CME Swiss Franc Future March 2023
| Trading Metrics calculated at close of trading on 30-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2022 |
30-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0649 |
1.0607 |
-0.0043 |
-0.4% |
1.0597 |
| High |
1.0669 |
1.0730 |
0.0061 |
0.6% |
1.0774 |
| Low |
1.0608 |
1.0606 |
-0.0002 |
0.0% |
1.0567 |
| Close |
1.0615 |
1.0713 |
0.0098 |
0.9% |
1.0715 |
| Range |
0.0062 |
0.0124 |
0.0063 |
101.6% |
0.0207 |
| ATR |
0.0098 |
0.0100 |
0.0002 |
1.9% |
0.0000 |
| Volume |
143 |
454 |
311 |
217.5% |
180 |
|
| Daily Pivots for day following 30-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1055 |
1.1008 |
1.0781 |
|
| R3 |
1.0931 |
1.0884 |
1.0747 |
|
| R2 |
1.0807 |
1.0807 |
1.0735 |
|
| R1 |
1.0760 |
1.0760 |
1.0724 |
1.0783 |
| PP |
1.0683 |
1.0683 |
1.0683 |
1.0695 |
| S1 |
1.0636 |
1.0636 |
1.0701 |
1.0659 |
| S2 |
1.0559 |
1.0559 |
1.0690 |
|
| S3 |
1.0435 |
1.0512 |
1.0678 |
|
| S4 |
1.0311 |
1.0388 |
1.0644 |
|
|
| 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 |
1.0606 |
0.0168 |
1.6% |
0.0104 |
1.0% |
63% |
False |
True |
157 |
| 10 |
1.0798 |
1.0567 |
0.0231 |
2.2% |
0.0080 |
0.7% |
63% |
False |
False |
90 |
| 20 |
1.0801 |
1.0010 |
0.0791 |
7.4% |
0.0106 |
1.0% |
89% |
False |
False |
75 |
| 40 |
1.0801 |
1.0010 |
0.0791 |
7.4% |
0.0079 |
0.7% |
89% |
False |
False |
45 |
| 60 |
1.0801 |
1.0010 |
0.0791 |
7.4% |
0.0073 |
0.7% |
89% |
False |
False |
39 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1257 |
|
2.618 |
1.1055 |
|
1.618 |
1.0931 |
|
1.000 |
1.0854 |
|
0.618 |
1.0807 |
|
HIGH |
1.0730 |
|
0.618 |
1.0683 |
|
0.500 |
1.0668 |
|
0.382 |
1.0653 |
|
LOW |
1.0606 |
|
0.618 |
1.0529 |
|
1.000 |
1.0482 |
|
1.618 |
1.0405 |
|
2.618 |
1.0281 |
|
4.250 |
1.0079 |
|
|
| Fisher Pivots for day following 30-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0698 |
1.0704 |
| PP |
1.0683 |
1.0695 |
| S1 |
1.0668 |
1.0686 |
|