R2 |
1.0241 |
1.0241 |
1.0188 |
|
| R1 |
1.0205 |
1.0205 |
1.0179 |
1.0223 |
| PP |
1.0137 |
1.0137 |
1.0137 |
1.0146 |
| S1 |
1.0101 |
1.0101 |
1.0159 |
1.0119 |
| S2 |
1.0032 |
1.0032 |
1.0150 |
|
| S3 |
0.9928 |
0.9996 |
1.0140 |
|
| S4 |
0.9823 |
0.9892 |
1.0112 |
|
|
| 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 |
1.0173 |
0.9901 |
0.0272 |
2.7% |
0.0140 |
1.4% |
99% |
True |
False |
22,789 |
| 10 |
1.0215 |
0.9901 |
0.0314 |
3.1% |
0.0117 |
1.2% |
85% |
False |
False |
22,179 |
| 20 |
1.0215 |
0.9901 |
0.0314 |
3.1% |
0.0112 |
1.1% |
85% |
False |
False |
22,128 |
| 40 |
1.0633 |
0.9901 |
0.0732 |
7.2% |
0.0115 |
1.1% |
37% |
False |
False |
24,342 |
| 60 |
1.0724 |
0.9901 |
0.0823 |
8.1% |
0.0102 |
1.0% |
33% |
False |
False |
17,055 |
| 80 |
1.0755 |
0.9901 |
0.0854 |
8.4% |
0.0094 |
0.9% |
31% |
False |
False |
12,806 |
| 100 |
1.0755 |
0.9901 |
0.0854 |
8.4% |
0.0090 |
0.9% |
31% |
False |
False |
10,252 |
| 120 |
1.0755 |
0.9901 |
0.0854 |
8.4% |
0.0082 |
0.8% |
31% |
False |
False |
8,545 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0617 |
|
2.618 |
1.0447 |
|
1.618 |
1.0342 |
|
1.000 |
1.0278 |
|
0.618 |
1.0238 |
|
HIGH |
1.0173 |
|
0.618 |
1.0133 |
|
0.500 |
1.0121 |
|
0.382 |
1.0108 |
|
LOW |
1.0069 |
|
0.618 |
1.0004 |
|
1.000 |
0.9964 |
|
1.618 |
0.9899 |
|
2.618 |
0.9795 |
|
4.250 |
0.9624 |
|
|
| Fisher Pivots for day following 07-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0153 |
1.0125 |
| PP |
1.0137 |
1.0081 |
| S1 |
1.0121 |
1.0037 |
|