CME Swiss Franc Future March 2023
| Trading Metrics calculated at close of trading on 23-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2022 |
23-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0642 |
1.0667 |
0.0025 |
0.2% |
1.0732 |
| High |
1.0644 |
1.0758 |
0.0114 |
1.1% |
1.0801 |
| Low |
1.0642 |
1.0630 |
-0.0012 |
-0.1% |
1.0615 |
| Close |
1.0644 |
1.0758 |
0.0114 |
1.1% |
1.0633 |
| Range |
0.0002 |
0.0128 |
0.0126 |
8,400.0% |
0.0186 |
| ATR |
0.0099 |
0.0101 |
0.0002 |
2.1% |
0.0000 |
| Volume |
2 |
122 |
120 |
6,000.0% |
186 |
|
| Daily Pivots for day following 23-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1098 |
1.1055 |
1.0828 |
|
| R3 |
1.0970 |
1.0928 |
1.0793 |
|
| R2 |
1.0843 |
1.0843 |
1.0781 |
|
| R1 |
1.0800 |
1.0800 |
1.0769 |
1.0821 |
| PP |
1.0715 |
1.0715 |
1.0715 |
1.0726 |
| S1 |
1.0673 |
1.0673 |
1.0746 |
1.0694 |
| S2 |
1.0588 |
1.0588 |
1.0734 |
|
| S3 |
1.0460 |
1.0545 |
1.0722 |
|
| S4 |
1.0333 |
1.0418 |
1.0687 |
|
|
| 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 |
1.0758 |
1.0567 |
0.0191 |
1.8% |
0.0066 |
0.6% |
100% |
True |
False |
42 |
| 10 |
1.0801 |
1.0273 |
0.0528 |
4.9% |
0.0112 |
1.0% |
92% |
False |
False |
64 |
| 20 |
1.0801 |
1.0010 |
0.0791 |
7.3% |
0.0098 |
0.9% |
95% |
False |
False |
47 |
| 40 |
1.0801 |
1.0010 |
0.0791 |
7.3% |
0.0077 |
0.7% |
95% |
False |
False |
29 |
| 60 |
1.0801 |
1.0010 |
0.0791 |
7.3% |
0.0067 |
0.6% |
95% |
False |
False |
28 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1299 |
|
2.618 |
1.1091 |
|
1.618 |
1.0964 |
|
1.000 |
1.0885 |
|
0.618 |
1.0836 |
|
HIGH |
1.0758 |
|
0.618 |
1.0709 |
|
0.500 |
1.0694 |
|
0.382 |
1.0679 |
|
LOW |
1.0630 |
|
0.618 |
1.0551 |
|
1.000 |
1.0503 |
|
1.618 |
1.0424 |
|
2.618 |
1.0296 |
|
4.250 |
1.0088 |
|
|
| Fisher Pivots for day following 23-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0736 |
1.0726 |
| PP |
1.0715 |
1.0694 |
| S1 |
1.0694 |
1.0662 |
|