CME Swiss Franc Future December 2022
| Trading Metrics calculated at close of trading on 01-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2022 |
01-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0507 |
1.0599 |
0.0092 |
0.9% |
1.0517 |
| High |
1.0624 |
1.0697 |
0.0073 |
0.7% |
1.0679 |
| Low |
1.0495 |
1.0588 |
0.0093 |
0.9% |
1.0450 |
| Close |
1.0603 |
1.0695 |
0.0093 |
0.9% |
1.0604 |
| Range |
0.0129 |
0.0109 |
-0.0020 |
-15.5% |
0.0229 |
| ATR |
0.0120 |
0.0119 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
27,134 |
22,529 |
-4,605 |
-17.0% |
58,095 |
|
| Daily Pivots for day following 01-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0987 |
1.0950 |
1.0755 |
|
| R3 |
1.0878 |
1.0841 |
1.0725 |
|
| R2 |
1.0769 |
1.0769 |
1.0715 |
|
| R1 |
1.0732 |
1.0732 |
1.0705 |
1.0751 |
| PP |
1.0660 |
1.0660 |
1.0660 |
1.0669 |
| S1 |
1.0623 |
1.0623 |
1.0685 |
1.0642 |
| S2 |
1.0551 |
1.0551 |
1.0675 |
|
| S3 |
1.0442 |
1.0514 |
1.0665 |
|
| S4 |
1.0333 |
1.0405 |
1.0635 |
|
|
| 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 |
1.0697 |
1.0495 |
0.0202 |
1.9% |
0.0113 |
1.1% |
99% |
True |
False |
20,293 |
| 10 |
1.0697 |
1.0450 |
0.0248 |
2.3% |
0.0105 |
1.0% |
99% |
True |
False |
16,951 |
| 20 |
1.0728 |
0.9901 |
0.0827 |
7.7% |
0.0130 |
1.2% |
96% |
False |
False |
21,665 |
| 40 |
1.0728 |
0.9901 |
0.0827 |
7.7% |
0.0117 |
1.1% |
96% |
False |
False |
21,473 |
| 60 |
1.0728 |
0.9901 |
0.0827 |
7.7% |
0.0119 |
1.1% |
96% |
False |
False |
22,787 |
| 80 |
1.0755 |
0.9901 |
0.0854 |
8.0% |
0.0106 |
1.0% |
93% |
False |
False |
17,283 |
| 100 |
1.0755 |
0.9901 |
0.0854 |
8.0% |
0.0098 |
0.9% |
93% |
False |
False |
13,837 |
| 120 |
1.0755 |
0.9901 |
0.0854 |
8.0% |
0.0093 |
0.9% |
93% |
False |
False |
11,537 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1160 |
|
2.618 |
1.0982 |
|
1.618 |
1.0873 |
|
1.000 |
1.0806 |
|
0.618 |
1.0764 |
|
HIGH |
1.0697 |
|
0.618 |
1.0655 |
|
0.500 |
1.0643 |
|
0.382 |
1.0630 |
|
LOW |
1.0588 |
|
0.618 |
1.0521 |
|
1.000 |
1.0479 |
|
1.618 |
1.0412 |
|
2.618 |
1.0303 |
|
4.250 |
1.0125 |
|
|
| Fisher Pivots for day following 01-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0678 |
1.0662 |
| PP |
1.0660 |
1.0629 |
| S1 |
1.0643 |
1.0596 |
|