CME Swiss Franc Future March 2023
| Trading Metrics calculated at close of trading on 08-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2022 |
08-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0190 |
1.0240 |
0.0050 |
0.5% |
1.0194 |
| High |
1.0282 |
1.0323 |
0.0041 |
0.4% |
1.0223 |
| Low |
1.0190 |
1.0240 |
0.0050 |
0.5% |
1.0010 |
| Close |
1.0278 |
1.0301 |
0.0023 |
0.2% |
1.0211 |
| Range |
0.0092 |
0.0083 |
-0.0009 |
-9.8% |
0.0213 |
| ATR |
0.0089 |
0.0089 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
42 |
22 |
-20 |
-47.6% |
83 |
|
| Daily Pivots for day following 08-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0537 |
1.0502 |
1.0347 |
|
| R3 |
1.0454 |
1.0419 |
1.0324 |
|
| R2 |
1.0371 |
1.0371 |
1.0316 |
|
| R1 |
1.0336 |
1.0336 |
1.0309 |
1.0354 |
| PP |
1.0288 |
1.0288 |
1.0288 |
1.0297 |
| S1 |
1.0253 |
1.0253 |
1.0293 |
1.0271 |
| S2 |
1.0205 |
1.0205 |
1.0286 |
|
| S3 |
1.0122 |
1.0170 |
1.0278 |
|
| S4 |
1.0039 |
1.0087 |
1.0255 |
|
|
| 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 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0676 |
|
2.618 |
1.0540 |
|
1.618 |
1.0457 |
|
1.000 |
1.0406 |
|
0.618 |
1.0374 |
|
HIGH |
1.0323 |
|
0.618 |
1.0291 |
|
0.500 |
1.0282 |
|
0.382 |
1.0272 |
|
LOW |
1.0240 |
|
0.618 |
1.0189 |
|
1.000 |
1.0157 |
|
1.618 |
1.0106 |
|
2.618 |
1.0023 |
|
4.250 |
0.9887 |
|
|
| Fisher Pivots for day following 08-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0295 |
1.0257 |
| PP |
1.0288 |
1.0213 |
| S1 |
1.0282 |
1.0169 |
|