CME Swiss Franc Future March 2023
| Trading Metrics calculated at close of trading on 02-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2022 |
02-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0147 |
1.0176 |
0.0029 |
0.3% |
1.0200 |
| High |
1.0180 |
1.0195 |
0.0015 |
0.1% |
1.0302 |
| Low |
1.0147 |
1.0133 |
-0.0014 |
-0.1% |
1.0140 |
| Close |
1.0155 |
1.0171 |
0.0016 |
0.2% |
1.0192 |
| Range |
0.0033 |
0.0062 |
0.0029 |
87.9% |
0.0162 |
| ATR |
0.0074 |
0.0073 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
4 |
11 |
7 |
175.0% |
130 |
|
| Daily Pivots for day following 02-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0352 |
1.0324 |
1.0205 |
|
| R3 |
1.0290 |
1.0262 |
1.0188 |
|
| R2 |
1.0228 |
1.0228 |
1.0182 |
|
| R1 |
1.0200 |
1.0200 |
1.0177 |
1.0183 |
| PP |
1.0166 |
1.0166 |
1.0166 |
1.0158 |
| S1 |
1.0138 |
1.0138 |
1.0165 |
1.0121 |
| S2 |
1.0104 |
1.0104 |
1.0160 |
|
| S3 |
1.0042 |
1.0076 |
1.0154 |
|
| S4 |
0.9980 |
1.0014 |
1.0137 |
|
|
| Weekly Pivots for week ending 28-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0696 |
1.0605 |
1.0280 |
|
| R3 |
1.0534 |
1.0444 |
1.0236 |
|
| R2 |
1.0373 |
1.0373 |
1.0221 |
|
| R1 |
1.0282 |
1.0282 |
1.0206 |
1.0247 |
| PP |
1.0211 |
1.0211 |
1.0211 |
1.0193 |
| S1 |
1.0121 |
1.0121 |
1.0177 |
1.0085 |
| S2 |
1.0050 |
1.0050 |
1.0162 |
|
| S3 |
0.9888 |
0.9959 |
1.0147 |
|
| S4 |
0.9727 |
0.9798 |
1.0103 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0459 |
|
2.618 |
1.0357 |
|
1.618 |
1.0295 |
|
1.000 |
1.0257 |
|
0.618 |
1.0233 |
|
HIGH |
1.0195 |
|
0.618 |
1.0171 |
|
0.500 |
1.0164 |
|
0.382 |
1.0157 |
|
LOW |
1.0133 |
|
0.618 |
1.0095 |
|
1.000 |
1.0071 |
|
1.618 |
1.0033 |
|
2.618 |
0.9971 |
|
4.250 |
0.9870 |
|
|
| Fisher Pivots for day following 02-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0169 |
1.0169 |
| PP |
1.0166 |
1.0167 |
| S1 |
1.0164 |
1.0165 |
|