CME Swiss Franc Future March 2023
| Trading Metrics calculated at close of trading on 15-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2022 |
15-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0732 |
1.0740 |
0.0008 |
0.1% |
1.0190 |
| High |
1.0781 |
1.0801 |
0.0020 |
0.2% |
1.0792 |
| Low |
1.0715 |
1.0720 |
0.0005 |
0.0% |
1.0190 |
| Close |
1.0772 |
1.0759 |
-0.0013 |
-0.1% |
1.0781 |
| Range |
0.0066 |
0.0081 |
0.0015 |
22.9% |
0.0602 |
| ATR |
0.0110 |
0.0108 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
31 |
67 |
36 |
116.1% |
436 |
|
| Daily Pivots for day following 15-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1001 |
1.0961 |
1.0803 |
|
| R3 |
1.0921 |
1.0880 |
1.0781 |
|
| R2 |
1.0840 |
1.0840 |
1.0774 |
|
| R1 |
1.0800 |
1.0800 |
1.0766 |
1.0820 |
| PP |
1.0760 |
1.0760 |
1.0760 |
1.0770 |
| S1 |
1.0719 |
1.0719 |
1.0752 |
1.0740 |
| S2 |
1.0679 |
1.0679 |
1.0744 |
|
| S3 |
1.0599 |
1.0639 |
1.0737 |
|
| S4 |
1.0518 |
1.0558 |
1.0715 |
|
|
| 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 |
1.1143 |
|
2.618 |
1.1011 |
|
1.618 |
1.0931 |
|
1.000 |
1.0881 |
|
0.618 |
1.0850 |
|
HIGH |
1.0801 |
|
0.618 |
1.0770 |
|
0.500 |
1.0760 |
|
0.382 |
1.0751 |
|
LOW |
1.0720 |
|
0.618 |
1.0670 |
|
1.000 |
1.0640 |
|
1.618 |
1.0590 |
|
2.618 |
1.0509 |
|
4.250 |
1.0378 |
|
|
| Fisher Pivots for day following 15-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0760 |
1.0720 |
| PP |
1.0760 |
1.0680 |
| S1 |
1.0759 |
1.0641 |
|