CME Swiss Franc Future March 2023

Trading Metrics calculated at close of trading on 07-Nov-2022

Day Change Summary
	Previous	Current
	04-Nov-2022	07-Nov-2022	Change	Change %	Previous Week
Open	1.0047	1.0190	0.0143	1.4%	1.0194
High	1.0223	1.0282	0.0060	0.6%	1.0223
Low	1.0015	1.0190	0.0175	1.7%	1.0010
Close	1.0211	1.0278	0.0068	0.7%	1.0211
Range	0.0208	0.0092	-0.0116	-55.7%	0.0213
ATR	0.0089	0.0089	0.0000	0.3%	0.0000
Volume	36	42	6	16.7%	83

Daily Pivots for day following 07-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.0526	1.0494	1.0329
R3	1.0434	1.0402	1.0303
R2	1.0342	1.0342	1.0295
R1	1.0310	1.0310	1.0286	1.0326
PP	1.0250	1.0250	1.0250	1.0258
S1	1.0218	1.0218	1.0270	1.0234
S2	1.0158	1.0158	1.0261
S3	1.0066	1.0126	1.0253
S4	0.9974	1.0034	1.0227

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	1.0282	1.0010	0.0272	2.6%	0.0102	1.0%	99%	True	False	24
10	1.0302	1.0010	0.0292	2.8%	0.0085	0.8%	92%	False	False	23
20	1.0302	1.0010	0.0292	2.8%	0.0068	0.7%	92%	False	False	19
40	1.0700	1.0010	0.0690	6.7%	0.0063	0.6%	39%	False	False	23

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0673
2.618	1.0523
1.618	1.0431
1.000	1.0374
0.618	1.0339
HIGH	1.0282
0.618	1.0247
0.500	1.0236
0.382	1.0225
LOW	1.0190
0.618	1.0133
1.000	1.0098
1.618	1.0041
2.618	0.9949
4.250	0.9799

Fisher Pivots for day following 07-Nov-2022
Pivot	1 day	3 day
R1	1.0264	1.0234
PP	1.0250	1.0190
S1	1.0236	1.0146

Download as Excel Spreadsheet

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

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