CME Swiss Franc Future March 2023

Trading Metrics calculated at close of trading on 04-Nov-2022

Day Change Summary
	Previous	Current
	03-Nov-2022	04-Nov-2022	Change	Change %	Previous Week
Open	1.0114	1.0047	-0.0067	-0.7%	1.0194
High	1.0124	1.0223	0.0099	1.0%	1.0223
Low	1.0010	1.0015	0.0005	0.0%	1.0010
Close	1.0029	1.0211	0.0182	1.8%	1.0211
Range	0.0114	0.0208	0.0094	82.8%	0.0213
ATR	0.0080	0.0089	0.0009	11.5%	0.0000
Volume	27	36	9	33.3%	83

Daily Pivots for day following 04-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.0772	1.0699	1.0325
R3	1.0564	1.0491	1.0268
R2	1.0357	1.0357	1.0249
R1	1.0284	1.0284	1.0230	1.0320
PP	1.0149	1.0149	1.0149	1.0168
S1	1.0076	1.0076	1.0191	1.0113
S2	0.9942	0.9942	1.0172
S3	0.9734	0.9869	1.0153
S4	0.9527	0.9661	1.0096

Weekly Pivots for week ending 04-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.0785	1.0710	1.0327
R3	1.0573	1.0498	1.0269
R2	1.0360	1.0360	1.0249
R1	1.0285	1.0285	1.0230	1.0323
PP	1.0148	1.0148	1.0148	1.0166
S1	1.0073	1.0073	1.0191	1.0110
S2	0.9935	0.9935	1.0172
S3	0.9723	0.9860	1.0152
S4	0.9510	0.9648	1.0094

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0223	1.0010	0.0213	2.1%	0.0094	0.9%	94%	True	False	16
10	1.0302	1.0010	0.0292	2.9%	0.0081	0.8%	69%	False	False	21
20	1.0302	1.0010	0.0292	2.9%	0.0065	0.6%	69%	False	False	19
40	1.0700	1.0010	0.0690	6.8%	0.0062	0.6%	29%	False	False	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	0.0012
Widest range in 52 trading days

Fibonacci Retracements and Extensions
4.250	1.1104
2.618	1.0766
1.618	1.0558
1.000	1.0430
0.618	1.0351
HIGH	1.0223
0.618	1.0143
0.500	1.0119
0.382	1.0094
LOW	1.0015
0.618	0.9887
1.000	0.9808
1.618	0.9679
2.618	0.9472
4.250	0.9133

Fisher Pivots for day following 04-Nov-2022
Pivot	1 day	3 day
R1	1.0180	1.0179
PP	1.0149	1.0148
S1	1.0119	1.0116

Download as Excel Spreadsheet

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

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