CME Swiss Franc Future March 2023
| Trading Metrics calculated at close of trading on 25-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2022 |
25-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0667 |
1.0733 |
0.0066 |
0.6% |
1.0597 |
| High |
1.0758 |
1.0774 |
0.0017 |
0.2% |
1.0774 |
| Low |
1.0630 |
1.0666 |
0.0036 |
0.3% |
1.0567 |
| Close |
1.0758 |
1.0715 |
-0.0043 |
-0.4% |
1.0715 |
| Range |
0.0128 |
0.0109 |
-0.0019 |
-14.9% |
0.0207 |
| ATR |
0.0101 |
0.0101 |
0.0001 |
0.5% |
0.0000 |
| Volume |
122 |
29 |
-93 |
-76.2% |
180 |
|
| Daily Pivots for day following 25-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1044 |
1.0988 |
1.0774 |
|
| R3 |
1.0935 |
1.0879 |
1.0744 |
|
| R2 |
1.0827 |
1.0827 |
1.0734 |
|
| R1 |
1.0771 |
1.0771 |
1.0724 |
1.0744 |
| PP |
1.0718 |
1.0718 |
1.0718 |
1.0705 |
| S1 |
1.0662 |
1.0662 |
1.0705 |
1.0636 |
| S2 |
1.0610 |
1.0610 |
1.0695 |
|
| S3 |
1.0501 |
1.0554 |
1.0685 |
|
| S4 |
1.0393 |
1.0445 |
1.0655 |
|
|
| Weekly Pivots for week ending 25-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1306 |
1.1217 |
1.0828 |
|
| R3 |
1.1099 |
1.1010 |
1.0771 |
|
| R2 |
1.0892 |
1.0892 |
1.0752 |
|
| R1 |
1.0803 |
1.0803 |
1.0733 |
1.0848 |
| PP |
1.0685 |
1.0685 |
1.0685 |
1.0707 |
| S1 |
1.0596 |
1.0596 |
1.0696 |
1.0641 |
| S2 |
1.0478 |
1.0478 |
1.0677 |
|
| S3 |
1.0271 |
1.0389 |
1.0658 |
|
| S4 |
1.0064 |
1.0182 |
1.0601 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0774 |
1.0567 |
0.0207 |
1.9% |
0.0064 |
0.6% |
71% |
True |
False |
39 |
| 10 |
1.0801 |
1.0481 |
0.0320 |
3.0% |
0.0098 |
0.9% |
73% |
False |
False |
47 |
| 20 |
1.0801 |
1.0010 |
0.0791 |
7.4% |
0.0101 |
0.9% |
89% |
False |
False |
45 |
| 40 |
1.0801 |
1.0010 |
0.0791 |
7.4% |
0.0080 |
0.7% |
89% |
False |
False |
30 |
| 60 |
1.0801 |
1.0010 |
0.0791 |
7.4% |
0.0069 |
0.6% |
89% |
False |
False |
28 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1235 |
|
2.618 |
1.1058 |
|
1.618 |
1.0950 |
|
1.000 |
1.0883 |
|
0.618 |
1.0841 |
|
HIGH |
1.0774 |
|
0.618 |
1.0733 |
|
0.500 |
1.0720 |
|
0.382 |
1.0707 |
|
LOW |
1.0666 |
|
0.618 |
1.0598 |
|
1.000 |
1.0557 |
|
1.618 |
1.0490 |
|
2.618 |
1.0381 |
|
4.250 |
1.0204 |
|
|
| Fisher Pivots for day following 25-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0720 |
1.0710 |
| PP |
1.0718 |
1.0706 |
| S1 |
1.0716 |
1.0702 |
|