CME Swiss Franc Future March 2023
| Trading Metrics calculated at close of trading on 03-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2022 |
03-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0176 |
1.0114 |
-0.0062 |
-0.6% |
1.0200 |
| High |
1.0195 |
1.0124 |
-0.0072 |
-0.7% |
1.0302 |
| Low |
1.0133 |
1.0010 |
-0.0123 |
-1.2% |
1.0140 |
| Close |
1.0171 |
1.0029 |
-0.0143 |
-1.4% |
1.0192 |
| Range |
0.0062 |
0.0114 |
0.0052 |
83.1% |
0.0162 |
| ATR |
0.0073 |
0.0080 |
0.0006 |
8.5% |
0.0000 |
| Volume |
11 |
27 |
16 |
145.5% |
130 |
|
| Daily Pivots for day following 03-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0395 |
1.0325 |
1.0091 |
|
| R3 |
1.0281 |
1.0212 |
1.0060 |
|
| R2 |
1.0168 |
1.0168 |
1.0049 |
|
| R1 |
1.0098 |
1.0098 |
1.0039 |
1.0076 |
| PP |
1.0054 |
1.0054 |
1.0054 |
1.0043 |
| S1 |
0.9985 |
0.9985 |
1.0018 |
0.9963 |
| S2 |
0.9941 |
0.9941 |
1.0008 |
|
| S3 |
0.9827 |
0.9871 |
0.9997 |
|
| S4 |
0.9714 |
0.9758 |
0.9966 |
|
|
| 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 |
1.0606 |
|
2.618 |
1.0421 |
|
1.618 |
1.0307 |
|
1.000 |
1.0237 |
|
0.618 |
1.0194 |
|
HIGH |
1.0124 |
|
0.618 |
1.0080 |
|
0.500 |
1.0067 |
|
0.382 |
1.0053 |
|
LOW |
1.0010 |
|
0.618 |
0.9940 |
|
1.000 |
0.9897 |
|
1.618 |
0.9826 |
|
2.618 |
0.9713 |
|
4.250 |
0.9528 |
|
|
| Fisher Pivots for day following 03-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0067 |
1.0103 |
| PP |
1.0054 |
1.0078 |
| S1 |
1.0041 |
1.0053 |
|