CME Swiss Franc Future March 2023

Trading Metrics calculated at close of trading on 10-Nov-2022

Day Change Summary
	Previous	Current
	09-Nov-2022	10-Nov-2022	Change	Change %	Previous Week
Open	1.0330	1.0273	-0.0058	-0.6%	1.0194
High	1.0350	1.0526	0.0176	1.7%	1.0223
Low	1.0297	1.0273	-0.0025	-0.2%	1.0010
Close	1.0299	1.0497	0.0199	1.9%	1.0211
Range	0.0053	0.0253	0.0200	377.4%	0.0213
ATR	0.0086	0.0098	0.0012	13.9%	0.0000
Volume	61	205	144	236.1%	83

Daily Pivots for day following 10-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.1191	1.1097	1.0636
R3	1.0938	1.0844	1.0567
R2	1.0685	1.0685	1.0543
R1	1.0591	1.0591	1.0520	1.0638
PP	1.0432	1.0432	1.0432	1.0455
S1	1.0338	1.0338	1.0474	1.0385
S2	1.0179	1.0179	1.0451
S3	0.9926	1.0085	1.0427
S4	0.9673	0.9832	1.0358

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	1.0526	1.0015	0.0511	4.9%	0.0138	1.3%	94%	True	False	73
10	1.0526	1.0010	0.0516	4.9%	0.0105	1.0%	94%	True	False	44
20	1.0526	1.0010	0.0516	4.9%	0.0078	0.7%	94%	True	False	31
40	1.0558	1.0010	0.0548	5.2%	0.0067	0.6%	89%	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	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 56 trading days

Fibonacci Retracements and Extensions
4.250	1.1601
2.618	1.1188
1.618	1.0935
1.000	1.0779
0.618	1.0682
HIGH	1.0526
0.618	1.0429
0.500	1.0399
0.382	1.0369
LOW	1.0273
0.618	1.0116
1.000	1.0020
1.618	0.9863
2.618	0.9610
4.250	0.9197

Fisher Pivots for day following 10-Nov-2022
Pivot	1 day	3 day
R1	1.0464	1.0459
PP	1.0432	1.0421
S1	1.0399	1.0383

Download as Excel Spreadsheet

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

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