CME Swiss Franc Future March 2023
| Trading Metrics calculated at close of trading on 07-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2022 |
07-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0047 |
1.0190 |
0.0143 |
1.4% |
1.0194 |
| High |
1.0223 |
1.0282 |
0.0060 |
0.6% |
1.0223 |
| Low |
1.0015 |
1.0190 |
0.0175 |
1.7% |
1.0010 |
| Close |
1.0211 |
1.0278 |
0.0068 |
0.7% |
1.0211 |
| Range |
0.0208 |
0.0092 |
-0.0116 |
-55.7% |
0.0213 |
| ATR |
0.0089 |
0.0089 |
0.0000 |
0.3% |
0.0000 |
| Volume |
36 |
42 |
6 |
16.7% |
83 |
|
| Daily Pivots for day following 07-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0526 |
1.0494 |
1.0329 |
|
| R3 |
1.0434 |
1.0402 |
1.0303 |
|
| R2 |
1.0342 |
1.0342 |
1.0295 |
|
| R1 |
1.0310 |
1.0310 |
1.0286 |
1.0326 |
| PP |
1.0250 |
1.0250 |
1.0250 |
1.0258 |
| S1 |
1.0218 |
1.0218 |
1.0270 |
1.0234 |
| S2 |
1.0158 |
1.0158 |
1.0261 |
|
| S3 |
1.0066 |
1.0126 |
1.0253 |
|
| S4 |
0.9974 |
1.0034 |
1.0227 |
|
|
| 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 |
1.0673 |
|
2.618 |
1.0523 |
|
1.618 |
1.0431 |
|
1.000 |
1.0374 |
|
0.618 |
1.0339 |
|
HIGH |
1.0282 |
|
0.618 |
1.0247 |
|
0.500 |
1.0236 |
|
0.382 |
1.0225 |
|
LOW |
1.0190 |
|
0.618 |
1.0133 |
|
1.000 |
1.0098 |
|
1.618 |
1.0041 |
|
2.618 |
0.9949 |
|
4.250 |
0.9799 |
|
|
| Fisher Pivots for day following 07-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0264 |
1.0234 |
| PP |
1.0250 |
1.0190 |
| S1 |
1.0236 |
1.0146 |
|