CME Swiss Franc Future March 2023
| Trading Metrics calculated at close of trading on 18-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2022 |
18-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0720 |
1.0639 |
-0.0081 |
-0.8% |
1.0732 |
| High |
1.0732 |
1.0671 |
-0.0061 |
-0.6% |
1.0801 |
| Low |
1.0615 |
1.0620 |
0.0005 |
0.0% |
1.0615 |
| Close |
1.0651 |
1.0633 |
-0.0018 |
-0.2% |
1.0633 |
| Range |
0.0118 |
0.0052 |
-0.0066 |
-56.2% |
0.0186 |
| ATR |
0.0107 |
0.0103 |
-0.0004 |
-3.7% |
0.0000 |
| Volume |
44 |
15 |
-29 |
-65.9% |
186 |
|
| Daily Pivots for day following 18-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0796 |
1.0766 |
1.0661 |
|
| R3 |
1.0744 |
1.0714 |
1.0647 |
|
| R2 |
1.0693 |
1.0693 |
1.0642 |
|
| R1 |
1.0663 |
1.0663 |
1.0638 |
1.0652 |
| PP |
1.0641 |
1.0641 |
1.0641 |
1.0636 |
| S1 |
1.0611 |
1.0611 |
1.0628 |
1.0601 |
| S2 |
1.0590 |
1.0590 |
1.0624 |
|
| S3 |
1.0538 |
1.0560 |
1.0619 |
|
| S4 |
1.0487 |
1.0508 |
1.0605 |
|
|
| Weekly Pivots for week ending 18-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1241 |
1.1123 |
1.0735 |
|
| R3 |
1.1055 |
1.0937 |
1.0684 |
|
| R2 |
1.0869 |
1.0869 |
1.0667 |
|
| R1 |
1.0751 |
1.0751 |
1.0650 |
1.0717 |
| PP |
1.0683 |
1.0683 |
1.0683 |
1.0666 |
| S1 |
1.0565 |
1.0565 |
1.0616 |
1.0531 |
| S2 |
1.0497 |
1.0497 |
1.0599 |
|
| S3 |
1.0311 |
1.0379 |
1.0582 |
|
| S4 |
1.0125 |
1.0193 |
1.0531 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0801 |
1.0615 |
0.0186 |
1.7% |
0.0079 |
0.7% |
10% |
False |
False |
37 |
| 10 |
1.0801 |
1.0190 |
0.0611 |
5.7% |
0.0119 |
1.1% |
73% |
False |
False |
62 |
| 20 |
1.0801 |
1.0010 |
0.0791 |
7.4% |
0.0100 |
0.9% |
79% |
False |
False |
41 |
| 40 |
1.0801 |
1.0010 |
0.0791 |
7.4% |
0.0080 |
0.8% |
79% |
False |
False |
26 |
| 60 |
1.0801 |
1.0010 |
0.0791 |
7.4% |
0.0067 |
0.6% |
79% |
False |
False |
26 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0890 |
|
2.618 |
1.0806 |
|
1.618 |
1.0754 |
|
1.000 |
1.0723 |
|
0.618 |
1.0703 |
|
HIGH |
1.0671 |
|
0.618 |
1.0651 |
|
0.500 |
1.0645 |
|
0.382 |
1.0639 |
|
LOW |
1.0620 |
|
0.618 |
1.0588 |
|
1.000 |
1.0568 |
|
1.618 |
1.0536 |
|
2.618 |
1.0485 |
|
4.250 |
1.0401 |
|
|
| Fisher Pivots for day following 18-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0645 |
1.0706 |
| PP |
1.0641 |
1.0682 |
| S1 |
1.0637 |
1.0657 |
|