CME Swiss Franc Future March 2023
| Trading Metrics calculated at close of trading on 17-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2022 |
17-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0718 |
1.0720 |
0.0003 |
0.0% |
1.0190 |
| High |
1.0798 |
1.0732 |
-0.0066 |
-0.6% |
1.0792 |
| Low |
1.0718 |
1.0615 |
-0.0103 |
-1.0% |
1.0190 |
| Close |
1.0742 |
1.0651 |
-0.0091 |
-0.8% |
1.0781 |
| Range |
0.0080 |
0.0118 |
0.0038 |
46.9% |
0.0602 |
| ATR |
0.0106 |
0.0107 |
0.0002 |
1.4% |
0.0000 |
| Volume |
29 |
44 |
15 |
51.7% |
436 |
|
| Daily Pivots for day following 17-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1018 |
1.0952 |
1.0716 |
|
| R3 |
1.0901 |
1.0835 |
1.0683 |
|
| R2 |
1.0783 |
1.0783 |
1.0673 |
|
| R1 |
1.0717 |
1.0717 |
1.0662 |
1.0692 |
| PP |
1.0666 |
1.0666 |
1.0666 |
1.0653 |
| S1 |
1.0600 |
1.0600 |
1.0640 |
1.0574 |
| S2 |
1.0548 |
1.0548 |
1.0629 |
|
| S3 |
1.0431 |
1.0482 |
1.0619 |
|
| S4 |
1.0313 |
1.0365 |
1.0586 |
|
|
| 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 |
1.0481 |
0.0320 |
3.0% |
0.0131 |
1.2% |
53% |
False |
False |
55 |
| 10 |
1.0801 |
1.0015 |
0.0786 |
7.4% |
0.0134 |
1.3% |
81% |
False |
False |
64 |
| 20 |
1.0801 |
1.0010 |
0.0791 |
7.4% |
0.0106 |
1.0% |
81% |
False |
False |
44 |
| 40 |
1.0801 |
1.0010 |
0.0791 |
7.4% |
0.0081 |
0.8% |
81% |
False |
False |
26 |
| 60 |
1.0801 |
1.0010 |
0.0791 |
7.4% |
0.0066 |
0.6% |
81% |
False |
False |
25 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1231 |
|
2.618 |
1.1040 |
|
1.618 |
1.0922 |
|
1.000 |
1.0850 |
|
0.618 |
1.0805 |
|
HIGH |
1.0732 |
|
0.618 |
1.0687 |
|
0.500 |
1.0673 |
|
0.382 |
1.0659 |
|
LOW |
1.0615 |
|
0.618 |
1.0542 |
|
1.000 |
1.0497 |
|
1.618 |
1.0424 |
|
2.618 |
1.0307 |
|
4.250 |
1.0115 |
|
|
| Fisher Pivots for day following 17-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0673 |
1.0708 |
| PP |
1.0666 |
1.0689 |
| S1 |
1.0658 |
1.0670 |
|