CME Swiss Franc Future March 2023

Trading Metrics calculated at close of trading on 11-Nov-2022

Day Change Summary
	Previous	Current
	10-Nov-2022	11-Nov-2022	Change	Change %	Previous Week
Open	1.0273	1.0509	0.0237	2.3%	1.0190
High	1.0526	1.0792	0.0267	2.5%	1.0792
Low	1.0273	1.0481	0.0209	2.0%	1.0190
Close	1.0497	1.0781	0.0284	2.7%	1.0781
Range	0.0253	0.0311	0.0058	22.9%	0.0602
ATR	0.0098	0.0113	0.0015	15.5%	0.0000
Volume	205	106	-99	-48.3%	436

Daily Pivots for day following 11-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.1618	1.1510	1.0952
R3	1.1307	1.1199	1.0866
R2	1.0996	1.0996	1.0838
R1	1.0888	1.0888	1.0809	1.0942
PP	1.0685	1.0685	1.0685	1.0711
S1	1.0577	1.0577	1.0752	1.0631
S2	1.0374	1.0374	1.0723
S3	1.0063	1.0266	1.0695
S4	0.9752	0.9955	1.0609

Weekly Pivots for week ending 11-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.2394	1.2189	1.1112
R3	1.1792	1.1587	1.0946
R2	1.1190	1.1190	1.0891
R1	1.0985	1.0985	1.0836	1.1087
PP	1.0588	1.0588	1.0588	1.0639
S1	1.0383	1.0383	1.0725	1.0485
S2	0.9986	0.9986	1.0670
S3	0.9384	0.9781	1.0615
S4	0.8782	0.9179	1.0449

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0792	1.0190	0.0602	5.6%	0.0158	1.5%	98%	True	False	87
10	1.0792	1.0010	0.0782	7.3%	0.0126	1.2%	99%	True	False	51
20	1.0792	1.0010	0.0782	7.3%	0.0089	0.8%	99%	True	False	36
40	1.0792	1.0010	0.0782	7.3%	0.0075	0.7%	99%	True	False	25

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	0.0011
Widest range in 57 trading days

Fibonacci Retracements and Extensions
4.250	1.2114
2.618	1.1606
1.618	1.1295
1.000	1.1103
0.618	1.0984
HIGH	1.0792
0.618	1.0673
0.500	1.0637
0.382	1.0600
LOW	1.0481
0.618	1.0289
1.000	1.0170
1.618	0.9978
2.618	0.9667
4.250	0.9159

Fisher Pivots for day following 11-Nov-2022
Pivot	1 day	3 day
R1	1.0733	1.0698
PP	1.0685	1.0615
S1	1.0637	1.0532

Download as Excel Spreadsheet

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

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