CME Swiss Franc Future March 2023

Trading Metrics calculated at close of trading on 15-Nov-2022

Day Change Summary
	Previous	Current
	14-Nov-2022	15-Nov-2022	Change	Change %	Previous Week
Open	1.0732	1.0740	0.0008	0.1%	1.0190
High	1.0781	1.0801	0.0020	0.2%	1.0792
Low	1.0715	1.0720	0.0005	0.0%	1.0190
Close	1.0772	1.0759	-0.0013	-0.1%	1.0781
Range	0.0066	0.0081	0.0015	22.9%	0.0602
ATR	0.0110	0.0108	-0.0002	-1.9%	0.0000
Volume	31	67	36	116.1%	436

Daily Pivots for day following 15-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.1001	1.0961	1.0803
R3	1.0921	1.0880	1.0781
R2	1.0840	1.0840	1.0774
R1	1.0800	1.0800	1.0766	1.0820
PP	1.0760	1.0760	1.0760	1.0770
S1	1.0719	1.0719	1.0752	1.0740
S2	1.0679	1.0679	1.0744
S3	1.0599	1.0639	1.0737
S4	1.0518	1.0558	1.0715

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	1.0801	1.0273	0.0528	4.9%	0.0153	1.4%	92%	True	False	94
10	1.0801	1.0010	0.0791	7.3%	0.0132	1.2%	95%	True	False	60
20	1.0801	1.0010	0.0791	7.3%	0.0096	0.9%	95%	True	False	41
40	1.0801	1.0010	0.0791	7.3%	0.0077	0.7%	95%	True	False	27

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0015
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1143
2.618	1.1011
1.618	1.0931
1.000	1.0881
0.618	1.0850
HIGH	1.0801
0.618	1.0770
0.500	1.0760
0.382	1.0751
LOW	1.0720
0.618	1.0670
1.000	1.0640
1.618	1.0590
2.618	1.0509
4.250	1.0378

Fisher Pivots for day following 15-Nov-2022
Pivot	1 day	3 day
R1	1.0760	1.0720
PP	1.0760	1.0680
S1	1.0759	1.0641

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols