CME Swiss Franc Future December 2022
| Trading Metrics calculated at close of trading on 06-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2022 |
06-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0691 |
1.0630 |
-0.0061 |
-0.6% |
1.0589 |
| High |
1.0733 |
1.0675 |
-0.0058 |
-0.5% |
1.0740 |
| Low |
1.0614 |
1.0590 |
-0.0024 |
-0.2% |
1.0495 |
| Close |
1.0625 |
1.0630 |
0.0006 |
0.1% |
1.0685 |
| Range |
0.0119 |
0.0085 |
-0.0034 |
-28.6% |
0.0245 |
| ATR |
0.0120 |
0.0117 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
16,727 |
13,733 |
-2,994 |
-17.9% |
104,003 |
|
| Daily Pivots for day following 06-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0887 |
1.0843 |
1.0677 |
|
| R3 |
1.0802 |
1.0758 |
1.0653 |
|
| R2 |
1.0717 |
1.0717 |
1.0646 |
|
| R1 |
1.0673 |
1.0673 |
1.0638 |
1.0695 |
| PP |
1.0632 |
1.0632 |
1.0632 |
1.0643 |
| S1 |
1.0588 |
1.0588 |
1.0622 |
1.0610 |
| S2 |
1.0547 |
1.0547 |
1.0614 |
|
| S3 |
1.0462 |
1.0503 |
1.0607 |
|
| S4 |
1.0377 |
1.0418 |
1.0583 |
|
|
| 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% |
0.0114 |
1.1% |
55% |
False |
False |
20,643 |
| 10 |
1.0740 |
1.0459 |
0.0281 |
2.6% |
0.0112 |
1.1% |
61% |
False |
False |
18,158 |
| 20 |
1.0740 |
1.0119 |
0.0621 |
5.8% |
0.0124 |
1.2% |
82% |
False |
False |
20,637 |
| 40 |
1.0740 |
0.9901 |
0.0839 |
7.9% |
0.0118 |
1.1% |
87% |
False |
False |
21,383 |
| 60 |
1.0740 |
0.9901 |
0.0839 |
7.9% |
0.0118 |
1.1% |
87% |
False |
False |
23,107 |
| 80 |
1.0740 |
0.9901 |
0.0839 |
7.9% |
0.0108 |
1.0% |
87% |
False |
False |
17,950 |
| 100 |
1.0755 |
0.9901 |
0.0854 |
8.0% |
0.0100 |
0.9% |
85% |
False |
False |
14,372 |
| 120 |
1.0755 |
0.9901 |
0.0854 |
8.0% |
0.0095 |
0.9% |
85% |
False |
False |
11,983 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1036 |
|
2.618 |
1.0898 |
|
1.618 |
1.0813 |
|
1.000 |
1.0760 |
|
0.618 |
1.0728 |
|
HIGH |
1.0675 |
|
0.618 |
1.0643 |
|
0.500 |
1.0633 |
|
0.382 |
1.0622 |
|
LOW |
1.0590 |
|
0.618 |
1.0537 |
|
1.000 |
1.0505 |
|
1.618 |
1.0452 |
|
2.618 |
1.0367 |
|
4.250 |
1.0229 |
|
|
| Fisher Pivots for day following 06-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0633 |
1.0665 |
| PP |
1.0632 |
1.0653 |
| S1 |
1.0631 |
1.0642 |
|