CME Swiss Franc Future December 2022
| Trading Metrics calculated at close of trading on 09-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2022 |
09-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0164 |
1.0191 |
0.0028 |
0.3% |
1.0095 |
| High |
1.0212 |
1.0244 |
0.0033 |
0.3% |
1.0141 |
| Low |
1.0119 |
1.0169 |
0.0050 |
0.5% |
0.9901 |
| Close |
1.0189 |
1.0185 |
-0.0005 |
0.0% |
1.0104 |
| Range |
0.0093 |
0.0076 |
-0.0017 |
-18.4% |
0.0240 |
| ATR |
0.0116 |
0.0113 |
-0.0003 |
-2.5% |
0.0000 |
| Volume |
18,937 |
19,954 |
1,017 |
5.4% |
115,266 |
|
| Daily Pivots for day following 09-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0426 |
1.0381 |
1.0226 |
|
| R3 |
1.0350 |
1.0305 |
1.0205 |
|
| R2 |
1.0275 |
1.0275 |
1.0198 |
|
| R1 |
1.0230 |
1.0230 |
1.0191 |
1.0214 |
| PP |
1.0199 |
1.0199 |
1.0199 |
1.0191 |
| S1 |
1.0154 |
1.0154 |
1.0178 |
1.0139 |
| S2 |
1.0124 |
1.0124 |
1.0171 |
|
| S3 |
1.0048 |
1.0079 |
1.0164 |
|
| S4 |
0.9973 |
1.0003 |
1.0143 |
|
|
| 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 |
1.0244 |
0.9901 |
0.0343 |
3.4% |
0.0126 |
1.2% |
83% |
True |
False |
22,599 |
| 10 |
1.0244 |
0.9901 |
0.0343 |
3.4% |
0.0114 |
1.1% |
83% |
True |
False |
21,710 |
| 20 |
1.0244 |
0.9901 |
0.0343 |
3.4% |
0.0111 |
1.1% |
83% |
True |
False |
22,207 |
| 40 |
1.0549 |
0.9901 |
0.0648 |
6.4% |
0.0114 |
1.1% |
44% |
False |
False |
24,227 |
| 60 |
1.0633 |
0.9901 |
0.0732 |
7.2% |
0.0104 |
1.0% |
39% |
False |
False |
17,699 |
| 80 |
1.0755 |
0.9901 |
0.0854 |
8.4% |
0.0094 |
0.9% |
33% |
False |
False |
13,290 |
| 100 |
1.0755 |
0.9901 |
0.0854 |
8.4% |
0.0087 |
0.9% |
33% |
False |
False |
10,641 |
| 120 |
1.0755 |
0.9901 |
0.0854 |
8.4% |
0.0082 |
0.8% |
33% |
False |
False |
8,869 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0565 |
|
2.618 |
1.0442 |
|
1.618 |
1.0366 |
|
1.000 |
1.0320 |
|
0.618 |
1.0291 |
|
HIGH |
1.0244 |
|
0.618 |
1.0215 |
|
0.500 |
1.0206 |
|
0.382 |
1.0197 |
|
LOW |
1.0169 |
|
0.618 |
1.0122 |
|
1.000 |
1.0093 |
|
1.618 |
1.0046 |
|
2.618 |
0.9971 |
|
4.250 |
0.9848 |
|
|
| Fisher Pivots for day following 09-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0206 |
1.0175 |
| PP |
1.0199 |
1.0166 |
| S1 |
1.0192 |
1.0156 |
|