CME Swiss Franc Future March 2023
| Trading Metrics calculated at close of trading on 14-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2022 |
14-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0509 |
1.0732 |
0.0223 |
2.1% |
1.0190 |
| High |
1.0792 |
1.0781 |
-0.0012 |
-0.1% |
1.0792 |
| Low |
1.0481 |
1.0715 |
0.0234 |
2.2% |
1.0190 |
| Close |
1.0781 |
1.0772 |
-0.0009 |
-0.1% |
1.0781 |
| Range |
0.0311 |
0.0066 |
-0.0246 |
-78.9% |
0.0602 |
| ATR |
0.0113 |
0.0110 |
-0.0003 |
-3.0% |
0.0000 |
| Volume |
106 |
31 |
-75 |
-70.8% |
436 |
|
| Daily Pivots for day following 14-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0952 |
1.0927 |
1.0808 |
|
| R3 |
1.0887 |
1.0862 |
1.0790 |
|
| R2 |
1.0821 |
1.0821 |
1.0784 |
|
| R1 |
1.0796 |
1.0796 |
1.0778 |
1.0809 |
| PP |
1.0756 |
1.0756 |
1.0756 |
1.0762 |
| S1 |
1.0731 |
1.0731 |
1.0765 |
1.0743 |
| S2 |
1.0690 |
1.0690 |
1.0759 |
|
| S3 |
1.0625 |
1.0665 |
1.0753 |
|
| S4 |
1.0559 |
1.0600 |
1.0735 |
|
|
| 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 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1059 |
|
2.618 |
1.0952 |
|
1.618 |
1.0886 |
|
1.000 |
1.0846 |
|
0.618 |
1.0821 |
|
HIGH |
1.0781 |
|
0.618 |
1.0755 |
|
0.500 |
1.0748 |
|
0.382 |
1.0740 |
|
LOW |
1.0715 |
|
0.618 |
1.0675 |
|
1.000 |
1.0650 |
|
1.618 |
1.0609 |
|
2.618 |
1.0544 |
|
4.250 |
1.0437 |
|
|
| Fisher Pivots for day following 14-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0764 |
1.0692 |
| PP |
1.0756 |
1.0612 |
| S1 |
1.0748 |
1.0532 |
|