CME Swiss Franc Future March 2023
| Trading Metrics calculated at close of trading on 29-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2022 |
29-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0700 |
1.0649 |
-0.0051 |
-0.5% |
1.0597 |
| High |
1.0767 |
1.0669 |
-0.0098 |
-0.9% |
1.0774 |
| Low |
1.0669 |
1.0608 |
-0.0062 |
-0.6% |
1.0567 |
| Close |
1.0669 |
1.0615 |
-0.0054 |
-0.5% |
1.0715 |
| Range |
0.0098 |
0.0062 |
-0.0036 |
-36.9% |
0.0207 |
| ATR |
0.0101 |
0.0098 |
-0.0003 |
-2.8% |
0.0000 |
| Volume |
37 |
143 |
106 |
286.5% |
180 |
|
| Daily Pivots for day following 29-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0815 |
1.0777 |
1.0649 |
|
| R3 |
1.0754 |
1.0715 |
1.0632 |
|
| R2 |
1.0692 |
1.0692 |
1.0626 |
|
| R1 |
1.0654 |
1.0654 |
1.0621 |
1.0642 |
| PP |
1.0631 |
1.0631 |
1.0631 |
1.0625 |
| S1 |
1.0592 |
1.0592 |
1.0609 |
1.0581 |
| S2 |
1.0569 |
1.0569 |
1.0604 |
|
| S3 |
1.0508 |
1.0531 |
1.0598 |
|
| S4 |
1.0446 |
1.0469 |
1.0581 |
|
|
| 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 |
1.0608 |
0.0167 |
1.6% |
0.0079 |
0.7% |
5% |
False |
True |
66 |
| 10 |
1.0801 |
1.0567 |
0.0234 |
2.2% |
0.0076 |
0.7% |
21% |
False |
False |
51 |
| 20 |
1.0801 |
1.0010 |
0.0791 |
7.4% |
0.0102 |
1.0% |
77% |
False |
False |
53 |
| 40 |
1.0801 |
1.0010 |
0.0791 |
7.4% |
0.0079 |
0.7% |
77% |
False |
False |
34 |
| 60 |
1.0801 |
1.0010 |
0.0791 |
7.4% |
0.0071 |
0.7% |
77% |
False |
False |
31 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0930 |
|
2.618 |
1.0830 |
|
1.618 |
1.0769 |
|
1.000 |
1.0731 |
|
0.618 |
1.0707 |
|
HIGH |
1.0669 |
|
0.618 |
1.0646 |
|
0.500 |
1.0638 |
|
0.382 |
1.0631 |
|
LOW |
1.0608 |
|
0.618 |
1.0569 |
|
1.000 |
1.0546 |
|
1.618 |
1.0508 |
|
2.618 |
1.0446 |
|
4.250 |
1.0346 |
|
|
| Fisher Pivots for day following 29-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0638 |
1.0691 |
| PP |
1.0631 |
1.0666 |
| S1 |
1.0623 |
1.0640 |
|