CME Swiss Franc Future December 2022
| Trading Metrics calculated at close of trading on 15-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2022 |
15-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0778 |
1.0825 |
0.0047 |
0.4% |
1.0691 |
| High |
1.0859 |
1.0835 |
-0.0024 |
-0.2% |
1.0747 |
| Low |
1.0762 |
1.0736 |
-0.0026 |
-0.2% |
1.0590 |
| Close |
1.0821 |
1.0775 |
-0.0046 |
-0.4% |
1.0722 |
| Range |
0.0097 |
0.0100 |
0.0003 |
2.6% |
0.0157 |
| ATR |
0.0112 |
0.0111 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
30,626 |
23,765 |
-6,861 |
-22.4% |
81,928 |
|
| Daily Pivots for day following 15-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1080 |
1.1027 |
1.0829 |
|
| R3 |
1.0981 |
1.0927 |
1.0802 |
|
| R2 |
1.0881 |
1.0881 |
1.0793 |
|
| R1 |
1.0828 |
1.0828 |
1.0784 |
1.0805 |
| PP |
1.0782 |
1.0782 |
1.0782 |
1.0770 |
| S1 |
1.0728 |
1.0728 |
1.0765 |
1.0705 |
| S2 |
1.0682 |
1.0682 |
1.0756 |
|
| S3 |
1.0583 |
1.0629 |
1.0747 |
|
| S4 |
1.0483 |
1.0529 |
1.0720 |
|
|
| Weekly Pivots for week ending 09-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1157 |
1.1097 |
1.0808 |
|
| R3 |
1.1000 |
1.0940 |
1.0765 |
|
| R2 |
1.0843 |
1.0843 |
1.0751 |
|
| R1 |
1.0783 |
1.0783 |
1.0736 |
1.0813 |
| PP |
1.0686 |
1.0686 |
1.0686 |
1.0702 |
| S1 |
1.0626 |
1.0626 |
1.0708 |
1.0656 |
| S2 |
1.0529 |
1.0529 |
1.0693 |
|
| S3 |
1.0372 |
1.0469 |
1.0679 |
|
| S4 |
1.0215 |
1.0312 |
1.0636 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0859 |
1.0667 |
0.0192 |
1.8% |
0.0104 |
1.0% |
56% |
False |
False |
25,304 |
| 10 |
1.0859 |
1.0590 |
0.0269 |
2.5% |
0.0103 |
1.0% |
69% |
False |
False |
21,056 |
| 20 |
1.0859 |
1.0450 |
0.0409 |
3.8% |
0.0104 |
1.0% |
79% |
False |
False |
19,004 |
| 40 |
1.0859 |
0.9901 |
0.0958 |
8.9% |
0.0117 |
1.1% |
91% |
False |
False |
21,680 |
| 60 |
1.0859 |
0.9901 |
0.0958 |
8.9% |
0.0120 |
1.1% |
91% |
False |
False |
23,204 |
| 80 |
1.0859 |
0.9901 |
0.0958 |
8.9% |
0.0112 |
1.0% |
91% |
False |
False |
19,907 |
| 100 |
1.0859 |
0.9901 |
0.0958 |
8.9% |
0.0102 |
1.0% |
91% |
False |
False |
15,940 |
| 120 |
1.0859 |
0.9901 |
0.0958 |
8.9% |
0.0094 |
0.9% |
91% |
False |
False |
13,290 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1258 |
|
2.618 |
1.1095 |
|
1.618 |
1.0996 |
|
1.000 |
1.0935 |
|
0.618 |
1.0896 |
|
HIGH |
1.0835 |
|
0.618 |
1.0797 |
|
0.500 |
1.0785 |
|
0.382 |
1.0774 |
|
LOW |
1.0736 |
|
0.618 |
1.0674 |
|
1.000 |
1.0636 |
|
1.618 |
1.0575 |
|
2.618 |
1.0475 |
|
4.250 |
1.0313 |
|
|
| Fisher Pivots for day following 15-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0785 |
1.0772 |
| PP |
1.0782 |
1.0769 |
| S1 |
1.0778 |
1.0766 |
|