CME Swiss Franc Future March 2023
| Trading Metrics calculated at close of trading on 11-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2022 |
11-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0273 |
1.0509 |
0.0237 |
2.3% |
1.0190 |
| High |
1.0526 |
1.0792 |
0.0267 |
2.5% |
1.0792 |
| Low |
1.0273 |
1.0481 |
0.0209 |
2.0% |
1.0190 |
| Close |
1.0497 |
1.0781 |
0.0284 |
2.7% |
1.0781 |
| Range |
0.0253 |
0.0311 |
0.0058 |
22.9% |
0.0602 |
| ATR |
0.0098 |
0.0113 |
0.0015 |
15.5% |
0.0000 |
| Volume |
205 |
106 |
-99 |
-48.3% |
436 |
|
| Daily Pivots for day following 11-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1618 |
1.1510 |
1.0952 |
|
| R3 |
1.1307 |
1.1199 |
1.0866 |
|
| R2 |
1.0996 |
1.0996 |
1.0838 |
|
| R1 |
1.0888 |
1.0888 |
1.0809 |
1.0942 |
| PP |
1.0685 |
1.0685 |
1.0685 |
1.0711 |
| S1 |
1.0577 |
1.0577 |
1.0752 |
1.0631 |
| S2 |
1.0374 |
1.0374 |
1.0723 |
|
| S3 |
1.0063 |
1.0266 |
1.0695 |
|
| S4 |
0.9752 |
0.9955 |
1.0609 |
|
|
| Weekly Pivots for week ending 11-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2394 |
1.2189 |
1.1112 |
|
| R3 |
1.1792 |
1.1587 |
1.0946 |
|
| R2 |
1.1190 |
1.1190 |
1.0891 |
|
| R1 |
1.0985 |
1.0985 |
1.0836 |
1.1087 |
| PP |
1.0588 |
1.0588 |
1.0588 |
1.0639 |
| S1 |
1.0383 |
1.0383 |
1.0725 |
1.0485 |
| S2 |
0.9986 |
0.9986 |
1.0670 |
|
| S3 |
0.9384 |
0.9781 |
1.0615 |
|
| S4 |
0.8782 |
0.9179 |
1.0449 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2114 |
|
2.618 |
1.1606 |
|
1.618 |
1.1295 |
|
1.000 |
1.1103 |
|
0.618 |
1.0984 |
|
HIGH |
1.0792 |
|
0.618 |
1.0673 |
|
0.500 |
1.0637 |
|
0.382 |
1.0600 |
|
LOW |
1.0481 |
|
0.618 |
1.0289 |
|
1.000 |
1.0170 |
|
1.618 |
0.9978 |
|
2.618 |
0.9667 |
|
4.250 |
0.9159 |
|
|
| Fisher Pivots for day following 11-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0733 |
1.0698 |
| PP |
1.0685 |
1.0615 |
| S1 |
1.0637 |
1.0532 |
|