CME Swiss Franc Future December 2022
Trading Metrics calculated at close of trading on 19-Dec-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2022 |
19-Dec-2022 |
Change |
Change % |
Previous Week |
Open |
1.0774 |
1.0705 |
-0.0069 |
-0.6% |
1.0709 |
High |
1.0807 |
1.0770 |
-0.0037 |
-0.3% |
1.0859 |
Low |
1.0707 |
1.0700 |
-0.0007 |
-0.1% |
1.0670 |
Close |
1.0719 |
1.0737 |
0.0018 |
0.2% |
1.0719 |
Range |
0.0101 |
0.0070 |
-0.0031 |
-30.3% |
0.0189 |
ATR |
0.0110 |
0.0107 |
-0.0003 |
-2.6% |
0.0000 |
Volume |
5,014 |
347 |
-4,667 |
-93.1% |
110,562 |
|
Daily Pivots for day following 19-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0946 |
1.0911 |
1.0775 |
|
R3 |
1.0876 |
1.0841 |
1.0756 |
|
R2 |
1.0806 |
1.0806 |
1.0749 |
|
R1 |
1.0771 |
1.0771 |
1.0743 |
1.0788 |
PP |
1.0736 |
1.0736 |
1.0736 |
1.0744 |
S1 |
1.0701 |
1.0701 |
1.0730 |
1.0718 |
S2 |
1.0666 |
1.0666 |
1.0724 |
|
S3 |
1.0596 |
1.0631 |
1.0717 |
|
S4 |
1.0526 |
1.0561 |
1.0698 |
|
|
Weekly Pivots for week ending 16-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1316 |
1.1207 |
1.0823 |
|
R3 |
1.1127 |
1.1018 |
1.0771 |
|
R2 |
1.0938 |
1.0938 |
1.0754 |
|
R1 |
1.0829 |
1.0829 |
1.0736 |
1.0883 |
PP |
1.0749 |
1.0749 |
1.0749 |
1.0776 |
S1 |
1.0640 |
1.0640 |
1.0702 |
1.0694 |
S2 |
1.0560 |
1.0560 |
1.0684 |
|
S3 |
1.0371 |
1.0451 |
1.0667 |
|
S4 |
1.0182 |
1.0262 |
1.0615 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0859 |
1.0674 |
0.0185 |
1.7% |
0.0107 |
1.0% |
34% |
False |
False |
19,034 |
10 |
1.0859 |
1.0590 |
0.0269 |
2.5% |
0.0095 |
0.9% |
55% |
False |
False |
17,611 |
20 |
1.0859 |
1.0450 |
0.0409 |
3.8% |
0.0103 |
1.0% |
70% |
False |
False |
17,746 |
40 |
1.0859 |
0.9901 |
0.0958 |
8.9% |
0.0115 |
1.1% |
87% |
False |
False |
20,421 |
60 |
1.0859 |
0.9901 |
0.0958 |
8.9% |
0.0117 |
1.1% |
87% |
False |
False |
21,879 |
80 |
1.0859 |
0.9901 |
0.0958 |
8.9% |
0.0113 |
1.1% |
87% |
False |
False |
19,972 |
100 |
1.0859 |
0.9901 |
0.0958 |
8.9% |
0.0103 |
1.0% |
87% |
False |
False |
15,993 |
120 |
1.0859 |
0.9901 |
0.0958 |
8.9% |
0.0095 |
0.9% |
87% |
False |
False |
13,334 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1068 |
2.618 |
1.0953 |
1.618 |
1.0883 |
1.000 |
1.0840 |
0.618 |
1.0813 |
HIGH |
1.0770 |
0.618 |
1.0743 |
0.500 |
1.0735 |
0.382 |
1.0727 |
LOW |
1.0700 |
0.618 |
1.0657 |
1.000 |
1.0630 |
1.618 |
1.0587 |
2.618 |
1.0517 |
4.250 |
1.0403 |
|
|
Fisher Pivots for day following 19-Dec-2022 |
Pivot |
1 day |
3 day |
R1 |
1.0736 |
1.0768 |
PP |
1.0736 |
1.0757 |
S1 |
1.0735 |
1.0747 |
|