CME Swiss Franc Future March 2023

Trading Metrics calculated at close of trading on 03-Nov-2022

Day Change Summary
	Previous	Current
	02-Nov-2022	03-Nov-2022	Change	Change %	Previous Week
Open	1.0176	1.0114	-0.0062	-0.6%	1.0200
High	1.0195	1.0124	-0.0072	-0.7%	1.0302
Low	1.0133	1.0010	-0.0123	-1.2%	1.0140
Close	1.0171	1.0029	-0.0143	-1.4%	1.0192
Range	0.0062	0.0114	0.0052	83.1%	0.0162
ATR	0.0073	0.0080	0.0006	8.5%	0.0000
Volume	11	27	16	145.5%	130

Daily Pivots for day following 03-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.0395	1.0325	1.0091
R3	1.0281	1.0212	1.0060
R2	1.0168	1.0168	1.0049
R1	1.0098	1.0098	1.0039	1.0076
PP	1.0054	1.0054	1.0054	1.0043
S1	0.9985	0.9985	1.0018	0.9963
S2	0.9941	0.9941	1.0008
S3	0.9827	0.9871	0.9997
S4	0.9714	0.9758	0.9966

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	1.0272	1.0010	0.0262	2.6%	0.0072	0.7%	7%	False	True	15
10	1.0302	1.0010	0.0292	2.9%	0.0078	0.8%	6%	False	True	25
20	1.0302	1.0010	0.0292	2.9%	0.0058	0.6%	6%	False	True	17
40	1.0700	1.0010	0.0690	6.9%	0.0060	0.6%	3%	False	True	22

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	1.0606
2.618	1.0421
1.618	1.0307
1.000	1.0237
0.618	1.0194
HIGH	1.0124
0.618	1.0080
0.500	1.0067
0.382	1.0053
LOW	1.0010
0.618	0.9940
1.000	0.9897
1.618	0.9826
2.618	0.9713
4.250	0.9528

Fisher Pivots for day following 03-Nov-2022
Pivot	1 day	3 day
R1	1.0067	1.0103
PP	1.0054	1.0078
S1	1.0041	1.0053

Download as Excel Spreadsheet

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

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