CME Swiss Franc Future December 2022
| Trading Metrics calculated at close of trading on 02-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2022 |
02-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0599 |
1.0692 |
0.0093 |
0.9% |
1.0589 |
| High |
1.0697 |
1.0740 |
0.0043 |
0.4% |
1.0740 |
| Low |
1.0588 |
1.0610 |
0.0022 |
0.2% |
1.0495 |
| Close |
1.0695 |
1.0685 |
-0.0011 |
-0.1% |
1.0685 |
| Range |
0.0109 |
0.0130 |
0.0021 |
19.3% |
0.0245 |
| ATR |
0.0119 |
0.0120 |
0.0001 |
0.6% |
0.0000 |
| Volume |
22,529 |
23,093 |
564 |
2.5% |
104,003 |
|
| Daily Pivots for day following 02-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1068 |
1.1006 |
1.0756 |
|
| R3 |
1.0938 |
1.0876 |
1.0720 |
|
| R2 |
1.0808 |
1.0808 |
1.0708 |
|
| R1 |
1.0746 |
1.0746 |
1.0696 |
1.0712 |
| PP |
1.0678 |
1.0678 |
1.0678 |
1.0661 |
| S1 |
1.0616 |
1.0616 |
1.0673 |
1.0582 |
| S2 |
1.0548 |
1.0548 |
1.0661 |
|
| S3 |
1.0418 |
1.0486 |
1.0649 |
|
| S4 |
1.0288 |
1.0356 |
1.0613 |
|
|
| Weekly Pivots for week ending 02-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1375 |
1.1275 |
1.0819 |
|
| R3 |
1.1130 |
1.1030 |
1.0752 |
|
| R2 |
1.0885 |
1.0885 |
1.0729 |
|
| R1 |
1.0785 |
1.0785 |
1.0707 |
1.0835 |
| PP |
1.0640 |
1.0640 |
1.0640 |
1.0665 |
| S1 |
1.0540 |
1.0540 |
1.0662 |
1.0590 |
| S2 |
1.0395 |
1.0395 |
1.0640 |
|
| S3 |
1.0150 |
1.0295 |
1.0617 |
|
| S4 |
0.9905 |
1.0050 |
1.0550 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0740 |
1.0495 |
0.0245 |
2.3% |
0.0113 |
1.1% |
77% |
True |
False |
20,800 |
| 10 |
1.0740 |
1.0450 |
0.0291 |
2.7% |
0.0104 |
1.0% |
81% |
True |
False |
17,399 |
| 20 |
1.0740 |
0.9903 |
0.0838 |
7.8% |
0.0129 |
1.2% |
93% |
True |
False |
21,412 |
| 40 |
1.0740 |
0.9901 |
0.0839 |
7.9% |
0.0117 |
1.1% |
93% |
True |
False |
21,592 |
| 60 |
1.0740 |
0.9901 |
0.0839 |
7.9% |
0.0119 |
1.1% |
93% |
True |
False |
23,031 |
| 80 |
1.0755 |
0.9901 |
0.0854 |
8.0% |
0.0106 |
1.0% |
92% |
False |
False |
17,571 |
| 100 |
1.0755 |
0.9901 |
0.0854 |
8.0% |
0.0099 |
0.9% |
92% |
False |
False |
14,067 |
| 120 |
1.0755 |
0.9901 |
0.0854 |
8.0% |
0.0094 |
0.9% |
92% |
False |
False |
11,729 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1293 |
|
2.618 |
1.1080 |
|
1.618 |
1.0950 |
|
1.000 |
1.0870 |
|
0.618 |
1.0820 |
|
HIGH |
1.0740 |
|
0.618 |
1.0690 |
|
0.500 |
1.0675 |
|
0.382 |
1.0660 |
|
LOW |
1.0610 |
|
0.618 |
1.0530 |
|
1.000 |
1.0480 |
|
1.618 |
1.0400 |
|
2.618 |
1.0270 |
|
4.250 |
1.0058 |
|
|
| Fisher Pivots for day following 02-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0681 |
1.0662 |
| PP |
1.0678 |
1.0640 |
| S1 |
1.0675 |
1.0618 |
|