CME Swiss Franc Future March 2023

Trading Metrics calculated at close of trading on 01-Nov-2022

Day Change Summary
	Previous	Current
	31-Oct-2022	01-Nov-2022	Change	Change %	Previous Week
Open	1.0194	1.0147	-0.0047	-0.5%	1.0200
High	1.0197	1.0180	-0.0017	-0.2%	1.0302
Low	1.0141	1.0147	0.0006	0.1%	1.0140
Close	1.0141	1.0155	0.0014	0.1%	1.0192
Range	0.0056	0.0033	-0.0023	-41.1%	0.0162
ATR	0.0077	0.0074	-0.0003	-3.5%	0.0000
Volume	5	4	-1	-20.0%	130

Daily Pivots for day following 01-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.0260	1.0240	1.0173
R3	1.0227	1.0207	1.0164
R2	1.0194	1.0194	1.0161
R1	1.0174	1.0174	1.0158	1.0184
PP	1.0161	1.0161	1.0161	1.0166
S1	1.0141	1.0141	1.0152	1.0151
S2	1.0128	1.0128	1.0149
S3	1.0095	1.0108	1.0146
S4	1.0062	1.0075	1.0137

Weekly Pivots for week ending 28-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.0696	1.0605	1.0280
R3	1.0534	1.0444	1.0236
R2	1.0373	1.0373	1.0221
R1	1.0282	1.0282	1.0206	1.0247
PP	1.0211	1.0211	1.0211	1.0193
S1	1.0121	1.0121	1.0177	1.0085
S2	1.0050	1.0050	1.0162
S3	0.9888	0.9959	1.0147
S4	0.9727	0.9798	1.0103

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0302	1.0141	0.0161	1.6%	0.0059	0.6%	9%	False	False	22
10	1.0302	1.0020	0.0282	2.8%	0.0060	0.6%	48%	False	False	21
20	1.0380	1.0020	0.0360	3.5%	0.0051	0.5%	38%	False	False	16
40	1.0700	1.0020	0.0680	6.7%	0.0057	0.6%	20%	False	False	21

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1.0320
2.618	1.0266
1.618	1.0233
1.000	1.0213
0.618	1.0200
HIGH	1.0180
0.618	1.0167
0.500	1.0164
0.382	1.0160
LOW	1.0147
0.618	1.0127
1.000	1.0114
1.618	1.0094
2.618	1.0061
4.250	1.0007

Fisher Pivots for day following 01-Nov-2022
Pivot	1 day	3 day
R1	1.0164	1.0207
PP	1.0161	1.0189
S1	1.0158	1.0172

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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