CME Swiss Franc Future March 2023

Trading Metrics calculated at close of trading on 16-Nov-2022

Day Change Summary
	Previous	Current
	15-Nov-2022	16-Nov-2022	Change	Change %	Previous Week
Open	1.0740	1.0718	-0.0023	-0.2%	1.0190
High	1.0801	1.0798	-0.0003	0.0%	1.0792
Low	1.0720	1.0718	-0.0003	0.0%	1.0190
Close	1.0759	1.0742	-0.0018	-0.2%	1.0781
Range	0.0081	0.0080	-0.0001	-0.6%	0.0602
ATR	0.0108	0.0106	-0.0002	-1.8%	0.0000
Volume	67	29	-38	-56.7%	436

Daily Pivots for day following 16-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.0992	1.0947	1.0786
R3	1.0912	1.0867	1.0764
R2	1.0832	1.0832	1.0756
R1	1.0787	1.0787	1.0749	1.0810
PP	1.0752	1.0752	1.0752	1.0764
S1	1.0707	1.0707	1.0734	1.0730
S2	1.0672	1.0672	1.0727
S3	1.0592	1.0627	1.0720
S4	1.0512	1.0547	1.0698

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%	0.0158	1.5%	89%	False	False	87
10	1.0801	1.0010	0.0791	7.4%	0.0134	1.2%	93%	False	False	62
20	1.0801	1.0010	0.0791	7.4%	0.0100	0.9%	93%	False	False	42
40	1.0801	1.0010	0.0791	7.4%	0.0079	0.7%	93%	False	False	25

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0013
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1138
2.618	1.1007
1.618	1.0927
1.000	1.0878
0.618	1.0847
HIGH	1.0798
0.618	1.0767
0.500	1.0758
0.382	1.0748
LOW	1.0718
0.618	1.0668
1.000	1.0638
1.618	1.0588
2.618	1.0508
4.250	1.0378

Fisher Pivots for day following 16-Nov-2022
Pivot	1 day	3 day
R1	1.0758	1.0758
PP	1.0752	1.0752
S1	1.0747	1.0747

Download as Excel Spreadsheet

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

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