CME Swiss Franc Future March 2023
| Trading Metrics calculated at close of trading on 04-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2022 |
04-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0114 |
1.0047 |
-0.0067 |
-0.7% |
1.0194 |
| High |
1.0124 |
1.0223 |
0.0099 |
1.0% |
1.0223 |
| Low |
1.0010 |
1.0015 |
0.0005 |
0.0% |
1.0010 |
| Close |
1.0029 |
1.0211 |
0.0182 |
1.8% |
1.0211 |
| Range |
0.0114 |
0.0208 |
0.0094 |
82.8% |
0.0213 |
| ATR |
0.0080 |
0.0089 |
0.0009 |
11.5% |
0.0000 |
| Volume |
27 |
36 |
9 |
33.3% |
83 |
|
| Daily Pivots for day following 04-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0772 |
1.0699 |
1.0325 |
|
| R3 |
1.0564 |
1.0491 |
1.0268 |
|
| R2 |
1.0357 |
1.0357 |
1.0249 |
|
| R1 |
1.0284 |
1.0284 |
1.0230 |
1.0320 |
| PP |
1.0149 |
1.0149 |
1.0149 |
1.0168 |
| S1 |
1.0076 |
1.0076 |
1.0191 |
1.0113 |
| S2 |
0.9942 |
0.9942 |
1.0172 |
|
| S3 |
0.9734 |
0.9869 |
1.0153 |
|
| S4 |
0.9527 |
0.9661 |
1.0096 |
|
|
| Weekly Pivots for week ending 04-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0785 |
1.0710 |
1.0327 |
|
| R3 |
1.0573 |
1.0498 |
1.0269 |
|
| R2 |
1.0360 |
1.0360 |
1.0249 |
|
| R1 |
1.0285 |
1.0285 |
1.0230 |
1.0323 |
| PP |
1.0148 |
1.0148 |
1.0148 |
1.0166 |
| S1 |
1.0073 |
1.0073 |
1.0191 |
1.0110 |
| S2 |
0.9935 |
0.9935 |
1.0172 |
|
| S3 |
0.9723 |
0.9860 |
1.0152 |
|
| S4 |
0.9510 |
0.9648 |
1.0094 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1104 |
|
2.618 |
1.0766 |
|
1.618 |
1.0558 |
|
1.000 |
1.0430 |
|
0.618 |
1.0351 |
|
HIGH |
1.0223 |
|
0.618 |
1.0143 |
|
0.500 |
1.0119 |
|
0.382 |
1.0094 |
|
LOW |
1.0015 |
|
0.618 |
0.9887 |
|
1.000 |
0.9808 |
|
1.618 |
0.9679 |
|
2.618 |
0.9472 |
|
4.250 |
0.9133 |
|
|
| Fisher Pivots for day following 04-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0180 |
1.0179 |
| PP |
1.0149 |
1.0148 |
| S1 |
1.0119 |
1.0116 |
|