CME Swiss Franc Future March 2023

Trading Metrics calculated at close of trading on 02-Nov-2022

Day Change Summary
	Previous	Current
	01-Nov-2022	02-Nov-2022	Change	Change %	Previous Week
Open	1.0147	1.0176	0.0029	0.3%	1.0200
High	1.0180	1.0195	0.0015	0.1%	1.0302
Low	1.0147	1.0133	-0.0014	-0.1%	1.0140
Close	1.0155	1.0171	0.0016	0.2%	1.0192
Range	0.0033	0.0062	0.0029	87.9%	0.0162
ATR	0.0074	0.0073	-0.0001	-1.2%	0.0000
Volume	4	11	7	175.0%	130

Daily Pivots for day following 02-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.0352	1.0324	1.0205
R3	1.0290	1.0262	1.0188
R2	1.0228	1.0228	1.0182
R1	1.0200	1.0200	1.0177	1.0183
PP	1.0166	1.0166	1.0166	1.0158
S1	1.0138	1.0138	1.0165	1.0121
S2	1.0104	1.0104	1.0160
S3	1.0042	1.0076	1.0154
S4	0.9980	1.0014	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	1.0282	1.0133	0.0149	1.5%	0.0057	0.6%	26%	False	True	21
10	1.0302	1.0020	0.0282	2.8%	0.0066	0.7%	54%	False	False	22
20	1.0302	1.0020	0.0282	2.8%	0.0052	0.5%	54%	False	False	16
40	1.0700	1.0020	0.0680	6.7%	0.0059	0.6%	22%	False	False	21

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0459
2.618	1.0357
1.618	1.0295
1.000	1.0257
0.618	1.0233
HIGH	1.0195
0.618	1.0171
0.500	1.0164
0.382	1.0157
LOW	1.0133
0.618	1.0095
1.000	1.0071
1.618	1.0033
2.618	0.9971
4.250	0.9870

Fisher Pivots for day following 02-Nov-2022
Pivot	1 day	3 day
R1	1.0169	1.0169
PP	1.0166	1.0167
S1	1.0164	1.0165

Download as Excel Spreadsheet

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

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