CME Swiss Franc Future March 2023
| Trading Metrics calculated at close of trading on 09-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2022 |
09-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0240 |
1.0330 |
0.0090 |
0.9% |
1.0194 |
| High |
1.0323 |
1.0350 |
0.0027 |
0.3% |
1.0223 |
| Low |
1.0240 |
1.0297 |
0.0057 |
0.6% |
1.0010 |
| Close |
1.0301 |
1.0299 |
-0.0003 |
0.0% |
1.0211 |
| Range |
0.0083 |
0.0053 |
-0.0030 |
-36.1% |
0.0213 |
| ATR |
0.0089 |
0.0086 |
-0.0003 |
-2.9% |
0.0000 |
| Volume |
22 |
61 |
39 |
177.3% |
83 |
|
| Daily Pivots for day following 09-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0474 |
1.0439 |
1.0328 |
|
| R3 |
1.0421 |
1.0386 |
1.0313 |
|
| R2 |
1.0368 |
1.0368 |
1.0308 |
|
| R1 |
1.0333 |
1.0333 |
1.0303 |
1.0324 |
| PP |
1.0315 |
1.0315 |
1.0315 |
1.0311 |
| S1 |
1.0280 |
1.0280 |
1.0294 |
1.0271 |
| S2 |
1.0262 |
1.0262 |
1.0289 |
|
| S3 |
1.0209 |
1.0227 |
1.0284 |
|
| S4 |
1.0156 |
1.0174 |
1.0269 |
|
|
| 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 |
1.0575 |
|
2.618 |
1.0489 |
|
1.618 |
1.0436 |
|
1.000 |
1.0403 |
|
0.618 |
1.0383 |
|
HIGH |
1.0350 |
|
0.618 |
1.0330 |
|
0.500 |
1.0324 |
|
0.382 |
1.0317 |
|
LOW |
1.0297 |
|
0.618 |
1.0264 |
|
1.000 |
1.0244 |
|
1.618 |
1.0211 |
|
2.618 |
1.0158 |
|
4.250 |
1.0072 |
|
|
| Fisher Pivots for day following 09-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0324 |
1.0289 |
| PP |
1.0315 |
1.0280 |
| S1 |
1.0307 |
1.0270 |
|