CME Swiss Franc Future December 2022
| Trading Metrics calculated at close of trading on 28-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2022 |
28-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0642 |
1.0589 |
-0.0053 |
-0.5% |
1.0517 |
| High |
1.0679 |
1.0657 |
-0.0022 |
-0.2% |
1.0679 |
| Low |
1.0551 |
1.0553 |
0.0002 |
0.0% |
1.0450 |
| Close |
1.0604 |
1.0557 |
-0.0048 |
-0.4% |
1.0604 |
| Range |
0.0128 |
0.0104 |
-0.0024 |
-18.4% |
0.0229 |
| ATR |
0.0123 |
0.0121 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
20,557 |
15,320 |
-5,237 |
-25.5% |
58,095 |
|
| Daily Pivots for day following 28-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0901 |
1.0833 |
1.0614 |
|
| R3 |
1.0797 |
1.0729 |
1.0585 |
|
| R2 |
1.0693 |
1.0693 |
1.0576 |
|
| R1 |
1.0625 |
1.0625 |
1.0566 |
1.0607 |
| PP |
1.0589 |
1.0589 |
1.0589 |
1.0580 |
| S1 |
1.0521 |
1.0521 |
1.0547 |
1.0503 |
| S2 |
1.0485 |
1.0485 |
1.0537 |
|
| S3 |
1.0381 |
1.0417 |
1.0528 |
|
| S4 |
1.0277 |
1.0313 |
1.0499 |
|
|
| Weekly Pivots for week ending 25-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1264 |
1.1163 |
1.0730 |
|
| R3 |
1.1035 |
1.0934 |
1.0667 |
|
| R2 |
1.0806 |
1.0806 |
1.0646 |
|
| R1 |
1.0705 |
1.0705 |
1.0625 |
1.0756 |
| PP |
1.0577 |
1.0577 |
1.0577 |
1.0603 |
| S1 |
1.0476 |
1.0476 |
1.0583 |
1.0527 |
| S2 |
1.0348 |
1.0348 |
1.0562 |
|
| S3 |
1.0119 |
1.0247 |
1.0541 |
|
| S4 |
0.9890 |
1.0018 |
1.0478 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0679 |
1.0450 |
0.0229 |
2.2% |
0.0105 |
1.0% |
47% |
False |
False |
14,683 |
| 10 |
1.0728 |
1.0450 |
0.0278 |
2.6% |
0.0104 |
1.0% |
38% |
False |
False |
18,157 |
| 20 |
1.0728 |
0.9901 |
0.0827 |
7.8% |
0.0129 |
1.2% |
79% |
False |
False |
21,370 |
| 40 |
1.0728 |
0.9901 |
0.0827 |
7.8% |
0.0118 |
1.1% |
79% |
False |
False |
21,642 |
| 60 |
1.0728 |
0.9901 |
0.0827 |
7.8% |
0.0118 |
1.1% |
79% |
False |
False |
21,858 |
| 80 |
1.0755 |
0.9901 |
0.0854 |
8.1% |
0.0105 |
1.0% |
77% |
False |
False |
16,469 |
| 100 |
1.0755 |
0.9901 |
0.0854 |
8.1% |
0.0096 |
0.9% |
77% |
False |
False |
13,181 |
| 120 |
1.0755 |
0.9901 |
0.0854 |
8.1% |
0.0092 |
0.9% |
77% |
False |
False |
10,991 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1099 |
|
2.618 |
1.0929 |
|
1.618 |
1.0825 |
|
1.000 |
1.0761 |
|
0.618 |
1.0721 |
|
HIGH |
1.0657 |
|
0.618 |
1.0617 |
|
0.500 |
1.0605 |
|
0.382 |
1.0593 |
|
LOW |
1.0553 |
|
0.618 |
1.0489 |
|
1.000 |
1.0449 |
|
1.618 |
1.0385 |
|
2.618 |
1.0281 |
|
4.250 |
1.0111 |
|
|
| Fisher Pivots for day following 28-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0605 |
1.0598 |
| PP |
1.0589 |
1.0584 |
| S1 |
1.0573 |
1.0570 |
|